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: 2026-11-03 · 100 evaluations

Product Name Coupon Rate Evaluated Term Sheet Analytics Report
Nestle, Novartis & Sika worst-of / Callable Multi Barrier Reverse Convertible (59% contin… 8.00% 2026-09-28
Worst-of (DESN, KURN, SKAN) Multi Barrier Reverse Convertible, 59% continuous barrier, ca… 12.00% 2026-09-28
DJIA, Nasdaq-100 Tech Sector & Russell 2000 worst-of / Callable Contingent Income (Princi… 13% 2026-09-25
Worst-of INDU, NDXT & RTY / Issuer-Callable Contingent Income (2yr, 70% downside threshol… 13% 2026-09-25
AXA, ING & Munich Re worst-of (Callable Multi Barrier Reverse Convertible) / Expected ret… 11.00% 2026-09-25
RWE, Shell & Siemens Energy worst-of (55% barrier, issuer-callable) / Expected Return 12.… 15.60% 2026-09-25
Principal-Protected Market-Linked Note — 2026-09-24
Principal-Protected Note / 125% Participation on S&P 500 Futures Excess Return Index (SPX… 10.9% 2026-09-24
ABB, BKW and Siemens Energy worst-of (55% barrier) / Expected Return 7.40% 12.00% 2026-09-24
ams-OSRAM, Sika & VAT Group (worst-of) / Callable Multi Barrier Reverse Convertible (49%… 21.00% 2026-09-24
S&P U.S. Equity Momentum 40% VT 4% Decrement Index (single underlier) / Quarterly Conting… 14.25% 2026-09-23
No-coupon 5y Trigger PLUS — 2026-09-23
worst-of Bell Food Group, Emmi & HT5 (Centiel) / 59% continuous barrier, 18-month max, is… 9.00% 2026-09-23
Broadcom (AVGO), CoreWeave (CRWV), SanDisk (SNDK) worst-of / Multi Barrier Reverse Conver… 26.20% 2026-09-23
EURO STOXX 50 Index / Principal-Protected Market-Linked CD (capped at +45%, ~7.71% max an… 125% 2026-09-22
No coupon (principal-protected) — 2026-09-22
Worst-of AXA, Helvetia Baloise & Zurich Insurance / Callable Multi Barrier Reverse Conver… 8.00% 2026-09-22
Worst-of Alcon, Bachem & Holcim / Callable Multi Barrier Reverse Convertible (59% continu… 11.60% 2026-09-22
No Coupon — 2026-09-21
Worst-of Russell 2000 & S&P 500, issuer-callable principal-protected Jump Note (call sche… — 2026-09-21