INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 08/04/2020
ISIN XS2073906583
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 3 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 1.45% Quarterly
Income Trigger: 65% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
MATURITY DATE
08/07/2020