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PRODUCT VALUATION REPORT

BBVA E-Commerce Fixed Income Autocall Oct 2022 GBP

Strike Date: 17/10/2022
Next Observation Date: 20/07/2026
Final Observation Date: 19/10/2026
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: GBP: 2.85% Quarterly (11.40% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style
ISIN: XS2424427255
Currency: GBP
Current Price: 88.16% (as at 05/06/2026 10:12 UK Time)
Coupons Paid to Date: 39.9000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
Amazon.com113.79253.79123.03%
Etsy Inc98.1267.05-31.67%
Mercadolibre Inc850.661,634.7892.18%
Shopify Inc27.76116.04318.01%
Source: Bloomberg