INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 11/12/2017
ISIN XS1641257776
COUNTERPARTY Commerzbank
TYPE Note
RETURN & BARRIERS
Investment Structure: Semi-annual Low Hurdle Autocall
Autocall opportunities: Semi-annual (First observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: 6% semi-annual (12% p.a.)
Low Hurdle Trigger: 85% of initial level at maturity - Will pay half the coupons if runs to maturity
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
11/12/2019