INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 11/05/2021
ISIN XS2269571548
COUNTERPARTY BNP Paribas
TYPE Note
RETURN & BARRIERS
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly
(First Observation at 6 months)
Autocall Trigger: 95% of initial level
Coupon Rate: GBP = 5.40% Quarterly (21.60% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
MATURITY DATE
12/05/2025