INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Diversified Markets Memory Income Autocall Aug 2023 USD
ISIN: XS2543364165
STRIKE DATE: 31/08/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,305.26909065.067
S&P 5004,507.66007353.73
Nikkei 22532,619.340061077.9
Eurostoxx 504,297.11006231.54

STRIKE DATE 31/08/2023
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: 1.925% Quarterly (7.70% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.70% p.a.
ISIN XS2543364165
NEXT POTENTIAL MATURITY DATE 03/09/2024

EXPAND CLOSE
BBVA Diversified Markets Memory Income Autocall Aug 2023 GBP
ISIN: XS2543364082
STRIKE DATE: 31/08/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,305.26909065.067
S&P 5004,507.66007353.73
Nikkei 22532,619.340061077.9
Eurostoxx 504,297.11006231.54

STRIKE DATE 31/08/2023
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: 1.925% Quarterly (7.70% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.70%
ISIN XS2543364082
NEXT POTENTIAL MATURITY DATE 03/09/2024

EXPAND CLOSE
BBVA Global Markets Memory Income Autocall Aug 2023 USD
ISIN: XS2580074842
STRIKE DATE: 31/08/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,305.26909065.067
FTSE 1007,439.130010782.66
HSI18,382.060024796.98
Nikkei 22532,619.340061077.9

STRIKE DATE 31/08/2023
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: 1.97% Quarterly (7.88% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.88% p.a.
ISIN XS2580074842
NEXT POTENTIAL MATURITY DATE 02/12/2024

EXPAND CLOSE
Société Générale Green Energy Enhanced 50-50 Memory Income Sep 2023 USD
ISIN: XS2659578541
STRIKE DATE: 27/09/2023
INDICATIVE PRICE: 23.01%
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 23.01% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Enphase Energy Inc120.110028.97
Plug Power Inc7.73001.35
Sunrun Inc12.41009.87
Solaredge Technologies Inc128.010026.2

STRIKE DATE 27/09/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Knock-Out Trigger 90% of initial level then reduced by 5% quarterly floored at 50%) Memory Income Rate: USD: 5.15% Quarterly (20.60% p.a) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS2659578541
NEXT POTENTIAL MATURITY DATE 27/03/2026

EXPAND CLOSE
Morgan Stanley Capital Protected Classic Autocall Sep 2023 GBP
ISIN: XS2655173669
STRIKE DATE: 28/09/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,161.56006231.54
S&P/ASX 2007,024.75509065.067
Nikkei 22531,872.520061077.9

STRIKE DATE 28/09/2023
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: GBP: 4.77% Semi-Annually (9.54% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 9.54% p.a.
ISIN XS2655173669
NEXT POTENTIAL MATURITY DATE 28/09/2026

EXPAND CLOSE
Morgan Stanley Capital Protected Classic Autocall Sep 2023 USD
ISIN: XS2655173586
STRIKE DATE: 28/09/2023
INDICATIVE PRICE: Not available
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,161.56006231.54
S&P/ASX 2007,024.75509065.067
Nikkei 22531,872.520061077.9

STRIKE DATE 28/09/2023
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: USD: 4.20% Semi-Annually (8.40% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2655173586
NEXT POTENTIAL MATURITY DATE 28/12/2026

EXPAND CLOSE
BBVA Global Stocks Memory Income Autocall Aug 2023 USD 
ISIN: XS2580050313
STRIKE DATE: 25/08/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Air Products & Chemicals Inc288.3000309.49
Unilever4,036.50005032
Northrop Grumman Corp429.5600525.25
Procter & Gamble PG153.5400167.1

STRIKE DATE 25/08/2023
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: USD: 2.515% Quarterly (10.06% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.06% p.a.
ISIN XS2580050313
NEXT POTENTIAL MATURITY DATE 25/11/2024

EXPAND CLOSE
Citi European Banks 1 Year Fixed Income Sep 2023 USD
ISIN: XS2663092521
STRIKE DATE: 26/09/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG9.552038.73
UniCredit SpA22.560077.18
BBVA7.370022.9

STRIKE DATE 26/09/2023
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: USD: 11.252% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 11.252% p.a.
ISIN XS2663092521
NEXT POTENTIAL MATURITY DATE 26/09/2024

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income Aug 2023 GBP
ISIN: XS2567931642
STRIKE DATE: 24/08/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,333.630010782.66
S&P 5004,376.31007353.73
Eurostoxx 504,232.22006231.54

STRIKE DATE 24/08/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.60 % p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.60% p.a.
ISIN XS2567931642
NEXT POTENTIAL MATURITY DATE 24/08/2026

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income Sep 2023 GBP
ISIN: XS2581071102
STRIKE DATE: 22/09/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,683.910010782.66
S&P 5004,320.06007353.73
Nikkei 22532,402.410061077.9

STRIKE DATE 22/09/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 7.20% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.20% p.a.
ISIN XS2581071102
NEXT POTENTIAL MATURITY DATE 29/09/2026

