INTERNATIONAL PRODUCTS
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.80% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 12,644.4900 | 13134.14 |
| Eurostoxx 50 | 5,607.3900 | 5930.25 |
| Nikkei 225 | 47,582.1500 | 59349.17 |
| S&P 500 | 6,664.0100 | 7064.01 |
STRIKE DATE 17/10/2025
RETURN & 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: 6.00% Semi-Annually (12.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3095715846
NEXT POTENTIAL MATURITY DATE 19/10/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.98% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 12,644.4900 | 13134.14 |
| Eurostoxx 50 | 5,607.3900 | 5930.25 |
| Nikkei 225 | 47,582.1500 | 59349.17 |
| S&P 500 | 6,664.0100 | 7064.01 |
STRIKE DATE 17/10/2025
RETURN & BARRIERS
Credit Ratings: Moody’s A3, S&P A+
Source: BBVA 18.09.2025
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: USD: 6.20% Semi-Annually (12.40% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3095715929
NEXT POTENTIAL MATURITY DATE 19/10/2026
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 103.28% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 41,954.9800 | 47903.29 |
| SMI | 11,998.9600 | 13134.14 |
| Nikkei 225 | 44,790.3800 | 59349.17 |
| Nasdaq 100 | 24,223.6900 | 26479.47 |
STRIKE DATE 17/09/2025
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Low Hurdle Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Trigger: 100% of initial level, with a Low Hurdle of 80% at Maturity
Coupon Rate: 2.95% Quarterly (11.80% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2736748703
NEXT POTENTIAL MATURITY DATE 17/09/2026
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 97.29% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,372.3100 | 5930.25 |
| Russell 2000 | 2,403.0310 | 2764.97 |
| SMI | 12,018.6600 | 13134.14 |
| Nikkei 225 | 44,902.2700 | 59349.17 |
STRIKE DATE 16/09/2025
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 1.875% Quarterly (7.50% p.a.)
Income Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2736746160
NEXT POTENTIAL MATURITY DATE 16/09/2026
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 92.76% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,372.3100 | 5930.25 |
| OMX Stockholm 30 | 2,614.1990 | 3133.289 |
| Nikkei 225 | 44,902.2700 | 59349.17 |
| Russell 2000 | 2,403.0310 | 2764.97 |
STRIKE DATE 16/09/2025
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP: 1.70% Quarterly (6.80% p.a.)
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3100466989
NEXT POTENTIAL MATURITY DATE 16/09/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 94.14% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 12,018.6600 | 13134.14 |
| Eurostoxx 50 | 5,372.3100 | 5930.25 |
| Nikkei 225 | 44,902.2700 | 59349.17 |
| Russell 2000 | 2,403.0310 | 2764.97 |
STRIKE DATE 16/09/2025
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 1.775% Quarterly (7.10% p.a.)
Income Trigger:75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3095662543
NEXT POTENTIAL MATURITY DATE 16/09/2026
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,440.4000 | 5930.25 |
| FTSE 100 | 9,277.0300 | 10498.09 |
| S&P 500 | 6,615.2800 | 7064.01 |
STRIKE DATE 15/09/2025
RETURN & BARRIERS
Maximum Term: 2 years
Investment Structure: Reducing Autocall
Autocall Opportunities: Semi-Annual (First Observation at 6 months)
Autocall Trigger: 100% of initial level, reducing 7.00% per period
Coupon Rate: GBP: 3.30% Semi-Annually (6.60% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.60% p.a.
ISIN XS3111146463
NEXT POTENTIAL MATURITY DATE 16/03/2026
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 103.52% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Commerzbank AG | 33.1200 | 35.94 |
| UniCredit SpA | 67.5400 | 67.01 |
| Morgan Stanley | 156.6400 | 189.31 |
| Barclays | 384.6500 | 437.85 |
STRIKE DATE 15/09/2025
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Fixed Income
Fixed Income Rate: USD: 13.05% p.a.
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2736747051
NEXT POTENTIAL MATURITY DATE 15/09/2028
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 105.91% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,392.3600 | 5930.25 |
| FTSE 100 | 8,604.9800 | 10498.09 |
| Nikkei 225 | 37,644.2600 | 59349.17 |
| S&P 500 | 5,844.1900 | 7064.01 |
STRIKE DATE 12/05/2025
RETURN & 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: 5.00% Semi-Annually (10.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2958956752
NEXT POTENTIAL MATURITY DATE 12/05/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 104.99% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 8,233.5290 | 8949.393 |
| CAC 40 | 7,850.1000 | 8235.72 |
| Nikkei 225 | 37,644.2600 | 59349.17 |
| Russell 2000 | 2,092.1960 | 2764.97 |
STRIKE DATE 12/05/2025
RETURN & 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: 5.40% Semi-Annually (10.80% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2958971397
NEXT POTENTIAL MATURITY DATE 12/05/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.93% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Commerzbank AG | 25.8100 | 35.94 |
| Deutsche Bank AG | 24.6800 | 28.06 |
| UniCredit SpA | 56.0200 | 67.01 |
| Goldmans Sachs | 591.3400 | 411.31 |
STRIKE DATE 12/05/2025
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP: 2.8975% Quarterly (11.59% p.a.)
