INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 27/09/2023
ISIN XS2659578541
COUNTERPARTY Société Générale
TYPE Note
RETURN & BARRIERS
Maximum Term : 4 years
Investment Structure : Memory Income Autocall
Autocall Opportunities : Quarterly
(First Observation at 12 months)
Knock-Out Trigger 90% of initial level then reduced by 5% quarterly floored at 50%)
Memory Income Rate : USD: 5.15% Quarterly (20.60% p.
Income Trigger : 50% of initial level
Capital Risk Not capital protected
Capital Protection Barrier : 50% Strike with Geared Put (at maturity) See page 3 for more detail
MATURITY DATE
27/12/2024