INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 02/03/2020
ISIN XS2111959321
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annual (First Observation at 6 months)
Autocall Trigger: 101% of initial level
Memory Income Rate: GBP = 2.85% Semi-Annual
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
NON-STANDARD COMMISSION APPLIES TO THIS PRODUCT
MATURITY DATE
02/09/2025