INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 20/09/2023
ISIN XS2608980434
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Low Hurdle Autocall
Autocall Opportunities: Semmi-annual (First observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 4.50% Semi-annual
Low Hurdle Trigger: 80% of initial level at maturity for all accumulated coupons
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
NEXT POTENTIAL MATURITY DATE
20/09/2024