INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 10/05/2018
ISIN XS1797231070
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
10/05/2024