Photo of London skyline

PRODUCT VALUATION REPORT

BBVA Semi-Annual Classic Autocall GBP Feb 2026

Strike Date: 20/02/2026
Next Observation Date: 22/02/2027
Final Observation Date: 20/02/2032
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: 5.90% Semi-Annually (11.80% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
ISIN: XS3234674128
Currency: GBP
Current Price: 89.70% (as at 10/04/2026 10:32 UK Time)
Coupons Paid to Date: 0.0000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
SMI13,859.7613,159.56-5.05%
Eurostoxx 506,131.315,896.29-3.83%
Nikkei 22556,825.7055,895.32-1.64%
S&P 5006,909.516,824.66-1.23%
Source: Bloomberg