INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 02/03/2022
ISIN XS2355965984
COUNTERPARTY BNP Paribas
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Annual (First Observation at 24 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 7.35% Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
04/03/2024
