This is a 6 year autocall paying in Sterlings issued by JP Morgan Chase & Co. linked to the performance of EURO STOXX 50 Index between 09/10/2015 and 09/08/2021. Although the latest maturity date is 09/08/2021, 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% of its initial level (at the relevant date). In which case, the product will repay the initial investment plus a coupon of 10.48%, 20.96%, 31.44%, 41.92% and 52.4% (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 62.88% so long as the worst performing underlying is at or above 90%. 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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836 EuroStoxx Autocall 10.48pct
Key Investment Document (KID)
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