Autocallable With Memory — 10.6% P.A. — 12 months
OTIS WORLDWIDE,VOLVO AB-B,AALBERTS NV

Underlyings

TICKER
price
Estimates — Buy / Hold / Sell
OTIS WORLDWIDE
88.50
71/29/0
VOLVO AB-B
204.10
63 / 13 / 25
AALBERTS NV
51.34
50 / 50 / 0

Details

type
autocallable with memory
status
not issued
currency
usd

Protection

barrier type
european
barrier
70%

Autocall

autocall trigger
100%
observation frequency
quarterly
redemption amount
100%
first obs. in
3 months
autocall step down
100%

Coupon

coupon type
conditional
coupon frequency
quarterly
coupon memory
yes
coupon barrier
70%
coupon per annum
10.6%

Coupon & redemption mechanism

At each quarterly observation
If the worst performer is above the Autocall Trigger Level
YES
early redemption: the product redeems at 100%
NO
no early redemption: the product continues
If the worst performer is above the Coupon Barrier Level
YES
coupon: 2,650%
NO
coupon 0%
At maturity
If the worst performer is above the protection barrier
YES
The investor receives the 100% + 2.650%coupon if the worst performer is abovethe Coupon Trigger
no
The investor receives the physicaldelivery of shares of the worstperformer at the strike price (or itsequivalent in cash)