I got a similar call a few months back. They didn't ask for my PIN, but did ask for some other sensitive information. Fortunately I was able to verify afterward that it was legitimate by initiating a call to the bank using the number on their website (in case the original was spoofed), and they confirmed a record of the call in their system. But this was after I'd given them some information.

Phone number spoofing has to stop. There is no excuse anymore.