DELTA · KAPPA · SIGMA · OMEGA
Monthly non-memory KO with a European knock-in: all four must be at or above KO on the same monthly observation date. The worst performer now trades below strike but above KI.
- Trade
- 03 Feb 2025
- Final valuation
- 03 Feb 2026
- KO observation
- Monthly · Non-memory
- Coupon
- 16.80% p.a.
- Demo valuation date
- 30 Jun 2025
Not knocked out: on no observation date so far were all 4 underlyings at or above KO at the same time. Next monthly observation: 03 Jul 2025.
Product summary
Maturity timeline
218 days to final valuation (03 Feb 2026). Shaded segment = non-call period.
Price path · % of initial
Synthetic closesUnderlyings
| Underlying | Initial | Latest | Performance | KO 100% | Strike 75% | KI 60% |
|---|---|---|---|---|---|---|
DELTA Delta Synthetic Energy | 54.80 | 56.72 103.5% | +3.5% | 54.80 at/above | 41.10 28.5 pp above | 32.88 |
KAPPA Kappa Synthetic Robotics | 212.40 | 204.97 96.5% | −3.5% | 212.40 3.5 pp below | 159.30 21.5 pp above | 127.44 |
SIGMA Sigma Synthetic Biotech Worst · below strike | 37.15 | 25.63 69% | −31.0% | 37.15 31.0 pp below | 27.8625 6.0 pp below | 22.29 |
OMEGA Omega Synthetic Networks | 128.90 | 130.19 101% | +1.0% | 128.90 at/above | 96.675 26.0 pp above | 77.34 |
KO condition
- KO level
- 100% of initial
- KO start
- 04 Mar 2025
- Observation
- Monthly obs. date
- Dates evaluated
- 3
| Obs. date | DELTA | KAPPA | SIGMA | OMEGA | All ≥ KO? |
|---|---|---|---|---|---|
| 03 Apr | 102% | 97% | 99% | 101% | No |
| 05 May | 104% | 102% | 90% | 103% | No |
| 03 Jun | 99.5% | 96% | 79% | 100% | No |
| 03 Jul | Next observation · 7 more scheduled | ||||
No KO as of 30 Jun 2025.
| Daily · Memory | KO 15 Apr 2025 |
| Daily · Non-memory | KO 17 Apr 2025 |
| Monthly · Memory | No KO · 3/4 recorded |
| Monthly · Non-memoryThis product | No KO |
Educational comparison using the engine in lib/fcn.ts. Only the highlighted rule is part of this product's terms.
Coupon periods
| # | Observation window | Payment | Coupon | Status |
|---|---|---|---|---|
| 1 | 03 Feb – 03 Marnon-call | 06 Mar 2025 | 1.40% | Paid |
| 2 | 04 Mar – 03 Apr | 08 Apr 2025 | 1.40% | Paid |
| 3 | 04 Apr – 05 May | 08 May 2025 | 1.40% | Paid |
| 4 | 06 May – 03 Jun | 06 Jun 2025 | 1.40% | Paid |
| 5 | 04 Jun – 03 Jul | 08 Jul 2025 | 1.40% | Scheduled |
| 6 | 04 Jul – 04 Aug | 07 Aug 2025 | 1.40% | Scheduled |
| 7 | 05 Aug – 03 Sep | 08 Sep 2025 | 1.40% | Scheduled |
| 8 | 04 Sep – 03 Oct | 08 Oct 2025 | 1.40% | Scheduled |
| 9 | 04 Oct – 03 Nov | 06 Nov 2025 | 1.40% | Scheduled |
| 10 | 04 Nov – 03 Dec | 08 Dec 2025 | 1.40% | Scheduled |
| 11 | 04 Dec – 05 Jan | 08 Jan 2026 | 1.40% | Scheduled |
| 12 | 06 Jan – 03 Feb | 06 Feb 2026 | 1.40% | Scheduled |
Schedule generated from the initial observation date: monthly observation ends rolled to the next business day, payment 3 business days later. Each observation end from period 2 onward is also a KO observation date. 4 of 12 coupons paid (5.60% of notional).