INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 27/02/2020
ISIN XS2113975515
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall Opportunities: Quartley (First observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 1.85% per Quarter
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
MATURITY DATE
28/02/2022