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PRODUCT VALUATION REPORT

BBVA E-Commerce Fixed Income Autocall Jul 2022 USD

Strike Date: 28/07/2022
Next Observation Date: 28/04/2025
Final Observation Date: 28/07/2026
Returns and Barriers: 
Maximum Term: 4 years
Investment Structure: Fixed Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Fixed Income Rate: USD: 3.00% Quarterly (12.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
ISIN: XS2392185125
Currency: USD
Current Price: 67.14% (as at 25/04/2025 09:37 UK Time)
Coupons Paid to Date: 30.0000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
Amazon.com122.28186.5452.55%
Etsy Inc104.9245.55-56.59%
Paypal85.8664.77-24.56%
Shopify Inc35.9195.12164.88%
Source: Bloomberg