INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 14/02/2020
ISIN XS2110333809
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level Reduced by 1% each quarter
Memory Income Rate: USD = 3.3% Quarter
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
MATURITY DATE
08/02/2021