INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 21/12/2022
ISIN XS2442508151
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Low Hurdle Autocall
Autocall Opportunities:Annual (First observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 13.5% 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
21/12/2023
