INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 17/07/2020
ISIN XS2142196380
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Investment Structure: Memory Income Reducing Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level then reduced by 2% every 6 months
Memory Income Rate: GBP = 3.10% semi-annually
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
MATURITY DATE
19/07/2021
