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PRODUCT VALUATION REPORT

BBVA 75-60 Memory Income Autocall Sep 2024 USD

Strike Date: 17/09/2024
Next Observation Date: 17/03/2026
Final Observation Date: 17/09/2030
Returns and Barriers: 
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 18 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 1.70% Quarterly (6.80% p.a.)
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
ISIN: XS2834712338
Currency: USD
Current Price: 98.09% (as at 18/02/2026 08:38 UK Time)
Coupons Paid to Date: 8.5000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
Eurostoxx 504,860.786,021.8523.89%
FTSE 1008,309.8610,556.1727.03%
Nikkei 22536,203.2256,566.4956.25%
Russell 20002,205.482,646.5920.00%
Source: Bloomberg