INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 20/07/2021
ISIN XS2277246174
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Coupon Rate: GBP = 5.20% Quarterly (20.80% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
NEXT POTENTIAL MATURITY DATE
20/01/2022
