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PRODUCT VALUATION REPORT

BBVA Microchips 70-70 Low Hurdle Autocall Feb 2024 GBP

Strike Date: 05/02/2024
Next Observation Date: 05/02/2026
Final Observation Date: 07/02/2028
Returns and Barriers: 
Maximum Term: 4 years
Investment Structure: Low Hurdle Autocall
Autocall Opportunities: Semi-Annual (First Observation at 24 months)
Autocall Trigger: 100% of initial level, reduced to 70% on the Final Observation
Coupon Rate: GBP: 10.30% Quarterly (20.60% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
ISIN: XS2696243539
Currency: GBP
Current Price: 57.39% (as at 09/12/2024 10:09 UK Time)
Coupons Paid to Date: 0.0000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
Advanced Micro Devices174.23138.59-20.46%
Intel42.7720.92-51.09%
Nvidia Corporation69.33142.44105.45%
Source: Bloomberg