INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 04/12/2020
ISIN XS2190718762
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall opportunities: Quarterly
(First Observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 1.25% Quarterly (5.00% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
04/06/2025