INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 28/02/2018
ISIN XS1772363906
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall
Autocall Opportunities: Semi-Annual (first observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Coupon Rate: 3.45% Semi-Annual (6.9% annual)
Coupon Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
28/02/2024
