BNP Paribas Car Manufacturers Defensive Autocall – USD Issue 2

INVESTMENT DESCRIPTION

CURRENCY USD

STRIKE DATE 18/05/2021

ISIN XS2252323931

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 = 6.30% Quarterly (25.20% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)

MATURITY DATE
19/02/2025