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
no
coupon barrier
70%
coupon per annum
13%
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: 3.250%
NO
Coupon: 0%
At maturity
If the worst performer is above the protection barrier
YES
The investor receives the 100% + 3.250%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)