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PRODUCT VALUATION REPORT

BBVA E-Commerce Fixed Income Autocall Sep 2022 USD

Strike Date: 06/09/2022
Next Observation Date: 06/03/2026
Final Observation Date: 08/09/2026
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 : 2.90% Quarterly (11.60% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
ISIN: XS2380335351
Currency: USD
Current Price: 80.45% (as at 19/01/2026 09:38 UK Time)
Coupons Paid to Date: 37.7000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
Amazon.com126.11239.1289.61%
Etsy Inc103.8661.77-40.53%
Mercadolibre Inc857.932,075.01141.86%
Shopify Inc29.84155.81422.15%
Source: Bloomberg