INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 16/10/2026
ISIN XS3497804024
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annual(First Observation at 12 months)
Autocall Trigger: 100% of initial level (Reducing by 5% per period, capped at 75%)
Memory Income Rate: 9.70% Semi-Annual (19.40% p.a.)
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
18/10/2027
FINAL MATURITY DATE
16/10/2030
