INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 07/12/2021
ISIN XS2311613330
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 1.45% Quarterly (5.80% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
MATURITY DATE
09/12/2024