INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 08/03/2023
ISIN XS2471187307
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Maximum Term: 2 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 1.90% Quarterly (7.60% p.a.)
Income Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
MATURITY DATE
11/06/2024
