INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 03/03/2021
ISIN XS2073913878
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly
(First Observation at 6 months)
Autocall Trigger: 95% of initial level
Coupon Rate: GBP = 5.00% Quarterly (20% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
MATURITY DATE
03/03/2022
