INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 14/03/2024
ISIN XS2720246003
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 2.7875% Quarterly (11.15% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
16/06/2025
FINAL MATURITY DATE
21/03/2028