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PRODUCT VALUATION REPORT

BBVA Enhanced Income Autocall Feb 2018 USD

Strike Date: 14/02/2018
Next Observation Date:
Final Observation Date:
Returns and Barriers: 
2.5% Quarterly Coupon if above 80%
100% Autocall Trigger from 24 months
60% Final Level Barrier (European)
ISIN: XS1749432578
Currency: USD
Current Price:
Coupons Paid to Date:
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
Nasdaq 1006,675.0319,423.07190.98%
FTSE 1007,213.978,240.9714.24%
HSCEI12,260.996,017.53-50.92%
S&P/ASX 2005,841.248,075.7338.25%
Source: Bloomberg