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PRODUCT VALUATION REPORT

BBVA Semi-Annual Classic Autocall Oct 2023 GBP

Strike Date: 17/10/2023
Next Observation Date: 17/10/2024
Final Observation Date: 17/10/2029
Returns and Barriers: 
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP: 6.10% Semi-Annually (12.20% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
ISIN: XS2608299801
Currency: GBP
Current Price: 106.50% (as at 12/07/2024 10:19 UK Time)
Coupons Paid to Date: 0.0000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
S&P/ASX 2007,056.097,889.6411.81%
Eurostoxx 504,152.324,976.1319.84%
Nikkei 22532,040.2942,224.0231.78%
S&P 5004,373.205,584.5427.70%
Source: Bloomberg