Photo of London skyline

PRODUCT VALUATION REPORT

BBVA Classic Autocall Bespoke 4 February 2025 GBP

Strike Date: 21/02/2025
Next Observation Date: 23/02/2026
Final Observation Date: 21/02/2031
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: GBP: 4.06% Semi-Annually (8.12% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
Losses capped at a maximum of 50%
ISIN: XS2941054178
Currency: GBP
Current Price: 100.19% (as at 21/01/2026 10:02 UK Time)
Coupons Paid to Date: 0.0000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
SMI12,948.6013,169.961.71%
Eurostoxx 505,474.855,892.087.62%
OMX Stockholm 302,724.262,976.379.25%
Nasdaq 10021,614.0824,987.5715.61%
Source: Bloomberg