INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Developed Indices Classic Autocall April 2025 USD
ISIN: XS2958613395
STRIKE DATE: 03/04/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,113.28006545.47
Nikkei 22533,780.580068308.59
S&P 5005,396.52007798.99

STRIKE DATE 03/04/2025
RETURN & BARRIERS
6.55% Semi Annual Snowballing Coupon, 100% Autocall Trigger from 12 Months, 60% European Barrier
P.A. RETURN 13.10% p.a.
ISIN XS2958613395
NEXT POTENTIAL MATURITY DATE 07/04/2026

EXPAND CLOSE
BBVA Diversified Indices Classic Autocall April 2025 USD
ISIN: XS2958613122
STRIKE DATE: 03/04/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,113.28006545.47
Nikkei 22533,780.580068308.59
S&P 5005,396.52007798.99
FTSE 1008,474.740010772.67

STRIKE DATE 03/04/2025
RETURN & BARRIERS
7.05% Semi Annual Snowballing Coupon, 100% Autocall Trigger from 12 Months, 60% European Barrie
P.A. RETURN 14.10% p.a.
ISIN XS2958613122
NEXT POTENTIAL MATURITY DATE 07/04/2026

EXPAND CLOSE
BBVA Developed Indices Classic Autocall April 2025 GBP
ISIN: XS2958961166
STRIKE DATE: 03/04/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,113.28006545.47
Nikkei 22533,780.580068308.59
S&P 5005,396.52007798.99

STRIKE DATE 03/04/2025
RETURN & BARRIERS
6.30% Semi Annual Snowballing Coupon, 100% Autocall Trigger from 12 Months, 60% European Barrier
P.A. RETURN 12.60% p.a.
ISIN XS2958961166
NEXT POTENTIAL MATURITY DATE 07/04/2026

EXPAND CLOSE
Barclays Triple Index Classic Autocall April 2025 EUR
ISIN: XS2926288460
STRIKE DATE: 03/04/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,113.28006545.47
Nikkei 22533,780.580068308.59
S&P 5005,396.52007798.99

STRIKE DATE 03/04/2025
RETURN & BARRIERS
4.35% Semi Annual Snowballing Coupon, 100% Autocall Trigger from 12 Months, 60% European Barrier
P.A. RETURN 8.70% p.a.
ISIN XS2926288460
NEXT POTENTIAL MATURITY DATE 07/04/2026

EXPAND CLOSE
Barclays Diversified Indices Classic Autocall April 2025 EUR
ISIN: XS2926289278
STRIKE DATE: 03/04/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,113.28006545.47
Nikkei 22533,780.580068308.59
S&P 5005,396.52007798.99
FTSE 1008,474.740010772.67

STRIKE DATE 03/04/2025
RETURN & BARRIERS
4.75% Semi Annual Snowballing Coupon, 100% Autocall Trigger from 12 Months, 60% European Barrier
P.A. RETURN 9.50% p.a.
ISIN XS2926289278
NEXT POTENTIAL MATURITY DATE 07/04/2026

EXPAND CLOSE
BBVA 2 Year Banks Fixed Income May 2025 USD
ISIN: XS2958911658
STRIKE DATE: 12/05/2025
INDICATIVE PRICE: 118.38%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE 118.38% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG25.810039.86
UniCredit SpA56.020085.41
Morgan Stanley127.0600218.38
Barclays313.3000519

STRIKE DATE 12/05/2025
RETURN & BARRIERS
27.00% Fixed Income Rate at Maturity, 50% European Barrier
P.A. RETURN
ISIN XS2958911658
NEXT POTENTIAL MATURITY DATE 12/05/2027

EXPAND CLOSE
BBVA Triple Index Classic Autocall May 2025 USD
ISIN: XS3006656089
STRIKE DATE: 30/05/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,366.59006545.47
SMI12,227.080014475.13
OMX Stockholm 302,496.03903281.461

STRIKE DATE 30/05/2025
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: USD: 4.00% Semi-Annually (8.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) Losses capped at a maximum of 50%
P.A. RETURN
ISIN XS3006656089
NEXT POTENTIAL MATURITY DATE 01/06/2026

EXPAND CLOSE
Barclays Banks 1 Year Fixed Income May 2025 EUR
ISIN: XS3025679567
STRIKE DATE: 28/05/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA56.960085.41
Commerzbank AG26.540039.86
Morgan Stanley127.5100218.38

STRIKE DATE 28/05/2025
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: EUR: 7.35% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 7.35% p.a.
ISIN XS3025679567
NEXT POTENTIAL MATURITY DATE 28/05/2026

EXPAND CLOSE
Soc Gén Memory Income Knock-Out Reducing Autocall May 2025 USD
ISIN: XS3048551777
STRIKE DATE: 19/05/2025
INDICATIVE PRICE: 83.62%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 83.62% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rheinmetall AG1,752.50001164.6
Fortinet104.7500165.44
Leonardo SpA49.940059.3
Palo Alto Networks Inc194.3000396

STRIKE DATE 19/05/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Reducing Knock-Out Autocall Autocall Opportunities: Semi-annual (First Observation at 12 months) Knock Out Trigger: 95% of initial level (Reduced by 5% every 6 months) Memory Income Rate: USD: 7.00% Semi-annual (14.00% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% European barrier
P.A. RETURN
ISIN XS3048551777
NEXT POTENTIAL MATURITY DATE 19/11/2026

EXPAND CLOSE
Soc Gen EV Memory Income Reducing Autocall May 2025 USD
ISIN: XS3048696317
STRIKE DATE: 23/05/2025
INDICATIVE PRICE: 63.82%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE 63.82% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rivian Automotive Inc15.630015.82
NIO Inc3.82004.5
BYD Company Limited155.051288.4

