INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 28/11/2023
ISIN XS2638665336
COUNTERPARTY Barclays
TYPE Note
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 3.60% Semi-Annual (7.20% p.a.)
Income Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
28/11/2024