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PRODUCT VALUATION REPORT

BBVA 85-60 Memory Income Autocall USD Jan 2025

Strike Date: 10/01/2025
Next Observation Date:
Final Observation Date:
Returns and Barriers: 
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annually
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 4.85% Semi-Annual (9.70% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
ISIN: XS2903145006
Currency: USD
Current Price:
Coupons Paid to Date:
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
Eurostoxx 504,977.266,103.3322.62%
FTSE MIB35,090.2350,174.3642.99%
Nikkei 22539,190.4067,470.6972.16%
Russell 20002,189.232,935.3334.08%
Source: Bloomberg