BNP Paribas Car Manufacturers Defensive Autocall Jun 2021 GBP

INVESTMENT DESCRIPTION

CURRENCY GBP

STRIKE DATE 11/06/2021

ISIN XS2275903941

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 = 5.00% Quarterly (20% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)

MATURITY DATE
11/06/2025