BBVA Worldwide Quarterly Memory Income Autocall GBP

INVESTMENT DESCRIPTION

CURRENCY GBP

STRIKE DATE 24/03/2017

ISIN XS1568979907

COUNTERPARTY BBVA

TYPE Note

RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall Opportunities: Quarterly (first observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Coupon Rate: 1.5% quarterly (6% annual)
Coupon Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)

MATURITY DATE
24/09/2018

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