BBVA Enhanced Protection Memory Income Autocall May 2023 USD (XS2491406430)

INVESTMENT DESCRIPTION

CURRENCY USD

STRIKE DATE 23/05/2023

ISIN XS2491406430

COUNTERPARTY BBVA

TYPE Note

RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall opportunities: Semi-Annually (First observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 1.96% Quarterly
Income Trigger: 85% of initial level
Protection Barrier: 65%

MATURITY DATE
23/05/2024