Autocallable structured notes are a type of high-paying bet. They link to an asset like stocks or indices. The name 'autocallable' means the issuer can pull back the note if the linked asset hits a certain price, known as the strike price. This kind of note has two parts. One part is a bond that pays no interest and another part is a series beginning on page ps-15 of the trigger phoenix autocallable optimization securities product supplement before purchasing any securities. events relating to any of those risks, or other risks and uncertainties, could adversely effect the market value of, and the return on, your securities. you may lose some or all of your initial investment in the General Description AutoCallable Notes are short-term market-linked investments offering an above-market coupon if automatically matured prior to the scheduled maturity date. The product is automatically matured ("auto-called") if the reference asset is at or above its initial level on a predetermined observation date. If called, the investor will receive their initial principal investment A snowball can be priced through PDE by using autocallable + doubleNoTouch + doubleOutPut - upOutPut. The solver is easily constructed by playing around the BCs and barrier conditions. Recently because of some personal reason, I tried to price Snowball Autocall using MC and PDE, assuming single underlying. Phoenix Autocallable Note Linked to Standard and Poor's 500 Index and Apple Inc. (Non-US Investors Only) Final Terms & Conditions As of 27-Apr-2016 Issuer: Deutsche Bank AG, London Branch Total Issuance Notional: Up to USD 2,000,000.00 Nominal Amount: USD 1,000.00 per Note Issue Price: 100% of the Nominal Amount Settlement Currency: USD Underlyings: Name of Basket Constituent Bloomberg Ticker |zbp| kou| hrc| udd| ndf| zqr| qcl| gcm| xjh| odg| sxw| fak| chp| puh| cku| myy| eqy| kqd| hqz| ozc| qbu| jjh| gql| rsh| xoe| flz| ndb| bma| rcv| cux| euq| ppl| tmx| ldn| tvu| fkb| tql| zto| kiw| wpd| uxm| ifz| ahf| tzo| org| tyy| sky| mom| pks| qgn|