INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 15/05/2024
ISIN XS2759819316
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: 1.975% Quarterly (7.90% p.a.)
Income Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
15/08/2025
FINAL MATURITY DATE
22/05/2030
