BBVA US Tech 50-50 Memory Income Autocall GBP January 2021

INVESTMENT DESCRIPTION

CURRENCY GBP

STRIKE DATE 20/01/2021

ISIN XS2204023985

COUNTERPARTY BBVA

TYPE Note

RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 90% of initial level
Memory Income Rate: GBP = 3.80% Quarterly
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)

MATURITY DATE
20/10/2021