INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 26/04/2024
ISIN XS2759796605
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP: 3.575% Semi-Annual (7.15% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
MATURITY DATE
27/10/2025
FINAL MATURITY DATE
03/05/2030
