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
04/11/2024