BNP Paribas FTSE/S&P Kickout

INVESTMENT DESCRIPTION

CURRENCY GBP

STRIKE DATE 14/08/2020

ISIN XS2141466818

COUNTERPARTY BNP Paribas

TYPE Note

RETURN & BARRIERS
Investment Structure: Classic Autocall
Maximum Term: 5 years
Autocall opportunities: Annually First observation at 12 months
Autocall Trigger: 100% of Initial Level
Payment: GBP = 10.15% Annually
Issue Price: 100%
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (Observed at maturity only)

Return: Full Capital Plus 10.15%

MATURITY DATE
16/08/2021