3 Year 8% Autocall Oxygene Note

With a maturity in 36 Months if not autocalled, the note uses 4 underlyings:
ISHARES MSCI EMERGING MARKET (EEM UP Equity)
S&P 500 INDEX (SPX Index)
NIKKEI 225 (NKY Index)
SWISS MARKET INDEX (SMI Index)
It provides a  coupon of 2% quarterly (8% pa) with memory effect when autocalled.
Autocall level is at 100% of the worst performing index, but the note has a SPECIAL FEATURE called Oxygene which reduces the autocalll to 70% of  the initial level of the worst performing index at maturity. whereby the note then autocalls and pays out all coupons.
It has a capital barrier at 60% (European barrier) of the initial level of he worst performing underlying at maturity, if not autocalled.