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PRODUCT VALUATION REPORT

BBVA 2 Year Banks Fixed Income May 2025

Strike Date: 22/05/2025
Next Observation Date: 24/05/2027
Final Observation Date: 24/05/2027
Returns and Barriers: 
Maximum Term: 2 years
Investment Structure: Fixed Income
Fixed Income Rate: GBP: 24.65% at Maturity
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
ISIN: XS3006600459
Currency: GBP
Current Price: 114.17% (as at 21/07/2026 10:12 UK Time)
Coupons Paid to Date: 0.0000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
Commerzbank AG26.6336.9138.60%
UniCredit SpA57.2781.1041.61%
Morgan Stanley126.26210.9467.07%
Barclays326.65512.4056.87%
Source: Bloomberg