INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 12/10/2021
ISIN XS2311141571
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 2.75% Quarterly
Income Trigger: 55% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 55% Final level (European style)
MATURITY DATE
14/10/2024
