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PRODUCT VALUATION REPORT

BBVA Low Hurdle Autocall Nov 2024 GBP

Strike Date: 22/11/2024
Next Observation Date: 22/05/2025
Final Observation Date: 22/11/2030
Returns and Barriers: 
Maximum Term: 6 years
Investment Structure: Low Hurdle Autocall
Autocall Opportunities: Semi-Annual (First Observation at 6 months)
Autocall Trigger: 100% of initial level, reduced to 85% on the Final Observation
Coupon Rate: GBP: 4.35% Semi-Annually (8.70% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
ISIN: XS2892499232
Currency: GBP
Current Price: 88.36% (as at 25/04/2025 09:37 UK Time)
Coupons Paid to Date: 0.0000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
Eurostoxx 504,789.085,114.986.81%
FTSE 1008,262.088,407.441.76%
Nikkei 22538,283.8535,039.15-8.48%
Source: Bloomberg