BBVA Quad Index 75-60 Memory Income Autocall April 2018 GBP

INVESTMENT DESCRIPTION

CURRENCY GBP

STRIKE DATE 26/04/2018

ISIN XS1797473326

COUNTERPARTY BBVA

TYPE Note

RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall Opportunities: Quarterly (First observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: 1.5% Quarterly
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)

MATURITY DATE
26/04/2024