BBVA Developed Indices Classic Autocall March 2024 USD

INVESTMENT DESCRIPTION

CURRENCY USD

STRIKE DATE 28/03/2024

ISIN XS2720292965

COUNTERPARTY BBVA

TYPE Note

RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP: 5.77% Semi-Annually (11.54% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)

MATURITY DATE
29/09/2025