INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Global Banks Reducing Autocall Feb 2023 USD
ISIN: XS2458714651
STRIKE DATE: 13/02/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas SA63.320096.69
Banco Santander3.480511.026
Lloyds53.0700102.35
Goldman Sachs374.02001062.75

STRIKE DATE 13/02/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Reducing Autocall Coupon Rate: USD: 3.34% Quarterly (13.36% p.a.) Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level, 2.50% reducing every 3 months. Capital Risk: Not capital protected. Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 13.36%
ISIN XS2458714651
NEXT POTENTIAL MATURITY DATE 16/05/2024

EXPAND CLOSE
BNP Paribas 3 Year Dual Index Fixed Income Mar 2023 GBP
ISIN: XS2473133465
STRIKE DATE: 14/03/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5003,919.29007431.46
OMX Stockholm 302,186.36003113.57

STRIKE DATE 14/03/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 5.40% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 5.4% p.a.
ISIN XS2473133465
NEXT POTENTIAL MATURITY DATE 16/03/2026

EXPAND CLOSE
BNP Paribas 3 Year Dual Index Fixed Income Mar 2023 USD
ISIN: XS2473133119
STRIKE DATE: 14/03/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5003,919.29007431.46
OMX Stockholm 302,186.36003113.57

STRIKE DATE 14/03/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.40% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.4% p.a.
ISIN XS2473133119
NEXT POTENTIAL MATURITY DATE 16/03/2026

EXPAND CLOSE
Société Générale Banks Memory Knock-Out Autocall Mar 2023 USD
ISIN: XS2558238098
STRIKE DATE: 07/03/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA19.0840 - Knocked out73.3
Commerzbank AG11.820036.83
BBVA7.2870 - Knocked out20.09
Morgan Stanley96.0600214.04

STRIKE DATE 07/03/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Knock-out Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Knock Out Trigger: 95% of initial level Coupon Rate: USD: 5.64% Quarterly (22.56.% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 22.65% p.a.
ISIN XS2558238098
NEXT POTENTIAL MATURITY DATE 07/06/2024

EXPAND CLOSE
Société Générale Banks Memory Knock-Out Autocall Mar 2023 GBP
ISIN: XS2558273913
STRIKE DATE: 07/03/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA19.0840 - Knocked out73.3
Commerzbank AG11.820036.83
BBVA7.2870 - Knocked out20.09
Morgan Stanley96.0600214.04

STRIKE DATE 07/03/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Knock Out Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Knock Out Trigger: 95% of initial level Coupon Rate: GBP: 4.75% Quarterly (19.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 19.00%
ISIN XS2558273913
NEXT POTENTIAL MATURITY DATE 07/06/2024

EXPAND CLOSE
BNP Capital Protected Multi-Asset 9X Accelerator Jan 2023 ZAR
ISIN: ZAE000317269
STRIKE DATE: 17/01/2023
INDICATIVE PRICE: 196.36%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 196.36% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Diversified 5 Index265.5007302.6905

STRIKE DATE 17/01/2023
RETURN & BARRIERS
Investment Structure: Capital Protected Participation Note Participation Rate: ZAR= 900% in the Underlying Capital Risk: 100% Cap Protected
P.A. RETURN
ISIN ZAE000317269
NEXT POTENTIAL MATURITY DATE 18/01/2028

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Feb 2023 GBP
ISIN: XS2471148077
STRIKE DATE: 27/02/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,220.24802050.451
Eurostoxx 504,248.01006187.63
HSI19,943.510024718.1
Nikkei 22527,423.960066020.04

STRIKE DATE 27/02/2023
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 12.00% p.a.
ISIN XS2471148077
NEXT POTENTIAL MATURITY DATE 27/02/2025

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Feb 2023 USD
ISIN: XS2471147855
STRIKE DATE: 27/02/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,220.24802050.451
Eurostoxx 504,248.01006187.63
HSI19,943.510024718.1
Nikkei 22527,423.960066020.04

STRIKE DATE 27/02/2023
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: 7.30% Semi Annually (14.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 14.60%
ISIN XS2471147855
NEXT POTENTIAL MATURITY DATE 27/02/2025

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Feb 2023 EUR
ISIN: XS2471147939
STRIKE DATE: 27/02/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,220.24802050.451
Eurostoxx 504,248.01006187.63
HSI19,943.510024718.1
Nikkei 22527,423.960066020.04

STRIKE DATE 27/02/2023
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: EUR: 5.50% Semi Annually (11.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 11.00% p.a.
ISIN XS2471147939
NEXT POTENTIAL MATURITY DATE 27/02/2025

EXPAND CLOSE
CS Diversified Markets Memory Income Autocall Jan 2023 GBP
ISIN: XS2525914516
STRIKE DATE: 31/01/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,163.45006187.63
FTSE 1007,771.700010471.72
Nikkei 22527,327.110066020.04
S&P 5004,076.60007431.46