STRIKE DATE 23/05/2025
RETURN & BARRIERS
11.75% Semi-Annual Memory Coupon if all above 60%, 90% Autocall Trigger from 12 months then reduced 1.75% every 6 months, 60% Barrier (E)
P.A. RETURN
ISIN XS3048696317
NEXT POTENTIAL MATURITY DATE 23/11/2026

EXPAND CLOSE
Soc Gen US Tech Memory Income Reducing Autocall May 2025 USD
ISIN: XS3048696408
STRIKE DATE: 23/05/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com200.9900265.13
Meta Platform Inc627.0600594.97
Nvidia Corporation131.2900225.3
Tesla Inc339.3400339.96

STRIKE DATE 23/05/2025
RETURN & BARRIERS
8.75% Semi-Annual Memory Coupon if all above 60%, 90% Autocall Trigger from 12 months then reduced 1.75% every 6 months, 60% Barrier (E)
P.A. RETURN 17.50 p.a.
ISIN XS3048696408
NEXT POTENTIAL MATURITY DATE 26/05/2026

EXPAND CLOSE
Barclays Triple Index 85-65 Memory Income Autocall May 2025 GBP
ISIN: XS3025602692
STRIKE DATE: 23/05/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,717.970010772.67
Eurostoxx 505,326.31006545.47
S&P 5005,802.82007798.99

STRIKE DATE 23/05/2025
RETURN & BARRIERS
2.0325% Quarterly Memory Coupon if all above 85%, 100% Autocall Trigger from 12 Months, 65% European Barrier
P.A. RETURN 8.13% p.a.
ISIN XS3025602692
NEXT POTENTIAL MATURITY DATE 26/05/2026

EXPAND CLOSE
Barclays 50-50 Memory Income Autocall May 2025
ISIN: XS2998361260
STRIKE DATE: 22/05/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA57.270085.41
Commerzbank AG26.630039.86
BBVA13.680024.91
Morgan Stanley126.2600218.38

STRIKE DATE 22/05/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 3.55% Quarterly (14.20% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 14.20% p.a.
ISIN XS2998361260
NEXT POTENTIAL MATURITY DATE 26/05/2026

EXPAND CLOSE
BBVA 2 Year Banks Fixed Income May 2025
ISIN: XS3006600459
STRIKE DATE: 22/05/2025
INDICATIVE PRICE: 115.49%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 115.49% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG26.630039.86
UniCredit SpA57.270085.41
Morgan Stanley126.2600218.38
Barclays326.6500519

STRIKE DATE 22/05/2025
RETURN & BARRIERS
Maximum Term: 2 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 24.65% at Maturity Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3006600459
NEXT POTENTIAL MATURITY DATE 24/05/2027

EXPAND CLOSE
Morgan Stanley 100% Capital Protected Autocall GBP June 2025
ISIN: XS3043292898
STRIKE DATE: 23/06/2025
INDICATIVE PRICE: 106.74%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 106.74% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB38,840.510053693.27
Nikkei 22538,354.090068308.59
Russell 20002,132.68403052.847

STRIKE DATE 23/06/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Capital Protected Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 4.00% Semi-Annually (8.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3043292898
NEXT POTENTIAL MATURITY DATE 23/06/2028

EXPAND CLOSE
Morgan Stanley 100% Capital Protected Autocall USD June 2025
ISIN: XS3043292971
STRIKE DATE: 23/06/2025
INDICATIVE PRICE: 107.15%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 107.15% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB38,840.510053693.27
Nikkei 22538,354.090068308.59
Russell 20002,132.68403052.847

STRIKE DATE 23/06/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Capital Protected Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 4.00% Semi-Annually (8.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3043292971
NEXT POTENTIAL MATURITY DATE 23/06/2028

EXPAND CLOSE
Barclays 60-60 Memory Income Autocall GBP June 2025
ISIN: XS3037359505
STRIKE DATE: 23/06/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,424.03903281.461
FTSE MIB38,840.510053693.27
Nikkei 22538,354.090068308.59
Russell 20002,132.68403052.847

STRIKE DATE 23/06/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 3.50% Semi-Annual (7.00% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.00% p.a.
ISIN XS3037359505
NEXT POTENTIAL MATURITY DATE 23/06/2026

EXPAND CLOSE
Barclays 60-60 Memory Income Autocall USD June 2025
ISIN: XS3037359687
STRIKE DATE: 23/06/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,424.03903281.461
FTSE MIB38,840.510053693.27
Nikkei 22538,354.090068308.59
Russell 20002,132.68403052.847

STRIKE DATE 23/06/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 3.60% Semi-Annual (7.20% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.20% p.a.
ISIN XS3037359687
NEXT POTENTIAL MATURITY DATE 23/06/2026

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall GBP June 2025
ISIN: XS3006663887
STRIKE DATE: 20/06/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 303281.461
FTSE MIB39,231.350053693.27
Nikkei 22538,403.230068308.59
Russell 20002,109.26703052.847

STRIKE DATE 20/06/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 3.95% Semi-Annual (7.90% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.90% p.a.
ISIN XS3006663887
NEXT POTENTIAL MATURITY DATE 22/06/2026

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall USD June 2025
ISIN: XS3006663705
STRIKE DATE: 20/06/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,424.03903281.461
FTSE MIB39,231.350053693.27
Nikkei 22538,403.230068308.59
Russell 20002,109.26703052.847

STRIKE DATE 20/06/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 4.25% Semi-Annual (8.50% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.50% p.a.
ISIN XS3006663705
NEXT POTENTIAL MATURITY DATE 22/06/2026

EXPAND CLOSE