INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 20/02/2020
ISIN XS2106858637
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Bonus Autocall
Income Trigger: 80% of initial level
Income Rate: GBP = 2.00% Semi-Annual
Autocall Opportunities: Semi-Annual (First Observation at 6 months)
Autocall Trigger: 101% of initial level
Autocall Bonus: 6.00% (one off payment)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
NON-STANDARD COMMISSION APPLIES TO THIS PRODUCT
MATURITY DATE
19/08/2025