This is a 6 year autocall paying in GBP issued by JP Morgan Chase & Co. linked to the performance of FTSE 100 Index between 5/27/2015 and 5/27/2021. Although the latest maturity date is 5/27/2021, 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 99.2204% of its initial level (at the relevant date). In which case, the product will repay the initial investment plus a coupon of 7.5%, 15%, 22.5%, 30% and 37.5% (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 45% so long as the worst performing underlying is at or above 64.4933%. If the European protection barrier of 64.4933% 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
Lyfecycle: Early Matured | Fair Value: Sign-in
803 FTSE Defensive Autocall 7.5pc
Key Investment Document (KID)
The product has matured at 5/29/2017. Investing in this product at issue price would have resulted in a total return of 14.99%
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