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PRODUCT VALUATION REPORT

BBVA Semi-Annual Classic Autocall USD Jul 2025

Strike Date: 16/07/2025
Next Observation Date: 16/07/2026
Final Observation Date: 16/07/2031
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: 7.00% Semi-Annually (14.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
ISIN: XS3006784089
Currency: USD
Current Price: 104.22% (as at 18/02/2026 08:38 UK Time)
Coupons Paid to Date: 0.0000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
SMI11,901.3213,752.8415.56%
Eurostoxx 505,354.176,021.8512.47%
Nikkei 22539,678.0256,566.4942.56%
S&P 5006,243.766,843.229.60%
Source: Bloomberg