BNP Paribas The Triple Index Income Plan

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