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PRODUCT VALUATION REPORT

BBVA Triple Index Classic Autocall Sep 2021 USD

Strike Date: 01/09/2021
Next Observation Date:
Final Observation Date:
Returns and Barriers: 
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 5.50% Semi-Annual (11.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
ISIN: XS2296812816
Currency: USD
Current Price:
Coupons Paid to Date:
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
FTSE 1007,149.8410,373.2045.08%
FTSE MIB26,181.6650,208.1391.77%
HSI26,028.2924,657.06-5.27%
Source: Bloomberg