BNP Paribas Car Manufacturers Defensive Autocall Jun 2021 USD

INVESTMENT DESCRIPTION

CURRENCY USD

STRIKE DATE 11/06/2021

ISIN XS2275904089

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: USD = 6.00% Quarterly (24% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)

MATURITY DATE
11/12/2025