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PRODUCT VALUATION REPORT

BBVA Quarterly Memory Income Autocall January 2024 USD

Strike Date: 17/01/2024
Next Observation Date: 17/01/2025
Final Observation Date: 19/01/2027
Returns and Barriers: 
Investment Structure: Quarterly Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 2.75% Quarterly
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
CapitalProtection Barrier : 60% Strike with Geared Put (at maturity)
ISIN: XS2676599405
Currency: USD
Current Price: 94.09% (as at 14/11/2024 09:52 UK Time)
Coupons Paid to Date: 8.2500%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
Advanced Micro Devices160.17139.30-13.03%
Nvidia Corporation56.05146.27160.95%
Amazon.com151.71214.1041.12%
Alphabet-C142.89180.4926.31%
Source: Bloomberg