Anchor Capital

Payoff Graph Builder

Create customized payoff profile visualizations for structured products. Adjust the parameters to see how different configurations affect outcomes.

Indicative Payoff Profile

Anchor Capital Equity Autocall: Worst of Amazon, Disney, Fortinet | Indicative Coupon: 15.0% p.a.

Worst-of Starting Level100%Income Barrier (observed quarterly)65%Capital Barrier (observed at maturity)60%Q0Q1Q2Q3Q4Q5Q612345

5 quarterly call opportunities starting Q2, maturity at Q6 (18M).

Example payoff for $100,000 invested

1

Autocalled Q2:

$107,500

Ending: 108% | Coupons: 2

2

Autocalled Q4:

$115,000

Ending: 105% | Coupons: 4

3

Matured Q6:

$122,500

Ending: 75% | Coupons: 6

4

Matured Q6:

$107,500

Ending: 63% | Coupons: 2

5

Below Barrier Q6:

$55,500

Ending: 48% | Coupons: 2

Anchor Capital
Product Information
Barrier Levels
65%

Observed quarterly with memory

60%

Observed at maturity

Coupon & Term
15.0%

Indicative annual coupon rate

18M

6 quarterly observation periods

Quick Presets

• Adjust sliders to modify the payoff structure

• Edit the Structure Terms table below for full customization

• Take a screenshot to export the graph

Saved Configurations

No saved configurations

Click the save icon to save the current structure

0/20 configurations saved

Structure Terms

Anchor Capital Equity Autocall: Amazon, Disney, Fortinet

Worst-of AutocallEquity Income (Yield) Note
Currency
Issuer
Underlying Equities
Bloomberg Tickers
Term
months
Observations
Autocall Feature
% from
Capital Barrier
% observed at maturity
Income Barrier
% observed quarterly
Coupon p.a.
% to% (indicative)
Custom Scenario Editor