INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 16/02/2024
ISIN XS2695914981
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Low Hurdle Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level, reduced to 70% on the Final Observation
Coupon Rate: GBP: 3.91% Quarterly (15.64% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
MATURITY DATE
16/08/2024