INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 14/08/2020
ISIN XS2141467030
COUNTERPARTY BNP Paribas
TYPE Note
RETURN & BARRIERS
Investment Structure: Quarterly Income Autocall
Maximum Term: 6 years
Autocall opportunities: Quarterly First observation at 24 months
Autocall Trigger: 100% of Initial Level
Income Rate: GBP = 1.50% Quarterly
Income Trigger: 80% of initial Level
Issue Price: 100%
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (Observed at maturity only)
Return: Full Capital Plus 12%
MATURITY DATE
16/08/2021