INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 29/04/2022
ISIN XS2358197676
COUNTERPARTY BNP Paribas
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall with One Star Effect
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP= 1.35% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
One Star Effect Trigger: 100% of initial level
MATURITY DATE
08/05/2023
