BNP Paribas Car Manufacturers Defensive Autocall May 2021 GBP

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
13/08/2024