INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 16/11/2021
ISIN XS2311589100
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Coupon Rate: USD = 7.00% Quarterly (28.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
MATURITY DATE
16/05/2022
