BNP Car Manufacturers 95% Defensive Autocall May 2021 USD

INVESTMENT DESCRIPTION

CURRENCY USD

STRIKE DATE 28/05/2021

ISIN XS2275923469

COUNTERPARTY BNP Paribas

TYPE Note

RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Snowballing Coupon: USD = 7.50% Quarterly
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)

MATURITY DATE
28/05/2026