BBVA US 50-50 Memory Income Autocall December 2019 USD

INVESTMENT DESCRIPTION

CURRENCY USD

STRIKE DATE 13/12/2019

ISIN XS2091213103

COUNTERPARTY BBVA

TYPE Note

RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Quarterly Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 3.6% Quarterly
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)

MATURITY DATE
13/09/2024