INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 30/01/2020
ISIN XS2103132812
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Annual Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level reducing 2.5% each quarter until 80%
Autocall Coupon: USD = 2.025% Quarterly
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
MATURITY DATE
28/04/2025