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PRODUCT VALUATION REPORT

BBVA Semi-Annual Classic Autocall GBP Jul 2025

Strike Date: 16/07/2025
Next Observation Date:
Final Observation Date:
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: 6.20% Semi-Annually (12.40% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
ISIN: XS3006783941
Currency: GBP
Current Price:
Coupons Paid to Date:
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
SMI11,901.3213,788.9315.86%
Eurostoxx 505,354.176,272.2317.15%
Nikkei 22539,678.0270,683.9878.14%
S&P 5006,243.767,818.9325.23%
Source: Bloomberg