INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 08/12/2021
ISIN XS2317534944
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Autocall
Income Trigger: 75% of initial level
Income Rate: USD= 2.25% Quarterly (9% p.a.)
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
08/03/2023
