INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 31/03/2020
ISIN XS2073903648
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Investment Structure: Triple Index Annual Memory Income Autocall
Autocall Opportunities: Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD= 8.3% Annual
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
MATURITY DATE
31/03/2021