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PRODUCT VALUATION REPORT

BBVA Capital Protected Autocall Nov 2025 USD

Strike Date: 07/11/2025
Next Observation Date: 07/11/2028
Final Observation Date: 07/11/2031
Returns and Barriers: 
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 36 months)
Autocall Trigger: 100% of initial level
Coupon Rate: 4.70% Semi-Annually (9.40% p.a.)
Capital Risk: None
Capital Protection Barrier: 100% Capital Protected
ISIN: XS3148591624
Currency: USD
Current Price: 98.40% (as at 18/02/2026 08:38 UK Time)
Coupons Paid to Date: 0.0000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
SMI12,298.3513,752.8411.83%
FTSE MIB42,917.6745,764.076.63%
Nikkei 22550,276.3756,566.4912.51%
Russell 20002,432.822,646.598.79%
Source: Bloomberg