BBVA World Markets Annual Memory Income Autocall Aug 2020 USD (2)

INVESTMENT DESCRIPTION

CURRENCY USD

STRIKE DATE 14/08/2020

ISIN XS2161288001

COUNTERPARTY BBVA

TYPE Note

RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 9% Annually
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)

MATURITY DATE
14/08/2026