INVESTMENT DESCRIPTION
CURRENCY EUR
STRIKE DATE 27/07/2017
ISIN XS1635994061
COUNTERPARTY Commerzbank
TYPE Note
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall
Autocall Opportunities: Semi-annual (first observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Coupon Rate: 2.65% semi-annual (5.30% annual)
Coupon Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
27/07/2018