BBVA Quarterly High Yield Autocall April 2020 USD

INVESTMENT DESCRIPTION

CURRENCY USD

STRIKE DATE 08/04/2020

ISIN XS2073907391

COUNTERPARTY BBVA

TYPE Note

RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall
Autocall Opportunities: Quarterly (First Observation at 3 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 9.50% Quarterly (38% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)

MATURITY DATE
08/07/2020