INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 22/09/2021
ISIN XS2304435485
COUNTERPARTY BNP
TYPE Note
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Defensive Autocall with one star effect
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Memory Income Rate: USD = 1.925% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
European barrier: 65% with one star effect
MATURITY DATE
22/03/2024
