INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 02/10/2018
ISIN XS1876505857
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall opportunities: Quarterly (First observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 1.6% per Quarter - 6.40% p.a.
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
02/10/2024
