Best Case
If: Underlier rises above autocall level (100%); note is called early
Then: Principal + accumulated fixed return (9.0%) + potential variable return (5% of excess)
| Period | Cumulative Return |
|---|---|
| 1 | 3% |
| 2 | 6% |
| 3 | 9% |
| 4 | 12% |
| 5 | 15% |
| 6 | 18% |
| 7 | 21% |
| 8 | 24% |
| 9 | 27% |
| 10 | 30% |
| 11 | 33% |
| 12 | 36% |
| 13 | 39% |
| 14 | 42% |
If: Underlier rises above autocall level (100%); note is called early
Then: Principal + accumulated fixed return (9.0%) + potential variable return (5% of excess)
If: Underlier declines but within buffer (-10%) at maturity
Then: Principal + fixed return (42.0%) + potential variable return (5% of excess)
If: Underlier falls more than buffer (-10%) at maturity
Then: Loss beyond buffer absorbed by investor. First -10% protected
For illustrative purposes only. These scenarios are hypothetical and do not represent actual or expected performance. The information presented is derived from publicly available data and may contain errors or omissions. Investors should review the official pricing supplement and offering documentation before making any investment decisions.