ACTIVE PRODUCT
ELECTRIC VEHICLES ENHANCED 40-40 MEMORY INCOME JUNE 2023 | XS2593428308
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: 5.50% Quarterly (22.00% p.a.)
Income Trigger: 40% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 40% Strike with Geared Put (at
maturity)
See page 3 for more detail.
INCOME GBP
–
INCOME USD
5.50% Quarterly (22.00% p.a.)
INCOME EUR
–
GROWTH GBP
–
GROWTH USD
–
GROWTH EUR
–
ISIN
XS2593428308
STRIKE DATE
June 13, 2023
UNDERLYING
Tesla Inc.
NIO Inc.
Rivian Automotive Inc.
STRIKE LEVELS
258.71
8.89
15.25
AUTOCALL
TRIGGER
232.83
8.00
13.72
NEXT
OBSERVATION
December 13, 2024
COUPONS
PAID TO DATE
27.50% USD