INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 10/03/2022
ISIN XS2358220916
COUNTERPARTY BNP Paribas
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall with One Star Effect
Autocall Opportunities: Semi Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 5.37% Semi Annually (10.74% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
One Star Effect Trigger: 100% of initial level
MATURITY DATE
11/09/2023
