INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 23/04/2024
ISIN XS2696281208
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 18 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP: 1.825% Quarterly (7.30% p.a.)
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
23/10/2025
