Conditional coupon note Structured Notes With Principal Protection: Note the Terms of Your Investment

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Dollar exchange rate and the price of copper.

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Autocallable feature in products An autocallable, which is the abbreviation of "automatically callable", is a feature of an exotic option. This feature is often found in structured products with longer maturities. In other words, the performance of the underlying asset impacts what the investor gets as follows:.

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Call risk refers to the possibility that the issuer could call or redeem your note before maturity. Furthermore, any downside protection offered might only kick in after a long lock-up period—or it might require you to hold the note until maturity.

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