BBVA Car Manufacturers 60-50 Memory Income Autocall

INVESTMENT DESCRIPTION

STRIKE DATE 20/09/2021

ISIN XS2296833739

COUNTERPARTY BBVA

TYPE Note

RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Autocall
Autocall opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Memory Income Rate: USD = 3.25% Quarterly (13.00% p.a.)
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)

NEXT POTENTIAL MATURITY DATE
22/03/2022