BNP European Banks 50-50 Memory Income Autocall Mar 2022 USD

INVESTMENT DESCRIPTION

CURRENCY USD

STRIKE DATE 25/03/2022

ISIN XS2356237813

COUNTERPARTY BNP Paribas

TYPE Note

RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Autocall
Autocall opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 2.16% Quarterly (8.64% p.a.)
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)

MATURITY DATE
25/03/2024