BBVA US Tech Hybrid Memory Income Autocall Jul 2021 USD

INVESTMENT DESCRIPTION

CURRENCY USD

STRIKE DATE 27/07/2021

ISIN XS2269101585

COUNTERPARTY BBVA

TYPE Note

RETURN & BARRIERS
Investment Structure: Hybrid Memory Income Autocall
Income Trigger: 50% of initial level
Income Rate: USD = 2.50% Quarterly (10% p.a.)
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Autocall Coupon Rate: 2.00% Quarterly (8.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)

MATURITY DATE
28/04/2025