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PRODUCT VALUATION REPORT

BBVA Semi-Annual Classic Autocall USD Jan 2025

Strike Date: 07/01/2025
Next Observation Date: 07/01/2026
Final Observation Date: 07/01/2031
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: USD: 7.25% Semi-Annually (14.50% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
ISIN: XS2903143563
Currency: USD
Current Price: 110.40% (as at 05/12/2025 09:29 UK Time)
Coupons Paid to Date: 0.0000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
SMI11,830.7712,893.618.98%
Eurostoxx 505,011.825,718.0814.09%
Nikkei 22540,083.3051,028.4227.31%
S&P 5005,909.036,857.1216.04%
Source: Bloomberg