INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 06/03/2018
ISIN XS1670808556
COUNTERPARTY Commerzbank
TYPE Note
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall Opportunities: Quarterly (first observation at 36 months)
Autocall Trigger: 105% of initial level
Memory Coupon Rate: 1.25% Quarterly (5% annual)
Coupon Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
MATURITY DATE
06/06/2022