INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 21/03/2022
ISIN XS2358529423
COUNTERPARTY BNP
TYPE Note
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Coupon Rate: USD = 5.75% Quarterly (23.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
MATURITY DATE
30/03/2027
