INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 22/12/2021
ISIN XS2317537376
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Autocall
Income Trigger: 60% of initial level
Income Rate: USD= 4% Quarterly (16% p.a.)
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
23/12/2024