INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 31/03/2020
ISIN XS2073905007
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Semi-Annual Reducing Autocall
Autocall Opportunities: Semi-annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level then reduced by 2% per Semester
Autocall Rate: USD = 5.35% Semi-Annual
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
MATURITY DATE
31/03/2021