INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 10/03/2020
ISIN XS2115089570
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Reducing Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level then reduced by 0.5% every quarter
Memory Income Rate: USD = 2.00% Quarterly
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
MATURITY DATE
10/03/2021