INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 21/07/2023
ISIN XS2515339898
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Low Hurdle Autocall
Autocall Opportunities: Quarterly (First observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 2.625% Quarterly
Low Hurdle Trigger: 75% of initial level at maturity for all accumulated coupons
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
21/07/2024
