BBVA Enhanced Protection Classic Autocall Nov 2023 USD

INVESTMENT DESCRIPTION

CURRENCY USD

STRIKE DATE 24/11/2023

ISIN XS2641298422

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: 2.80% Quarterly (11.20% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Strike with Geared Put (at maturity)

MATURITY DATE
25/11/2024