BBVA Triple Index Memory Income Autocall USD

INVESTMENT DESCRIPTION

CURRENCY USD

STRIKE DATE 22/06/2018

ISIN XS1833076141

COUNTERPARTY BBVA

TYPE Note

RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall
Autocall opportunities: Semi-Annually (First observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 4.60% Semi-annual
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)

MATURITY DATE
23/09/2024