INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 30/03/2022
ISIN XS2349091343
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100% of initial level then reduced by 2.5% Quarterly
Memory Income Rate: USD = 4.10% Quarterly
Income Trigger: 65% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
31/03/2025