Classic Autocall on 4 Developed Markets (USD)

A 6 year investment linked to the performance of the UK, Swedish, Australian and European indices.
If on any semi-annual observation date (including the Final Observation Date), starting at 12 months, all of the underlyings are at or above their initial levels, the investment will autocall. Initial capital plus the coupon for each semi-annual period which has elapsed is paid and the investment will end.
If the investment does not autocall then at the final observation date, if all underlyings are at or above 60% of their initial levels, full capital is returned.
If any underlying is below 60% of its original level at maturity, capital return will be reduced on a 1-for-1 basis. For example if the worst performing underlying has fallen to 40% of its original level, 40% of the capital will be returned and no coupon is paid.