BBVA Enhanced Income Autocall August 2018 GBP

INVESTMENT DESCRIPTION

CURRENCY GBP

STRIKE DATE 01/08/2018

ISIN XS1850437978

COUNTERPARTY BBVA

TYPE Note

RETURN & BARRIERS
Investment Structure: Quarterly Income Autocall
Autocall opportunities: Quarterly (First observation at 24 months)
Autocall Trigger: 100% of initial level
Income Rate: GBP = 1.85% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)

MATURITY DATE
01/08/2024