Barclays European Banks 50-50 Memory Income Autocall USD May 2021

INVESTMENT DESCRIPTION

CURRENCY USD

STRIKE DATE 20/05/2021

ISIN XS2271082666

COUNTERPARTY Barclays

TYPE Note

RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall opportunities: Quarterly
(First Observation at 6 months)
Autocall Trigger: 95% of initial level
Memory Income Rate: USD = 2.00% Quarterly (8.00% p.a.)
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)

MATURITY DATE
22/02/2022