INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 24/07/2019
ISIN XS2019398796
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Investment Structure: Semi-Annual Hybrid Memory Income Autocall
Memory Income Rate: GBP = 2.75% Semi-annual
Income Trigger: 80% of initial level
Autocall Opportunities: Semi-annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Autocall Bonus Coupon: 1.00% Semi-annual Snowballing
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
22/01/2021