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