BBVA 80-60 Memory Income Autocall March 2020 GBP

INVESTMENT DESCRIPTION

CURRENCY GBP

STRIKE DATE 02/03/2020

ISIN XS2111959321

COUNTERPARTY BBVA

TYPE Note

RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annual (First Observation at 6 months)
Autocall Trigger: 101% of initial level
Memory Income Rate: GBP = 2.85% Semi-Annual
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)

NON-STANDARD COMMISSION APPLIES TO THIS PRODUCT

MATURITY DATE
02/09/2025