INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 07/08/2020
ISIN XS2149978863
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 3 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 1.675% Quarterly
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
09/08/2021
