BBVA Triple Index Low Hurdle Autocall GBP

INVESTMENT DESCRIPTION

CURRENCY GBP

STRIKE DATE 06/06/2018

ISIN XS1812873658

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: 2.50% Quarterly
Low Hurdle Trigger: 90% of initial level at maturity for all accumulated coupons
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)

MATURITY DATE
06/06/2024