BBVA US Tech Hybrid Memory Income Autocall Feb 2022 EUR

INVESTMENT DESCRIPTION

CURRENCY EUR

STRIKE DATE 24/02/2022

ISIN XS2329335264

COUNTERPARTY BBVA

TYPE Note

RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Hybrid Memory Income Autocall
Income Trigger: 50% of initial level
Income Rate: EUR = 2.70% Quarterly (10.80% p.a.)
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Autocall Coupon Rate: EUR = 1.50% Quarterly (6.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)

MATURITY DATE
26/07/2024