INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 04/10/2018
ISIN XS1877557436
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall
Autocall Opportunities: Annually
(First observation at 36 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 5.80%
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
MATURITY DATE
04/10/2024
