Vault specifications

• Option Tenor: 7 DAYS

• Upside Barrier: variable (10 delta)

• Downside Barrier: variable (10 delta)

• Strike Price: 100%

• Capital Protection: 100%

• Base APY: 2.00%

• Max APY: 9.91%

• Barrier Type: EUROPEAN (OBSERVED AT MATURITY)

• bIB01 Allocation: 100%