BBVA Major Markets Hybrid Memory Income Autocall July 2021 USD

INVESTMENT DESCRIPTION

CURRENCY USD

STRIKE DATE 07/07/2021

ISIN XS2277243072

COUNTERPARTY BBVA

TYPE Note

RETURN & BARRIERS
Investment Structure: Semi-Annual Hybrid Memory Income Autocall
Income Trigger: 80% of initial level
Income Rate: USD = 2.25% Semi-Annual (4.50% p.a.)
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Autocall Coupon Rate: 0.80% Semi-Annual (1.60% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)

MATURITY DATE
07/07/2025