It certainly looks like it is a valid warning:
1. given the sender and reference to ATM Swift Card; this could be a hook to get you interested especially if you happened to have such a card.
2. the subject looks like the usual spam, but for some it is also likely promote interest to get you to at least open it.
3. whilst you don't actually indicate the content, it is highly likely it has links pointing at suspect sites.
So for all of the above, the detection/alert looks good and the action you should choose is delete. Continue allows it through and I don't know why the Block option is given as I can't recall it ever having been enabled (not greyed out) in any testing I have done to produce images of alerts (see example image).
But Blocking as my guess if available is pretty worthless as block what, most from email addresses are forged so there would be little point in blocking the sender as you would be unlikely to be getting more from that forged address, blocking a whole domain, yahoo.com would seriously impact your email as many legitimately use yahoo.
So deletion in this case and for most suspect emails (if the reason seems to match the content) would be the best option.