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