BBVA Low Barrier Memory Income Autocall

INVESTMENT DESCRIPTION

CURRENCY USD

STRIKE DATE 18/02/2020

ISIN XS2107563533

COUNTERPARTY BBVA

TYPE Note

RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 3.00% Semi Annual
Income Trigger: 74% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)

MATURITY DATE
18/08/2025