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PRODUCT VALUATION REPORT

BBVA Diversified Markets Memory Income Autocall Jan 2022 USD

Strike Date: 31/01/2022
Next Observation Date: 30/04/2025
Final Observation Date: 31/01/2028
Returns and Barriers: 
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 1.5% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
ISIN: XS2329330208
Currency: USD
Current Price: 89.26% (as at 25/04/2025 09:37 UK Time)
Coupons Paid to Date: 18.0000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
CAC 406,999.207,502.787.19%
FTSE MIB26,814.0536,808.6937.27%
HSI23,802.2621,909.76-7.95%
S&P 5004,515.555,484.7721.46%
Source: Bloomberg