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PRODUCT VALUATION REPORT

BBVA Semi-Annual Classic Autocall USD Mar 2025

Strike Date: 12/03/2025
Next Observation Date: 14/09/2026
Final Observation Date: 12/03/2031
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: 7.50% Semi-Annually (15.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
ISIN: XS2941090487
Currency: USD
Current Price: 110.78% (as at 10/04/2026 10:32 UK Time)
Coupons Paid to Date: 0.0000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
SMI12,868.4313,159.562.26%
Eurostoxx 505,359.425,896.2910.02%
Nikkei 22536,819.0955,895.3251.81%
S&P 5005,599.306,824.6621.88%
Source: Bloomberg