BBVA High Yield Quarterly Income Autocall January 2020 GBP

INVESTMENT DESCRIPTION

CURRENCY GBP

STRIKE DATE 21/01/2020

ISIN XS2092910533

COUNTERPARTY BBVA

TYPE Note

RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Non Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 1.85% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)

MATURITY DATE
21/07/2025