INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 15/12/2020
ISIN XS2204025683
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 90% of initial level
Memory Income Rate: GBP = 3.72% Quarterly
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
MATURITY DATE
16/06/2025