INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 23/03/2018
ISIN XS1791430389
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
nvestment Structure: Annual Memory Income Autocall
Autocall Opportunities: Annually (first observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Coupon Rate: 6% Annual Coupon
Coupon Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
25/03/2019