INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 02/10/2018
ISIN XS1889085863
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Investment Structure: Annual Low Hurdle Autocall
Autocall Opportunities: Annually (First observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: 12.80% p.a.
Low Hurdle Trigger: 70% of initial level at maturity for all accumulated coupons
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
MATURITY DATE
05/10/2023
