INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 05/02/2020
ISIN XS2112246736
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 6 months)
Autocall Trigger: 100% of initial level 60% Low hurdle Autocall trigger on last observation
Coupon Rate: GBP = 3% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
05/08/2025