INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 17/01/2024
ISIN XS2676599587
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 2.45% Quarterly
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
CapitalProtection Barrier : 60% Strike with Geared Put (at maturity)
MATURITY DATE
17/10/2024