BNP Paribas US Large Cap Memory Income Autocall Jan 2024 USD

INVESTMENT DESCRIPTION

CURRENCY USD

STRIKE DATE 18/01/2024

ISIN XS2699282633

COUNTERPARTY BNP Paribas

TYPE Note

RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD= 13.50% Quarterly
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)

MATURITY DATE
18/10/2024