BBVA Quarterly Memory Income Autocall Aug 2018 USD

INVESTMENT DESCRIPTION

CURRENCY USD

STRIKE DATE 15/08/2018

ISIN XS1857105560

COUNTERPARTY BBVA

TYPE Note

RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall opportunities: Quarterly (First observation at 36 months)
Autocall Trigger: 105% of initial level
Memory Income Rate: USD = 1.70% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)

MATURITY DATE
14/02/2023