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
