JPMorgan Chase FTSE 100 Index Defensive Kick Out Plan Jan 2021

INVESTMENT DESCRIPTION

CURRENCY GBP

STRIKE DATE 29/01/2021

ISIN XS2116471249

COUNTERPARTY JP Morgan Chase

TYPE Note

RETURN & BARRIERS
Investment Structure: Structured Note
Autocall Observations: Annual (First Observation at 24 months)
Autocall Trigger: 100% of initial strike level of Underlyings
Coupon Rate: GBP = 6% Annually
Protection Barrier: 65% of the Initial Index Level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)

MATURITY DATE
30/01/2023

FINAL MATURITY DATE
12/02/2027