Leonteq 2 Year 60-60 Memory Income Autocall Feb 2022 USD 3

INVESTMENT DESCRIPTION

CURRENCY USD

STRIKE DATE 11/02/2022

ISIN CH1158664107

COUNTERPARTY Leonteq

TYPE Note

RETURN & BARRIERS
Maximum Term: 2 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Monthly
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 1.10% Monthly
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)

MATURITY DATE
12/12/2023