BBVA Developed Markets Memory Income Autocall Dec 2020 USD

INVESTMENT DESCRIPTION

CURRENCY USD

STRIKE DATE 04/12/2020

ISIN XS2190718689

COUNTERPARTY BBVA

TYPE Note

RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall opportunities: Quarterly
(First Observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 1.50% Quarterly (6.00% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)

MATURITY DATE
04/09/2024