BNP World Indices Hybrid Memory Income Autocall Feb 2022 USD

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