BBVA US Tech 50-50 Memory Income Autocall Mar 2021

INVESTMENT DESCRIPTION

CURRENCY GBP

STRIKE DATE 25/03/2021

ISIN XS2246890987

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 = 4.25% Quarterly
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)

MATURITY DATE
25/03/2025