INVESTMENT DESCRIPTION
CURRENCY EUR
STRIKE DATE 01/04/2022
ISIN XS2355886503
COUNTERPARTY BNP Paribas
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall with One Star Effect
Autocall Opportunities: Semi Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 3.75% Semi Annually (7.50% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
One Star Effect Trigger: 100% of initial level
MATURITY DATE
02/04/2024
