BBVA 60-60 Memory Income Autocall October 2018 USD

INVESTMENT DESCRIPTION

CURRENCY USD

STRIKE DATE 12/10/2018

ISIN XS1886526208

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 = 1.50% Quarterly
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)

MATURITY DATE
12/10/2021