BNP Paribas European Banks Defensive Autocall December 2020 GBP

INVESTMENT DESCRIPTION

CURRENCY GBP

STRIKE DATE 04/12/2020

ISIN XS2201064974

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 = 4.75% Quarterly (19% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)

MATURITY DATE
04/06/2021