BNP Paribas World Indices 85-60 Memory Income Autocall Nov 2024 USD

INVESTMENT DESCRIPTION

CURRENCY USD

STRIKE DATE 18/11/2024

ISIN XS2888310096

COUNTERPARTY BNP Paribas

TYPE Note

RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annually
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 4.725% Semi-Annual (9.45% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)

MATURITY DATE
18/11/2025

FINAL MATURITY DATE
18/11/2030