INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 28/07/2023
ISIN XS2538960274
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= 5.05% Quarterly
Income Trigger: 65% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
29/07/2024
