Risk-Return Map of Structured Products
Loss Probability (%)
- Mean Loss
- Loss Prob
- 5th
- 10th
- St Dev
- Min strike
- Min Barrier
- Min Strike/SD
- Min Barrier/SD
| Valor | ISIN | Short Name | Issuer | Product Type | Currency | Underlyings | Coupon | Expiry Date | Time to Expiry (Months) |
Sideways Return | Sideways Return P.A (%) | Min Distance to Barrier (%) | Min Distance to Strike (%) | Bid Price | Ask Price | Loss Probability |
in subscription | listed on six | sectors | issue date | multi | callable type | worst recommendation | Ratio | estimated? | tickers | underlying currency | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Valor | ISIN | Short Name | Issuer | Product Type | Currency | Underlyings | Coupon | Expiry Date | Time to Expiry (Months) |
Sideways Return | Sideways Return P.A (%) | Min Distance to Barrier (%) | Min Distance to Strike (%) | Bid Price | Ask Price | Loss Probability |
in subscription | listed on six | sectors | issue date | multi | callable type | worst recommendation | Ratio | estimated? | tickers | underlying currency |