Examples

All Example Evaluations — Structured Product Analytics

Every recent anonymized term sheet evaluated by the SP Evaluator engine — autocallables, equity-linked notes, reverse convertibles, worst-of baskets and barrier notes — each with a full AI-generated analytics report covering coupon structure, worst-case scenarios, auto-call probability and risk-return profile. New evaluations are added daily.

Updated: 2026-09-19 · 100 evaluations

Product Name Coupon Rate Evaluated Term Sheet Analytics Report
No-Coupon Trigger PLUS 2026-09-11
No-Coupon 2026-09-11
Accelleron, HUBER+SUHNER, Sulzer worst-of / Callable Multi Barrier Reverse Convertible (5… 11% 2026-09-11
Worst-of Alcon, Geberit & Swisscom / Multi-Barrier Reverse Convertible (64% continuous ba… 9.00% 2026-09-11
Zero-Coupon Dual Directional Buffered PLUS 2026-09-10
Worst-of Russell 2000 (RTY) & S&P 500 (SPX) / 20% buffer, 80% max loss / 5-year / Expecte… 0% 2026-09-10
ABB, Nestle, Novartis, Roche worst-of / Multi Barrier Reverse Convertible (callable) / Ex… 9.70% 2026-09-10
Alcon, Roche & Swiss Re worst-of / Multi Barrier Reverse Convertible (59% continuous barr… 9.00% 2026-09-10
Worst-of NDXT-RTY-SPX (20% buffer, 150% uncapped upside) / Expected Return 8.6% ann. (aut… 13.75% 2026-09-09
Worst-of NDXT-RTY-SPX Buffered Jump w/ Autocall / 150% Part., 20% Buffer, autocall ~+13.7… 4% 2026-09-09
Multi Barrier Reverse Convertible on Honda, IHI & Kawasaki Heavy Industries (worst-of, is… 11.60% 2026-09-09
Callable Multi Barrier Reverse Convertible on Douglas, Fielmann & Hornbach (worst-of) / E… 8.20% 2026-09-09
Principal-Protected Market-Linked Note, 5Y, No Coupon / Expected Return 11.15% ann (5Y to… 130.5% 2026-09-08
NDXT & RTY worst-of Dual Directional Trigger PLUS / 4Y / Expected Return 8.30% (ann.) 0% 2026-09-08
Multi Barrier Reverse Convertible on EURO STOXX Banks, S&P 500 & SMI (worst-of, issuer-ca… 7.00% 2026-09-08
Callable Multi Barrier Reverse Convertible on Alcon, Roche, Straumann & Swiss Re (worst-o… 11.70% 2026-09-08
Worst-of INDU & SPX Trigger PLUS 2026-09-07
no coupon / 4-yr / Expected annualized return 8.64% 147% 2026-09-07
Multi Barrier Reverse Convertible on Nestle, Novartis, Roche (worst-of, issuer-callable,… 8.00% 2026-09-07
Multi Barrier Reverse Convertible on Swiss Life, Swiss Re & Zurich Insurance (worst-of, i… 8.40% 2026-09-07