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
Reverse Convertible on Gold & Silver (worst-of, issuer-callable) / Expected Return 7.2% p… 13.00% 2026-08-31
Issuer-Callable Jump Note (no coupon) 2026-08-28
SLV, NDXT & RTY worst-of autocallable / Expected annualized return 8.41% 10.50% 2026-08-28
Worst-of SLV, NDXT & RTY Memory Autocallable / Expected Return 8.40% ann. (11.77% total,… 10.50% 2026-08-28
Callable Multi Barrier Reverse Convertible on Holcim, Swisscom & Zurich (worst-of) / Expe… 7.60% 2026-08-28
DJIA, EURO STOXX 50 & Russell 2000 worst-of / Auto-Callable / Expected Annualized Return… 11.50% 2026-08-27
Worst-of DJIA, EURO STOXX 50 & Russell 2000 Autocall / Expected Return 9.83% p.a. / Prob.… 11.50% 2026-08-27
Worst-of EURO STOXX 50, Russell 2000 & S&P 500 / Auto-Callable Principal-at-Risk Note / E… 11.75% 2026-08-27
Callable Multi Barrier Reverse Convertible on KO, MCD & SBUX (worst-of) / Expected Return… 9.80% 2026-08-27
AXA, Swiss Life & Swiss Re worst-of Reverse Convertible (Callable, Quanto CHF) / Expected… 7.20% 2026-08-26
Multi Barrier Reverse Convertible on 4 Swiss Banks (Basler KB, Julius Baer, St.Galler KB,… 8% 2026-08-25
Multi Barrier Reverse Convertible on Nestle, Novartis, Roche (worst-of barrier) / Expecte… 7.20% 2026-08-24
Multi Barrier Reverse Convertible on Julius Baer, Swissquote & UBS (worst-of) / Expected… 11.60% 2026-08-21
Sika, Sonova, Straumann (CHF, worst-of) / Issuer-callable, barrier 55% / Expected annuali… 9.50% 2026-08-20
Richemont, Nestlé, Novartis, Roche worst-of Multi Barrier Reverse Convertible / Expected… 7.20% 2026-08-19
Multi Barrier Reverse Convertible on ABB, Novartis, Roche (worst-of) / Expected Annualize… 8.60% 2026-08-18
Morgan Stanley Amplitude Index (S&P 500 proxy) / Principal-Protected MLCD / Expected Retu… 8% 2026-08-17
Morgan Stanley Amplitude Index (MSAMP5) single-underlier Jump MLCD / Expected Return 8.13… 8% 2026-08-17
S&P U.S. Equity Momentum 40% VT 4% Decrement Index (single underlier) / Principal-Protect… 8.00% 2026-08-17
Geberit, Stadler Rail, Sulzer (worst-of) / CHF / Expected Return 6.11% p.a., P(loss) 17.2… 11.20% 2026-08-17