BBVA 85-60 Memory Income Autocall USD Apr 2024

INVESTMENT DESCRIPTION

CURRENCY USD

STRIKE DATE 15/04/2024

ISIN XS2720275440

COUNTERPARTY BBVA

TYPE Note

RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 3.85% Semi-Annual (7.70% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)

MATURITY DATE
15/10/2025