INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 05/03/2026
ISIN XS3260467959
COUNTERPARTY BBVA
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 1.86% Quarterly (7.44% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
NEXT POTENTIAL MATURITY DATE
05/03/2027
FINAL MATURITY DATE
05/03/2032
