BBVA Triple Index Low Hurdle Autocall Apr 2018 GBP

INVESTMENT DESCRIPTION

CURRENCY GBP

STRIKE DATE 20/04/2018

ISIN XS1799146466

COUNTERPARTY BBVA

TYPE Note

RETURN & BARRIERS
Investment Structure: Quarterly Low Hurdle Autocall
Autocall Opportunities: Quarterly (First observation at 3 months)
Autocall Trigger: 100% of initial level
Coupon Rate: 2.5% Quarterly (10.00% p.a.)
Low Hurdle Trigger: 90% of initial level at maturity
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)

MATURITY DATE
22/04/2024