BBVA Triple Index Memory Income Autocall February 2020 USD

INVESTMENT DESCRIPTION

CURRENCY USD

STRIKE DATE 05/02/2020

ISIN XS2113915537

COUNTERPARTY BBVA

TYPE Note

RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 101% of initial level
Memory Income Rate: USD = 1.325% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)

MATURITY DATE
07/05/2024