INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 24/09/2021
ISIN XS2372508262
COUNTERPARTY Credit Suisse
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 3.30% Semi-Annually (6.60% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
24/09/2025