INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 25/06/2024
ISIN XS2759856516
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annually (First Observation at 18 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 3.15% Semi-Annual (6.30% p.a.)
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
29/12/2025
FINAL MATURITY DATE
29/12/2025
