Commerzbank 80-60 Catch-Up Income & Reducing Autocall Oct 2018 GBP

INVESTMENT DESCRIPTION

CURRENCY GBP

STRIKE DATE 16/10/2018

ISIN XS1715858210

COUNTERPARTY Commerzbank

TYPE Note

RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall
Autocall Opportunities: Semi-Annual (First observation at 24 months)
Autocall Trigger: 100% of initial level then reduced by 2.5% each semester
Memory Income Rate: GBP = 2.55% Semi-Annual
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)

MATURITY DATE
19/04/2021