MATURED PRODUCT
BBVA Global Banks Defensive Autocall June 2022 (GBP XS2378591114 / USD XS2378591205)
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
Coupon 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
4.50% Quarterly (18.00% p.a.)
GROWTH USD
5.50% Quarterly (22.00% p.a.)
GROWTH EUR
–
ISIN
GBP XS2378591114 / USD XS2378591205
STRIKE DATE
June 7, 2022
UNDERLYING
Commerzbank AG
Societe Generale SA
Barclays PLC
Goldman Sachs Group Inc
STRIKE LEVELS
8.4800
25.6400
169.88
320.5100
INCREASE / DECREASE %
AT LAST OBSERVATION
42.10%
6%
-0.58%
MATURED DATE
March 8, 2023
COUPONS
PAID TO DATE
£ 13.5% / $ 16.5%
