INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 24/07/2024
ISIN XS2760227335
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi annual
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD: 3.45% Semi-annual (6.90% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Strike with Geared Put (at maturity)
MATURITY DATE
26/01/2026
