BBVA Triple Index Reducing Autocall March 2020 USD

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

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