BBVA World Indices Memory Income Autocall March 2018 GBP

INVESTMENT DESCRIPTION

CURRENCY GBP

STRIKE DATE 16/03/2018

ISIN XS1767049775

COUNTERPARTY BBVA

TYPE Note

RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall
Autocall Opportunities: Annually (first observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Coupon Rate: 5.5% Annual Coupon
Coupon Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)

MATURITY DATE
18/03/2024

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