BBVA 2 Year Triple Index Memory Income Autocall Dec 2021 GBP

INVESTMENT DESCRIPTION

CURRENCY GBP

STRIKE DATE 23/12/2021

ISIN XS2329323765

COUNTERPARTY BBVA

TYPE Note

RETURN & BARRIERS
Maximum Term: 2 years
Investment Structure: Memory Income Autocall
Income Trigger: 80% of initial level
Income Rate: GBP= 1% Quarterly (4% 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
27/12/2023