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income Sep 2023 USD
ISIN: XS2581071284
STRIKE DATE: 22/09/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,683.910010782.66
S&P 5004,320.06007353.73
Nikkei 22532,402.410061077.9

STRIKE DATE 22/09/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.70% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.70% p.a.
ISIN XS2581071284
NEXT POTENTIAL MATURITY DATE 29/09/2026

EXPAND CLOSE
BBVA 2 Year Memory Income Note Aug 2023 GBP 
ISIN: XS2580050156
STRIKE DATE: 22/08/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,270.760010782.66
S&P 5004,387.55007353.73

STRIKE DATE 22/08/2023
RETURN & BARRIERS
Term: 2 years Investment Structure: Memory Income Memory Income Rate: GBP: 6.40% Annually Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.40% p.a.
ISIN XS2580050156
NEXT POTENTIAL MATURITY DATE 22/08/2025

EXPAND CLOSE
BBVA Enhanced Protection Memory Income Autocall June 2023 USD
ISIN: XS2515307341
STRIKE DATE: 29/06/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,194.91209065.067
Eurostoxx 504,354.69006231.54
Nikkei 22533,234.140061077.9
S&P 5004,396.44007353.73

STRIKE DATE 29/06/2023
RETURN & BARRIERS
Investment Structure: Semi-annual Memory Income Autocall Autocall opportunities: Semi-Annually (First observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 3.00% Semi-annual Income Trigger: 75% of initial level Protection Barrier: 50%
P.A. RETURN 6.00% p.a.
ISIN XS2515307341
NEXT POTENTIAL MATURITY DATE 30/06/2025

EXPAND CLOSE
BNP Paribas Capital Protected Growth Participation Aug 2023 USD
ISIN: XS2576622331
STRIKE DATE: 18/08/2023
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 5004,370.36007353.73

STRIKE DATE 18/08/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Capital Protected Participation Participation Rate: USD: 100% participation in the Index at maturity (Capped at 127%) Capital Risk: 100% Capital protected
P.A. RETURN 9% p.a.
ISIN XS2576622331
NEXT POTENTIAL MATURITY DATE 18/08/2026

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Sep 2023 GBP
ISIN: XS2580064298
STRIKE DATE: 19/09/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,196.62809065.067
Eurostoxx 504,242.70006231.54
Nikkei 22533,242.590061077.9
S&P 5004,443.95007353.73

STRIKE DATE 19/09/2023
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: 4.00% Semi-Annual (8.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2580064298
NEXT POTENTIAL MATURITY DATE 19/09/2024

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Sep 2023 USD
ISIN: XS2580064371
STRIKE DATE: 19/09/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,196.62809065.067
Eurostoxx 504,242.70006231.54
Nikkei 22533,242.590061077.9
S&P 5004,443.95007353.73

STRIKE DATE 19/09/2023
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: 4.05% Semi-Annual (8.10% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.10% p.a.
ISIN XS2580064371
NEXT POTENTIAL MATURITY DATE 19/09/2024

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Sep 2023 EUR
ISIN: XS2580064025
STRIKE DATE: 19/09/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,196.62809065.067
Eurostoxx 504,242.70006231.54
Nikkei 22533,242.590061077.9
S&P 5004,443.95007353.73

STRIKE DATE 19/09/2023
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: EUR: 3.10% Semi-Annual (6.20% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.20% p.a.
ISIN XS2580064025
NEXT POTENTIAL MATURITY DATE 19/09/2024

EXPAND CLOSE
BBVA SEMI-ANNUAL CLASSIC AUTOCALL SEP 2023 GBP
ISIN: XS2580063563
STRIKE DATE: 14/09/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,186.54709065.067
Eurostoxx 504,279.75006231.54
Nikkei 22533,168.100061077.9
S&P 5004,505.10007353.73

STRIKE DATE 14/09/2023
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: 6.50% Semi-Annually (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 13.00% p.a.
ISIN XS2580063563
NEXT POTENTIAL MATURITY DATE 17/09/2024

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Sep 2023 USD
ISIN: XS2580063647
STRIKE DATE: 14/09/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,186.54709065.067
Eurostoxx 504,279.75006231.54
Nikkei 22533,168.100061077.9
S&P 5004,505.10007353.73

STRIKE DATE 14/09/2023
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: 6.50% Semi-Annually (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 13.00% p.a.
ISIN XS2580063647
NEXT POTENTIAL MATURITY DATE 17/09/2024

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Sep 2023 EUR
ISIN: XS2580063480
STRIKE DATE: 14/09/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,186.54709065.067
Eurostoxx 504,279.75006231.54
Nikkei 22533,168.100061077.9
S&P 5004,505.10007353.73

STRIKE DATE 14/09/2023
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: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.00% p.a.
ISIN XS2580063480
NEXT POTENTIAL MATURITY DATE 17/09/2024

EXPAND CLOSE