INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 31/03/2022
ISIN XS2358217961
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 = 1.67% Quarterly (6.68% 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
31/03/2023
