INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 02/09/2022
ISIN XS2380341086
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Low Hurdle Autocall
Autocall Opportunities: Semi-Annual (First observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 3.50% Semi-Annually
Low Hurdle Trigger: 90% of initial level at maturity for all accumulated coupons
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
05/03/2024
