INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 14/06/2024
ISIN XS2760222294
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP: 1.825% Quarterly (7.30% p.a.)
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
16/09/2025
FINAL MATURITY DATE
24/06/2030
