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