INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 15/03/2024
ISIN XS2358206683
COUNTERPARTY BNP
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Hybrid Memory Income Autocall
Income Trigger: 80% of initial level
Income Rate: USD = 2.875% Semi-Annual (5.75% p.a.)
Autocall Opportunities: Semi Annually (First Observation at 24 months)
Autocall Trigger: 100% of initial level
Autocall Coupon Rate: USD = 1.00% Semi-Annual (2.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
16/03/2026
