INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 29/12/2021
ISIN XS2329342393
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Autocall
Income Trigger: 60% of initial level
Income Rate: USD= 4.4% Quarterly (17.60% p.a.)
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100% of initial level reducing 2% Pq
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
31/03/2025