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