BNP Paribas European Banks Defensive Autocall Oct 2020 GBP

INVESTMENT DESCRIPTION

CURRENCY GBP

STRIKE DATE 29/10/2020

ISIN XS2185589509

COUNTERPARTY BNP

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 = 7.00% Quarterly
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)

MATURITY DATE
29/04/2021