BNP Paribas One Star Effect Reducing Autocall May 2022 USD

INVESTMENT DESCRIPTION

CURRENCY USD

STRIKE DATE 06/05/2022

ISIN XS2367520207

COUNTERPARTY BNP Paribas Issua

TYPE Note

RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Reducing Autocall with One Star Effect
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level then reduced by 2.50% every 3 months Floored at 60%
Coupon Rate: USD = 6.25% Quarterly (25.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
One Star Effect Trigger: 100% of initial level

MATURITY DATE
06/08/2024