Structured products: explore the scenarios
See when a coupon is paid and how a capital loss can occur. Receive your explained scenario.
Fictional example, not an offer: EUR 10,000 principal, conditional 8% coupon, up to 4 years. Total loss is possible. No return is guaranteed.
Choose a path
Initial index level: 100. Change annual levels. In continuous mode, also specify the lowest level reached within each year.
After a call, later years are unused. The line joins observations; it does not show all movements between those dates.
Your scenario, explained
Exact rules for this example
Each year, a level of at least 70 pays an EUR 800 coupon, without memory: a missed coupon is not recovered. In years 1–3, a level of at least 100 triggers EUR 10,000 repayment plus that year’s coupon and ends the product.
Without a call, principal is repaid in year 4. In maturity mode, the loss condition triggers when the final level is strictly below 60. In continuous mode, it triggers if any entered minimum is strictly below 60 during the term. If triggered, principal paid equals 10,000 × min(final level / 100, 1); otherwise it equals EUR 10,000. Exactly 60 does not breach the barrier in this model.
The total adds payments made on different dates: it is not an annualised return. Fees, tax, FX, issuer default and resale value are excluded. The barrier is not protection from issuer default. This tool assigns no greater probability to any scenario.
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Receive your complete dossier with assumptions, explanations and questions to ask. It is sent in the email body and can be saved or printed.
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Method and next step
Educational tool by Diez de Cambournac, Luxembourg. Edition dated 2 October 2026. Calculations and wording follow explicit rules, without generative AI. Charles introduces people and coordinates conversations; authorised professionals assess needs and available services.
Investor.gov: structured-note features and risks
Background source checked on 2 October 2026; the cited organisation has not endorsed this tool.