This is a 6 year autocall paying in Sterlings issued by JP Morgan Chase & Co. linked to the performance of FTSE 100 Index and EURO STOXX 50 Index between 02/04/2015 and 02/04/2021. Although the latest maturity date is 02/04/2021, the product will be monitored at annual periods. The product will mature early if at any annual date, from period 1, the worst performing underlying is at or above 100%, 100%, 100%, 100% and 90% of its initial level (at the relevant date). In which case, the product will repay the initial investment plus a coupon of 8.85%, 17.7%, 26.55%, 35.4% and 44.25% (at the relevant date when the autocall is triggered). If the product runs to maturity, the product will repay the initial investment plus a coupon of 53.1% so long as the worst performing underlying is at or above 65%. If the European protection barrier of 60% has not been breached, the nominal value will be paid, otherwise the product will repay the initial investment less any negative worst performing underlying measured over the term of the product
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6 Year Autocallable Notes linked to the FTSE and EURO STOXX 50 II
Key Investment Document (KID)
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