BBVA Diversified Markets Memory Income Autocall March 2021 USD

INVESTMENT DESCRIPTION

CURRENCY USD

STRIKE DATE 11/03/2021

ISIN XS2246868975

COUNTERPARTY BBVA

TYPE Note

RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 1.50% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)

MATURITY DATE
11/06/2025