INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 12/07/2024
ISIN XS2759868289
COUNTERPARTY BBVA
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure:
Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 18 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 1.875% Quarterly (7.50% p.a.)
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
13/01/2026
FINAL MATURITY DATE
12/07/2030