Photo of London skyline

PRODUCT VALUATION REPORT

BBVA Diversified Markets Memory Income Autocall Jan 2022 GBP

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: GBP = 1.25% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
ISIN: XS2329330117
Currency: GBP
Current Price: 88.64% (as at 10/02/2025 10:50 UK Time)
Coupons Paid to Date: 13.7500%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
CAC 406,999.207,973.0313.91%
FTSE MIB26,814.0537,055.7038.20%
HSI23,802.2621,133.54-11.21%
S&P 5004,515.556,025.9933.45%
Source: Bloomberg