INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 23/12/2021
ISIN XS2329323765
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Maximum Term: 2 years
Investment Structure: Memory Income Autocall
Income Trigger: 80% of initial level
Income Rate: GBP= 1% Quarterly (4% p.a.)
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
27/12/2023
