ACTIVE PRODUCT

ELECTRIC VEHICLES ENHANCED 40-40 MEMORY INCOME JULY 2023 (XS2627431369)

RETURNS AND
BARRIERS

  • Maximum Term: 4 years
  • Investment Structure: Memory Income Autocall
  • Autocall Opportunities: Quarterly (First Observation at 12 months)
  • Knock-Out Trigger: 90% of initial level then reduced by 5% quarterly (floored at 40%)
  • Memory Income Rate: USD: 5.15% Quarterly (20.60% p.a.)
  • Income Trigger: 40% of initial level
  • Capital Protection Barrier: 40% Strike with Geared Put (at maturity)

INCOME GBP

INCOME USD

5.15% Quarterly (20.60% p.a.)

INCOME EUR

GROWTH GBP

GROWTH USD

GROWTH EUR

ISIN

XS2627431369

STRIKE DATE

July 13, 2023

UNDERLYING

Tesla Inc.
NIO Inc
Rivian Automotive Inc.

STRIKE LEVELS

277.90
10.76
25.52

AUTOCALL
TRIGGER

250.11
9.68
22.96

NEXT
OBSERVATION

April 14, 2025

COUPONS
PAID TO DATE

25.75%

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