INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 11/05/2020
ISIN XS2073914090
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level reducing 1% per quarter
Coupon Rate: USD = 3.25% Quarterly Memory Coupon
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
MATURITY DATE
29/04/2021