INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 10/01/2024
ISIN XS2663289077
COUNTERPARTY XS2663289077
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annually(First Observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP: 3.60% Semi-Annual (7.20% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
12/01/2026
