INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 23/04/2021
ISIN XS2278426957
COUNTERPARTY Société Générale
TYPE Note
RETURN & BARRIERS
Investment Structure: Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Conditional Return: GBP = 4.00% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
Daily Loss Barrier: 70% of initial level if final barrier is breached
Daily Loss Amount: 0.15% per business day the index is below the Daily Loss Barrier
MATURITY DATE
25/04/2022
