BNP One Star Effect Reducing Autocall Mar 2022 USD

INVESTMENT DESCRIPTION

CURRENCY USD

STRIKE DATE 01/03/2022

ISIN XS2348178091

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 = 5.00% Quarterly (20% 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
02/06/2025