INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 06/10/2020
ISIN XS2024045531
COUNTERPARTY Natixis
TYPE Note
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 2.50% Semi-annual
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
08/10/2025