BBVA Quarterly Memory Income Autocall January 2024 USD

INVESTMENT DESCRIPTION

CURRENCY USD

STRIKE DATE 17/01/2024

ISIN XS2676599405

COUNTERPARTY BBVA

TYPE Note

RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 2.75% Quarterly
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
CapitalProtection Barrier : 60% Strike with Geared Put (at maturity)

MATURITY DATE
17/07/2024