BNP Paribas 3 Year Oil & Gas Sector Monthly Autocall October 2020 GBP

INVESTMENT DESCRIPTION

CURRENCY GBP

STRIKE DATE 01/10/2020

ISIN XS2160374216

COUNTERPARTY BNP Paribas

TYPE Note

RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Monthly (First Observation at 3 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 0.7375% monthly (8.85% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)

MATURITY DATE
01/04/2021