INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 17/06/2026
ISIN XS3351697357
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Memory Income Reducing
Autocall
Autocall Opportunities: Semi-Annually
(First Observation at 12 months)
Autocall Trigger: 100% of initial level (Reducing by
2%, semi-annually)
Memory Income Rate: USD: 4.55% Semi-Annual (9.10% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
NEXT POTENTIAL MATURITY DATE
17/06/2027
