INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 28/09/2023
ISIN XS2580093982
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Low Hurdle Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level, reduced to 75% on the Final Observation
Coupon Rate: GBP: 2.625% Quarterly (10.50% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
NEXT POTENTIAL MATURITY DATE
30/09/2024
FINAL MATURITY DATE
01/10/2029