INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 15/03/2024
ISIN XS2746319297
COUNTERPARTY Société Générale
TYPE Note
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly
(First Observationat 12 months)
Knock-Out Trigger:90% of initial level then reduced by 5% quarterly (floored at 50%)
Memory Income Rate: USD: 5.20% Quarterly(20.80% p.a.)
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Strike with Geared Put (at maturity)
MATURITY DATE
17/03/2025