INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 85-60 Memory Income Autocall Jan 2022 USD
ISIN: XS2317539075
STRIKE DATE: 12/01/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB27,714.260045075.6
CAC 407,237.19008071.36
HSI24,402.170027968.09
Nikkei 22528,765.660053375.6

STRIKE DATE 12/01/2022
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 = 3.50% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.00% p.a.
ISIN XS2317539075
NEXT POTENTIAL MATURITY DATE 13/01/2026

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall Jan 2022 GBP
ISIN: XS2386035013
STRIKE DATE: 13/01/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,563.850010171.76
Nikkei 22528,489.130053375.6
S&P/ASX 2007,474.35608927.526

STRIKE DATE 13/01/2022
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 = 4.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2386035013
NEXT POTENTIAL MATURITY DATE 15/01/2024

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall Jan 2022 USD
ISIN: XS2386034719
STRIKE DATE: 13/01/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,563.850010171.76
Nikkei 22528,489.130053375.6
S&P/ASX 2007,474.35608927.526

STRIKE DATE 13/01/2022
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: USD = 4.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2386034719
NEXT POTENTIAL MATURITY DATE 15/01/2024

EXPAND CLOSE
BBVA 75-60 Stock Reducing Autocall Nov 2021 USD
ISIN: XS2311598192
STRIKE DATE: 26/11/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Meta Platform Inc333.1200738.31
Micron Technology83.4200435.79
Snap Inc49.76007.24
Spotify Technology SA250.8900503.92

STRIKE DATE 26/11/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level, reducing 2% every 3 Months Floored at 75% Memory Income Rate: USD = 4.10% Quarterly (16.40% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -21.17
ISIN XS2311598192
NEXT POTENTIAL MATURITY DATE 26/11/2025

EXPAND CLOSE
BBVA Global Markets Autocall Jan 2022 GBP
ISIN: XS2317533201
STRIKE DATE: 07/01/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB27,618.470045075.6
CAC 407,219.48008071.36
Nikkei 22528,478.560053375.6
HSI23,493.380027968.09

STRIKE DATE 07/01/2022
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 101% of initial level Coupon Rate: GBP = 6.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 12.00% p.a.
ISIN XS2317533201
NEXT POTENTIAL MATURITY DATE 07/07/2025

EXPAND CLOSE
BBVA Global Markets Autocall Jan 2022 USD
ISIN: XS2317533383
STRIKE DATE: 07/01/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB27,618.470045075.6
CAC 407,219.48008071.36
Nikkei 22528,478.560053375.6
HSI23,493.380027968.09

STRIKE DATE 07/01/2022
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 101% of initial level Coupon Rate: USD = 6.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 13.00% p.a.
ISIN XS2317533383
NEXT POTENTIAL MATURITY DATE 07/07/2025

EXPAND CLOSE
BBVA Global Markets Autocall Jan 2022 EUR
ISIN: XS2317533466
STRIKE DATE: 07/01/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB27,618.470045075.6
CAC 407,219.48008071.36
Nikkei 22528,478.560053375.6
HSI23,493.380027968.09

STRIKE DATE 07/01/2022
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 101% of initial level Coupon Rate: EUR = 5.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 10.00% p.a.
ISIN XS2317533466
NEXT POTENTIAL MATURITY DATE 07/07/2025

EXPAND CLOSE
Goldman Sachs US Large Cap Memory Income Autocall Dec 2021 USD
ISIN: XS2403751840
STRIKE DATE: 09/12/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Apple Inc174.5600258.28
Meta Platform Inc329.8200738.31
Microsoft333.1000433.5
Nvidia Corporation30.4900192.51

STRIKE DATE 09/12/2021
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 = 2.50% Quarterly (10.00% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.00% p.a.
ISIN XS2403751840
NEXT POTENTIAL MATURITY DATE 10/06/2024

EXPAND CLOSE
Goldman Sachs China High Yield 50-50 Memory Income Autocall Dec 2021 USD
ISIN: XS2403707784
STRIKE DATE: 01/12/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
KE Holdings Inc (ADR)19.840019.34
JD.com Inc (ADR)85.180029.07
Pinduoduo Inc (ADR)62.1100102.7
Vipshop Holdings Ltd (ADR)9.560017.5

