Our new Structured Products Review contains Research Reports on over 15,000 Structured Products and over 10,000 Reverse Convertibles.
CDS rates reflect the credit risk of a firm. We plot the recent CDS rates for the issuer to show any change in its creditworthiness, which can significantly impact the expected value of the product.
We plot the recent price history of the reference asset. Since the value of the product depends on changes in the level of the reference asset, any recent trends or fluctuations may affect the value of the product.
If the product has matured, we report the Realized Payoff that investors received at on the maturity date. This value does not reflect any coupon payments.