INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 17/04/2018
ISIN XS1793349090
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Investment Structure: Semi-Annual Memory Income Autocall
Autocall opportunities: Semi-Annual (First observation at 12 months)
Autocall Trigger: 110% of initial level
Memory Income Rate: 2.35% Semi-Annual
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
MATURITY DATE
19/04/2021