BBVA Dual Index 90% Capital Protected Participation Note USD Apr 2024

INVESTMENT DESCRIPTION

CURRENCY USD

STRIKE DATE 23/04/2024

ISIN XS2720286561

COUNTERPARTY BBVA

TYPE Note

RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Capped Participation Growth
Participation Rate: 155.00%
Basket Growth Cap: 15.00%
Maximum Return: 23.25% plus Capital at Maturity
Final Observation Level: Performance of the equally weighted basket from its initial strike level.
Capital Risk: 10% Capital at Risk
Capital Protection Barrier: 90% Capital Protected (1-for-1 downside between 100% - 90%)

MATURITY DATE
23/04/2027