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PRODUCT VALUATION REPORT

BBVA World Indices Annual Classic Autocall Nov 2021 EUR

Strike Date: 15/11/2021
Next Observation Date: 17/11/2025
Final Observation Date: 15/11/2027
Returns and Barriers: 
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: EUR = 10.00% Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
ISIN: XS2311147859
Currency: EUR
Current Price: 97.26% (as at 25/04/2025 09:37 UK Time)
Coupons Paid to Date: 0.0000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
FTSE MIB27,868.1336,808.6932.08%
CAC 407,128.637,502.785.25%
Nikkei 22529,776.8035,039.1517.67%
HSI25,390.9121,909.76-13.71%
Source: Bloomberg