INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 04/06/2021
ISIN XS2331024070
COUNTERPARTY Credit Suisse
TYPE Note
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall opportunities: Quarterly
(First Observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 1.40% Quarterly (5.60% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
04/03/2026
