INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 03/06/2026
ISIN XS3378399326
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Reducing Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 90% of initial level reducing 2%pq
Memory Income Rate: USD: 4.875% Quarterly (19.50% p.a.)
Income Trigger: 65% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
03/12/2026
FINAL MATURITY DATE
03/06/2030
