INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 14/06/2022
ISIN XS2380270392
COUNTERPARTY BNP Paribas
TYPE Note
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 85% of initial level
Memory Income Rate: USD= 7.40% Quarterly
Income Trigger: 65% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
14/06/2023
