INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 27/10/2023
ISIN XS2641283234
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
 Investment Structure: Memory Income Autocall
 Autocall Opportunities: Semi-Annually(First Observation at 12 months)
 Autocall Trigger: 100% of initial level
 Memory Income Rate: GBP: 4.40% Semi-Annual (8.80% p.a.)
 Income Trigger: 85% of initial level
 Capital Risk: Not capital protected
 Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
28/10/2024
