BBVA US Equity Memory Income Autocall Feb 2022 USD

INVESTMENT DESCRIPTION

CURRENCY USD

STRIKE DATE 10/02/2022

ISIN XS2339652609

COUNTERPARTY BBVA

TYPE Note

RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 5.15% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)

MATURITY DATE
11/11/2024

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