BBVA Enhanced Protection Classic Autocall May 2023 USD

INVESTMENT DESCRIPTION

CURRENCY USD

STRIKE DATE 18/05/2023

ISIN XS2491382318

COUNTERPARTY BBVA

TYPE Note

RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD: 2.67% Quarterly (10.68% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Strike with Geared Put (at maturity)

MATURITY DATE
20/05/2024