INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 04/02/2022
ISIN XS2019047732
COUNTERPARTY BNP Paribas
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Hybrid Memory Income Autocall
Income Trigger: 80% of initial level
Income Rate: USD = 2.24% Semi-Annual (4.48% p.a.)
Autocall Opportunities: Semi Annually (First Observation at 24 months)
Autocall Trigger: 100% of initial level
Autocall Coupon Rate: USD = 0.75% Semi-Annual (1.50% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
MATURITY DATE
06/08/2024