INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 30/09/2021
ISIN XS2296835437
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Hybrid Memory Income Autocall
Income Trigger: 50% of initial level
Income Rate: 2.50% Quarterly (10% p.a.)
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Autocall Coupon Rate: 1.50% Quarterly (6% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
MATURITY DATE
30/03/2022
