INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 18/08/2020
ISIN XS2149970530
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Investment Structure: Memory Income Reducing Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level then reduced by 1% every 3 months
Memory Income Rate: GBP = 2.15% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
MATURITY DATE
18/08/2021
