BBVA Blue Chip Memory Income Autocall Mar 2022 USD

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