INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 02/02/2026
ISIN XS3250132571
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly(First Observation at 6 months)
Autocall Trigger: 100% reducing 2% per quarter.
Memory Income Rate: USD: 4.05% Quarterly (16.20% p.a.)
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
MATURITY DATE
03/08/2026
FINAL MATURITY DATE
09/02/2026
