BNP World Indices Hybrid Memory Income Autocall March 2024 USD

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

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