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PRODUCT VALUATION REPORT

BBVA World Markets Annual Memory Income Autocall Aug 2020 USD (2)

Strike Date: 14/08/2020
Next Observation Date: 14/08/2026
Final Observation Date: 14/08/2026
Returns and Barriers: 
Investment Structure: Memory Income Autocall
Autocall Opportunities: Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 9% Annually
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
ISIN: XS2161288001
Currency: USD
Current Price: 101.51% (as at 10/04/2026 10:32 UK Time)
Coupons Paid to Date: 45.0000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
Dow Jones Industrial Average27,931.0248,185.8072.52%
Eurostoxx 503,305.055,896.2978.40%
HSCEI10,266.468,611.83-16.12%
S&P/TSX 60990.341,944.1296.31%
Source: Bloomberg