INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 13/04/2022
ISIN XS2349099163
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Hybrid Memory Income Autocall
Income Trigger: 50% of initial level
Income Rate: GBP = 2.45% Quarterly (9.80% p.a.) USD = 2.70% Quarterly (10.80% p.a.)
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 85% of initial level
Autocall Coupon Rate: USD = 1.50% Quarterly (6.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
MATURITY DATE
13/01/2025