This 12 month note pays an 2.125% quarterly coupon (8.5% annuallized) and autocalls if the worst of  Apple, Amazon and Bank of America are above the autocall barrier. The autocall barrier falls by 5% every three months on each observation, so in May it is 95%, and in August it is 90%. At maturity the autocall barrier fall further to 65% of initial price levels.

The European protection barrier is also at 65% of initial price levels.