BBVA FTSE 100 Memory Income Autocall February 2019 GBP

INVESTMENT DESCRIPTION

CURRENCY GBP

STRIKE DATE 28/02/2019

ISIN XS1940960203

COUNTERPARTY BBVA

TYPE Note

RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 3 months)
Autocall Trigger: 110% of initial level
Memory Income Rate: GBP = 1.35% per quarter
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)

MATURITY DATE
28/02/2023