BBVA World Indices Memory Income Autocall Nov 2018 GBP

INVESTMENT DESCRIPTION

CURRENCY GBP

STRIKE DATE 02/11/2018

ISIN XS1888918619

COUNTERPARTY BBVA

TYPE Note

RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall Opportunities: Quarterly (First observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 1.25% per quarter - 5% p.a.
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)

MATURITY DATE
02/08/2024