INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 23/12/2024
ISIN XS2911454424
COUNTERPARTY BNP Paribas US Tech Early Low Hurdle December 2024 USD
TYPE Note
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level with 60% Glider at month 12
Coupon Rate: USD: 6.75% Quarterly (27.00% p.a.)
If it reaches maturity: 208% participation if above 95%
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
MATURITY DATE
23/06/2025
FINAL MATURITY DATE
03/01/2029