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PRODUCT VALUATION REPORT

BBVA Diversified Markets Memory Income Autocall Jan 2022 USD

Strike Date: 31/01/2022
Next Observation Date:
Final Observation Date:
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:
Coupons Paid to Date:
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
CAC 406,999.208,245.8017.81%
FTSE MIB26,814.0547,327.9976.50%
HSI23,802.2625,752.408.19%
S&P 5004,515.556,824.6651.14%
Source: Bloomberg