Commerzbank IDAD Catch-Up Income Autocall GBP

INVESTMENT DESCRIPTION

CURRENCY GBP

STRIKE DATE 25/01/2018

ISIN XS1733289158

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
Memory Coupon Rate: 2.75% semi-annual (5.50% annual)
Coupon Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)

MATURITY DATE
28/01/2020