INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 25/03/2021
ISIN XS2246890987
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall opportunities: Quarterly
(First Observation at 6 months)
Autocall Trigger: 90% of initial level
Memory Income Rate: GBP = 4.25% Quarterly
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
MATURITY DATE
25/03/2025
