INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 08/10/2026
ISIN XS3506320269
COUNTERPARTY Bank of America
TYPE Note
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 1.9925% Quarterly (7.97% p.a.)
Income Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
08/10/2027
FINAL MATURITY DATE
08/10/2031
