Autocall Reverse Convertible Gold Note2020-04-13T10:58:25+00:00

Autocall Reverse Convertible Gold Note

IssuerA rated
Maturity3 years if not Autocalled
UnderlyingsFranco Nevada (FNV : US)
Royal Gold (RGLD : US)
Wheaten Precious Metals (WPM : US)
Autocall FrequencySemi-annual
Coupon7.0% per Annum
Autocall Trigger Level100% with a 2% step down per semester
Protection Barrier (European)70%


  • 7.0% coupon per annum, with a total of 21% over 3 years if not Autocalled
  • Provides income half yearly if not Autocalled
  • 70% protection barrier (investor receives full capital as long as worst underlying has not lost more than 30% over 3 years
  • Provides a step down Autocall feature in case price of underlying goes down