INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 18/03/2021
ISIN XS2259887904
COUNTERPARTY BNP Paribas
TYPE Note
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 3.0% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
20/09/2021
