INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 22/07/2020
ISIN XS2142200323
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 2.55% Quarterly (10.2% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
22/01/2021
