Key autocall variations in today’s markets

When this product type first appeared the most common treatment was to have autocall points spaced regularly (perhaps quarterly or annually) and with autocall index or stock levels set to exactly 100% of the underlying’s initial level. This was the simplest way to define them and the main moving parts were choice of underlyings, maturity, frequency of call as well as downside conditions such as the barrier. These then determined the annualised growth amount to be paid on successful call, w