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2958115524
NEXT POTENTIAL MATURITY DATE 12/05/2026
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 95.62% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 9,283.2900 | 10498.09 |
| Nikkei 225 | 44,768.1200 | 59349.17 |
| S&P 500 | 6,584.2900 | 7064.01 |
| Eurostoxx 50 | 5,390.7100 | 5930.25 |
STRIKE DATE 12/09/2025
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Participation Growth Note
Participation Rate: USD: 130% Capped Participation on the Performance of the Weighted Basket at Maturity (Averaged in and out 4 months), Capped at 50% Growth
Capital Risk: 60% European
P.A. RETURN
ISIN XS3094839100
NEXT POTENTIAL MATURITY DATE 12/09/2030
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 94.12% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,386.7700 | 5930.25 |
| IBEX 35 | 15,321.3000 | 18142.6 |
| Nikkei 225 | 44,372.5000 | 59349.17 |
| HSI | 26,086.3200 | 26487.48 |
STRIKE DATE 11/09/2025
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Reducing Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level, reducing 2.5% per period
Coupon Rate: USD: 4.58% Semi-Annually (9.06% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3108801757
NEXT POTENTIAL MATURITY DATE 11/09/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 94.29% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,386.7700 | 5930.25 |
| IBEX 35 | 15,321.3000 | 18142.6 |
| Nikkei 225 | 44,372.5000 | 59349.17 |
| HSI | 26,086.3200 | 26487.48 |
STRIKE DATE 11/09/2025
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Reducing Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level, reducing 2.0% per period
Coupon Rate: USD: 4.76% Semi-Annually (9.52% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3108801914
NEXT POTENTIAL MATURITY DATE 11/09/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 94.59% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,386.7700 | 5930.25 |
| IBEX 35 | 15,321.3000 | 18142.6 |
| Nikkei 225 | 44,372.5000 | 59349.17 |
| HSI | 26,086.3200 | 26487.48 |
STRIKE DATE 11/09/2025
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Reducing Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level, reducing 1.5% per period
Coupon Rate: USD: 5.09% Semi-Annually (10.18% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3108801831
NEXT POTENTIAL MATURITY DATE 11/09/2026
COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 62.67% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Oracle | 288.6300 | 181.17 |
| Intel | 37.4300 | 66.26 |
| Tesla Inc | 438.6900 | 386.42 |
| Nvidia Corporation | 189.1100 | 199.88 |
STRIKE DATE 08/10/2025
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level with 60% Glider at month 12
Coupon Rate: USD: 6.00% Quarterly (24.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3154543014
NEXT POTENTIAL MATURITY DATE 08/04/20206
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,361.4700 | 5930.25 |
| FTSE 100 | 9,225.3900 | 10498.09 |
| S&P 500 | 6,532.0400 | 7064.01 |
STRIKE DATE 10/09/2025
RETURN & BARRIERS
Maximum Term: 2 years
Investment Structure: Semi-Annual Reducing Autocall
Autocall Opportunities: Semi-annual (First Observation at 6 months)
Autocall Trigger: 100% of initial level then reduced by 7% per period
Autocall Rate: USD = 3.375% Semi-Annual
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.75% p.a.
ISIN XS3108826408
NEXT POTENTIAL MATURITY DATE 10/03/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 92.39% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Commerzbank AG | 31.6800 | 35.94 |
| Societe Generale | 54.3600 | 71.76 |
| Lloyds | 83.5000 | 100.62 |
| Citi Group Inc | 95.9200 | 131.68 |
STRIKE DATE 09/10/2025
RETURN & BARRIERS
Maximum Term: 4 Years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 95% of initial level
Memory Income Rate: USD: 3.05% Quarterly (12.20% p.a.)
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3108854442
NEXT POTENTIAL MATURITY DATE 09/10/2026
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.65% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 42,791.6000 | 47903.29 |
| Nikkei 225 | 48,580.4400 | 59349.17 |
| Russell 2000 | 2,468.8480 | 2764.97 |
| FTSE 100 | 9,509.4000 | 10498.09 |
STRIKE DATE 09/10/2025
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: 1.8125% Quarterly (7.25% p.a.)
Income Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2736748372
NEXT POTENTIAL MATURITY DATE 09/10/2026
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.95% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 43,070.9500 | 47903.29 |
| Russell 2000 | 2,458.4230 | 2764.97 |
| Nikkei 225 | 47,950.8800 | 59349.17 |
| OMX Stockholm 30 | 2,722.1160 | 3133.289 |
STRIKE DATE 07/10/2025
RETURN & 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: 3.65% Semi-Annually (7.30% p.a.)
Capital Risk: None
Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3111092196
NEXT POTENTIAL MATURITY DATE 10/10/2028