INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 11/05/2018
ISIN XS1714821516
COUNTERPARTY Commerzbank
TYPE Note
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall
Autocall Opportunities: Annually (first observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Coupon Rate: 5% Annual Coupon
Coupon Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
11/05/2021