INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 13/10/2020
ISIN XS2186717216
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 = 7.00% Quarterly
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
MATURITY DATE
13/04/2021
