INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 31/03/2022
ISIN XS2355969465
COUNTERPARTY BNP Paribas
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall with One Star Effect
Autocall Opportunities: Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 1.5625% Quarterly (6.25% p.a.)
Income Trigger: 80%
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
One Star Effect Trigger: 100% of initial level
MATURITY DATE
02/04/2024
