BNP Enhanced Protection Classic Autocall May 2023 USD (XS2506572267)

INVESTMENT DESCRIPTION

CURRENCY USD

STRIKE DATE 23/05/2023

ISIN XS2506572267

COUNTERPARTY BNP

TYPE Note

RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD: 4.55% Semi-annual (9.10% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Strike with Geared Put (at maturity)

MATURITY DATE
23/05/2025