INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 07/12/2021
ISIN XS2317536212
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Hybrid Memory Income Autocall
Income Trigger: 80% of initial level
Income Rate: USD= 2.16% Semi Annually (4.32% p.a.)
Autocall Opportunities: Semi Annually (First Observation at 24 months)
Autocall Trigger: 100% of initial level
Autocall Coupon Rate: USD = 1.00% Semi Annually (2.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
MATURITY DATE
07/06/2024
