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PRODUCT VALUATION REPORT

BBVA US Tech Hybrid Memory Income Autocall Aug 2021 USD

Strike Date: 27/08/2021
Next Observation Date: 27/08/2025
Final Observation Date: 27/08/2025
Returns and Barriers: 
Investment Structure: Hybrid Memory Income Autocall
Income Trigger: 50% of initial level
Income Rate: USD = 2.50% Quarterly (10% p.a.)
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Autocall Coupon Rate: 1.50% Quarterly (6.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
ISIN: XS2296810281
Currency: USD
Current Price: 47.39% (as at 25/04/2025 09:37 UK Time)
Coupons Paid to Date: 27.5000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
Intel53.8921.49-60.12%
Advanced Micro Devices111.4094.47-15.20%
Nvidia Corporation22.64106.43370.18%
Tesla Motors237.31259.519.35%
Source: Bloomberg