BBVA Diversified Markets Memory Income Autocall Sept 2023 GBP

INVESTMENT DESCRIPTION

CURRENCY GBP

STRIKE DATE 14/09/2023

ISIN XS2580102726

COUNTERPARTY BBVA

TYPE Note

RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP: 3.58% Semi Annually (7.16% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)

MATURITY DATE
14/03/2024