INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 12/03/2020
ISIN XS2113986470
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Non Memory Income Autocall
Autocall Opportunities: Semi-Annual (First Observation at 24 months)
Autocall Trigger: 100% of initial level
Income Rate: GBP = 1.80% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
MATURITY DATE
28/02/2022