INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 18/06/2021
ISIN XS2277236027
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 2.04% Quarterly
Income Trigger: 55% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 55% Final level (European style)
MATURITY DATE
18/12/2023