BBVA Quarterly Memory Income Autocall September 2019 GBP

INVESTMENT DESCRIPTION

CURRENCY GBP

STRIKE DATE 11/09/2019

ISIN XS2040067337

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: GBP = 1.525% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)

MATURITY DATE
11/03/2021