BBVA Diversified Markets Memory Income Autocall Jan 2022 GBP

INVESTMENT DESCRIPTION

CURRENCY GBP

STRIKE DATE 31/01/2022

ISIN XS2329330117

COUNTERPARTY BBVA

TYPE Note

RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 1.25% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)

MATURITY DATE
31/07/2024