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PRODUCT VALUATION REPORT

BBVA Global Markets Classic Autocall July 2021 GBP

Strike Date: 06/07/2021
Next Observation Date: 06/07/2026
Final Observation Date: 06/07/2027
Returns and Barriers: 
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 3.65% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
ISIN: XS2277231069
Currency: GBP
Current Price: 109.70% (as at 18/02/2026 08:38 UK Time)
Coupons Paid to Date: 0.0000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
FTSE 1007,100.8810,556.1748.66%
CAC 406,507.488,361.4628.49%
S&P 5004,343.546,843.2257.55%
HSI28,072.8626,705.94-4.87%
Source: Bloomberg