Simulate any structure

How to read this. The horizontal axis is how far the underlying (the index this note tracks) moves by maturity. The gold line is what this structure pays you at each of those moves. The teal dashed line is break-even. Where the gold line is above it you make money; where it flattens, the return is capped or the capital is protected. For example, read across to a plus 10 percent move on the axis, then up to the gold line to see your return if the index finished 10 percent higher.