MATURED PRODUCT
BBVA Global Banks Defensive Autocall July 2022 (USD XS2378619147/ GBP XS2378619063)
Autocallable on Share Basket due 2026
RETURNS AND
BARRIERS
Maximum Term: 4 years
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly
(First Observation at 6 months)
Autocall Trigger: 95% of initial level
Memory Income Rate: GBP: 4.50% Quarterly (18.00% p.a.)
USD: 5.50% Quarterly (22.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
INCOME GBP
–
INCOME USD
–
INCOME EUR
–
GROWTH GBP
GBP: 4.50% Quarterly (18.00% p.a.)
GROWTH USD
USD: 5.50% Quarterly (22.00% p.a.)
GROWTH EUR
–
ISIN
GBP XS2378619063 / USD XS2378619147
STRIKE DATE
July 12, 2022
UNDERLYING
Commerzbank AG
Societe Generale SA
Barclays PLC
Bank of New York Mellon Corp
STRIKE LEVELS
6.0320
18.40%
152.1400
41.7700
INCREASE / DECREASE %
AT LAST OBSERVATION
47.61%
18.82%
4.19%
MATURED DATE
January 13, 2023
COUPONS
PAID TO DATE
£ 9% | $11%
