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PRODUCT VALUATION REPORT

BBVA E-Commerce Fixed Income Autocall Sep 2022 USD

Strike Date: 06/09/2022
Next Observation Date: 06/06/2025
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: 67.36% (as at 25/04/2025 09:37 UK Time)
Coupons Paid to Date: 29.0000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
Amazon.com126.11186.5447.92%
Etsy Inc103.8645.55-56.14%
Mercadolibre Inc857.932,204.81156.99%
Shopify Inc29.8495.12218.77%
Source: Bloomberg