INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 21/06/2021
ISIN XS2277221698
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Investment Structure: Defensive Autocall
Maximum Term: 6 years
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Coupon Rate: 4.60% Quarterly (18.40% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
MATURITY DATE
21/03/2022