STRIKE DATE 31/01/2023
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 2.17 Quarterly (8.68% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.68% p.a.
ISIN XS2525914516
NEXT POTENTIAL MATURITY DATE 30/04/2024

EXPAND CLOSE
CS Diversified Markets Memory Income Autocall Jan 2023 USD
ISIN: XS2525910449
STRIKE DATE: 31/01/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,163.45006187.63
FTSE 1007,771.700010471.72
Nikkei 22527,327.110066020.04
S&P 5004,076.60007431.46

STRIKE DATE 31/01/2023
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 2.34% Quarterly (9.36% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.36% p.a.
ISIN XS2525910449
NEXT POTENTIAL MATURITY DATE 30/04/2024

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Feb 2023 EUR
ISIN: XS2458717670
STRIKE DATE: 24/02/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,178.82006187.63
S&P/TSX 601,218.16602050.451
Nikkei 22527,453.480066020.04
S&P/ASX 2007,307.03208804.037

STRIKE DATE 24/02/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: EUR : 3.48% Semi Annually (6.96% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.96% p.a.
ISIN XS2458717670
NEXT POTENTIAL MATURITY DATE 24/02/2024

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Feb 2023 USD
ISIN: XS2458717597
STRIKE DATE: 24/02/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,178.82006187.63
S&P/TSX 601,218.16602050.451
Nikkei 22527,453.480066020.04
S&P/ASX 2007,307.03208804.037

STRIKE DATE 24/02/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 4.41% Semi Annually (8.82% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.70% p.a.
ISIN XS2458717597
NEXT POTENTIAL MATURITY DATE 24/02/2024

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Feb 2023 GBP
ISIN: XS2458717324
STRIKE DATE: 24/02/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,178.82006187.63
S&P/TSX 601,218.16602050.451
Nikkei 22527,453.480066020.04
S&P/ASX 2007,307.03208804.037

STRIKE DATE 24/02/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi AnnualFirst Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate:GBP: 3.76% Semi Annually (7.52% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.52% p.a.
ISIN XS2458717324
NEXT POTENTIAL MATURITY DATE 24/02/2024

EXPAND CLOSE
Morgan Stanley Capital Protected Classic Autocall Feb 2023 USD
ISIN: XS2534746370
STRIKE DATE: 14/02/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,238.76006187.63
Nasdaq 10012,590.890029635.95
Nikkei 22527,602.770066020.04

STRIKE DATE 14/02/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities:Semi Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 3.64% Semi Annually ( 7.28% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 7.28% p.a.
ISIN XS2534746370
NEXT POTENTIAL MATURITY DATE 14/02/2025

EXPAND CLOSE
BBVA Low Hurdle Autocall Dec 2022 GBP
ISIN: XS2442508151
STRIKE DATE: 21/12/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5003,821.62007431.46
Eurostoxx 503,802.49006187.63
Nikkei 22526,568.030066020.04

STRIKE DATE 21/12/2022
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Low Hurdle Autocall Autocall Opportunities:Annual (First observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 13.5% Annually Low Hurdle Trigger: 90% of initial level at maturity for all accumulated coupons Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 13.50%
ISIN XS2442508151
NEXT POTENTIAL MATURITY DATE 21/12/2023

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Dec 2022 GBP
ISIN: XS2378611672
STRIKE DATE: 20/12/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,802.49006187.63
FTSE 1007,370.620010471.72
Nikkei 22526,568.030066020.04
S&P 5003,821.62007431.46

STRIKE DATE 20/12/2022
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: 6.375% Semi Annually (12.75% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.75% p.a.
ISIN XS2378611672
NEXT POTENTIAL MATURITY DATE 20/12/2023

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Jan 2023 GBP
ISIN: XS2442512930
STRIKE DATE: 27/01/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,178.01006187.63
FTSE 1007,765.150010471.72
Nikkei 22527,382.560066020.04
S&P 5004,070.56007431.46

STRIKE DATE 27/01/2023
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: 6.375% Semi Annually (12.75% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.75% p.a.
ISIN XS2442512930
NEXT POTENTIAL MATURITY DATE 29/07/2024

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Jan 2023 USD
ISIN: XS2442511700
STRIKE DATE: 27/01/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,178.01006187.63
FTSE 1007,765.150010471.72
Nikkei 22527,382.560066020.04
S&P 5004,070.56007431.46

STRIKE DATE 27/01/2023
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: 7.125% Semi-Annually (14.25% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 14.25% p.a.
ISIN XS2442511700
NEXT POTENTIAL MATURITY DATE 29/07/2024

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Jan 2023 EUR
ISIN: XS2442513078
STRIKE DATE: 27/01/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,178.01006187.63
FTSE 1007,765.150010471.72
Nikkei 22527,382.560066020.04
S&P 5004,070.56007431.46

STRIKE DATE 27/01/2023
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: EUR: 5.375% Semi-Annually (10.75% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.75% p.a.
ISIN XS2442513078
NEXT POTENTIAL MATURITY DATE 29/07/2024

EXPAND CLOSE