INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 01/04/2022
ISIN XS2355894192
COUNTERPARTY BNP Paribas
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Reducing Autocall with One Star Effect
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level then reduced by 2.50% every 3 months Floored at 60%
Coupon Rate: USD = 5.375% Quarterly (21.00% p.a.
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
One Star Effect Trigger: 100% of initial level
MATURITY DATE
01/07/2026
