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