INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 30/09/2020
ISIN XS2075517248
COUNTERPARTY BNP Paribas
TYPE Note
RETURN & BARRIERS
Investment Structure: Quarterly Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 95% of initial level
Income Rate: GBP = 1.50% Quarterly
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
Return: Full Capital Plus 6.00%
MATURITY DATE
30/09/2021