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
05/02/2025