INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 01/10/2020
ISIN XS2160374307
COUNTERPARTY BNP Paribas
TYPE Note
RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Monthly (First Observation at 3 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 0.8600% monthly (10.32% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
01/04/2021
