BNP US Large Cap Memory Income Autocall Jun 2023 USD

INVESTMENT DESCRIPTION

CURRENCY USD

STRIKE DATE 23/06/2023

ISIN XS2523680358

COUNTERPARTY BNP

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, reducing 2% per Quarter.
Memory Income Rate: USD= 6.00% Quarterly
Income Trigger: 65% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)

MATURITY DATE
22/03/2024