Independent note analytics

Value an autocallable.

A deterministic, projected-generator valuation of a single-underlier Phoenix note. The pricing engine runs server-side at the edge; only your parameters and the result cross the network.

Illustrative pricing

Enter a term sheet's economic parameters. This is not a calibrated dealer valuation; use the real-note cases below for date-matched surface evidence.

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fair value / $1,000

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fair value %

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vs issuer estimated value

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API response time

Measured public notes

Real structures, independently assessed

SEC-filed Citi Phoenix notes measured against date-matched free option surfaces. The displayed fair values are the calibrated research results; the API badge is the fast flat-vol engine check.

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For research and demonstration only. Not investment advice, an offer, or a substitute for an issuer valuation. Model estimates use public information and user-supplied assumptions.