BBVA Enhanced Income Autocall Jun 2018 USD

INVESTMENT DESCRIPTION

CURRENCY USD

STRIKE DATE 01/06/2018

ISIN XS1791593178

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: 2.70% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)

MATURITY DATE
13/05/2024