INVESTMENT DESCRIPTION
STRIKE DATE 20/09/2021
ISIN XS2296833739
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: 95% of initial level
Memory Income Rate: USD = 3.25% Quarterly (13.00% p.a.)
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
NEXT POTENTIAL MATURITY DATE
22/03/2022
