INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 22/05/2026
ISIN XS3342493015
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annual (First Observation at 6 months)
Autocall Trigger: 100% of initial level (Reducing by 5% per period, capped at 90%)
Memory Income Rate: GBP: 7.20% Semi-Annual (14.40% p.a.)
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
22/05/2027
FINAL MATURITY DATE
30/05/2030
