MATURED PRODUCT
BBVA US Tech Hybrid Memory Income Autocall November 2021 (XS2311141225 / XS2311141498)
RETURNS AND
BARRIERS
Maximum Term: 4 years
Investment Structure: Hybrid Memory Income Autocall
Income Trigger: 50% of initial level
Income Rate: GBP = 2.25% Quarterly (9.00% p.a.) USD = 2.50% Quarterly (10.00% p.a.)
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Autocall Coupon Rate: GBP = 1.50% Quarterly (6.00% p.a.) USD = 1.50% Quarterly (6.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
INCOME GBP
2.25% pq
INCOME USD
2.50% pq
INCOME EUR
–
GROWTH GBP
1.50% pq
GROWTH USD
1.50% pq
GROWTH EUR
–
ISIN
GBP XS2311141225 / USD XS2311141498
STRIKE DATE
November 5, 2021
UNDERLYING
CrowdStrike
Peloton
Palantir
Splunk
STRIKE LEVELS
273.42
55.64
26.00
166.08
INCREASE / DECREASE %
AT LAST OBSERVATION
259.74
52.85
24.7
157.77
MATURED DATE
November 5, 2025
COUPONS
PAID TO DATE
Income: 0% | Capital: 12.81%
