BBVA Developed Indices Memory Income Autocall Sept 2020 GBP

INVESTMENT DESCRIPTION

CURRENCY GBP

STRIKE DATE 01/09/2020

ISIN XS2149980760

COUNTERPARTY BBVA

TYPE Note

RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall Opportunities: Quarterly
(First Observation at 18 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 1.25% Quarterly
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)

MATURITY DATE
01/03/2022