Safe Haven Autocall Note 6Y GBP

This 6 year note has semi-annual coupons of 6% (12% annualized) in GBP with an memory autocall feature if all 4 underlying indexes are above their initial strike levels.

The indexes are Australia, EuroStoxx 50, Japan, and the Russell 2000.

The autocall feature kicks in after the first year, while there is a 60% capital protection barrier at maturity.