STRIKE DATE 01/12/2021
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 90% of initial level Memory Income Rate: USD = 4.5375% Quarterly (18.15% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -10.55 p.a.
ISIN XS2403707784
NEXT POTENTIAL MATURITY DATE 01/12/2025

EXPAND CLOSE
BBVA US Tech Hybrid Memory Income Autocall Dec 2021 GBP
ISIN: XS2311609064
STRIKE DATE: 09/12/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
CrowdStrike Holdings Inc201.2700444.62
Peloton Interactive Inc40.70005.73
Palantir Technologies Inc19.2100151.86
Splunk Inc113.2400157

STRIKE DATE 09/12/2021
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Hybrid Memory Income Autocall Income Trigger: 50% of initial level Income Rate: GBP = 2.25% Quarterly (9.00% p.a.) Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Autocall Coupon Rate: GBP = 1.50% Quarterly (6.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -20.28% p.a.
ISIN XS2311609064
NEXT POTENTIAL MATURITY DATE 09/12/2025

EXPAND CLOSE
BBVA US Tech Hybrid Memory Income Autocall Dec 2021 USD
ISIN: XS2311609221
STRIKE DATE: 09/12/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
CrowdStrike Holdings Inc201.2700444.62
Peloton Interactive Inc40.70005.73
Palantir Technologies Inc19.2100151.86
Splunk Inc113.2400157

STRIKE DATE 09/12/2021
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Hybrid Memory Income Autocall Income Trigger: 50% of initial level Income Rate: USD = 2.50% Quarterly (10.00% p.a.) Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Autocall Coupon Rate: USD = 1.50% Quarterly (6.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -20.2175% p.a.
ISIN XS2311609221
NEXT POTENTIAL MATURITY DATE 09/12/2025

EXPAND CLOSE
BBVA US Tech Hybrid Memory Income Autocall Dec 2021 EUR
ISIN: XS2311609148
STRIKE DATE: 09/12/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
CrowdStrike Holdings Inc201.2700444.62
Peloton Interactive Inc40.70005.73
Palantir Technologies Inc19.2100151.86
Splunk Inc113.2400157

STRIKE DATE 09/12/2021
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Hybrid Memory Income Autocall Income Trigger: 50% of initial level Income Rate: EUR = 2.00% Quarterly (8.00% p.a.) Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Autocall Coupon Rate: EUR = 1.50% Quarterly (6.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -20.34% p.a.
ISIN XS2311609148
NEXT POTENTIAL MATURITY DATE 09/12/2025

EXPAND CLOSE
UniCredit AG 85-65 Memory Income Autocall Dec 2021 GBP
ISIN: DE000HB0Z1F5
STRIKE DATE: 07/12/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5004,686.75006969.01
HSI23,983.660027968.09
FTSE MIB27,137.980045075.6
Nikkei 22528,455.600053375.6

STRIKE DATE 07/12/2021
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 105% Memory Income Rate: GBP = 3.00% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6% p.a.
ISIN DE000HB0Z1F5
NEXT POTENTIAL MATURITY DATE 07/12/2025

EXPAND CLOSE
UniCredit AG 85-65 Memory Income Autocall Dec 2021 USD
ISIN: DE000HB0Z1G3
STRIKE DATE: 07/12/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5004,686.75006969.01
HSI23,983.660027968.09
FTSE MIB27,137.980045075.6
Nikkei 22528,455.600053375.6

STRIKE DATE 07/12/2021
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 105% Memory Income Rate: USD = 3.50% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7% p.a.
ISIN DE000HB0Z1G3
NEXT POTENTIAL MATURITY DATE 08/12/2025

EXPAND CLOSE
BBVA 80-70 Hybrid Memory Income Autocall Oct 2021 USD
ISIN: XS2311148071
STRIKE DATE: 29/10/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,250.56005891.95
FTSE 1007,237.570010171.76
Nikkei 22528,892.690053375.6
S&P 5004,605.38006969.01

STRIKE DATE 29/10/2021
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Hybrid Memory Income Autocall Income Trigger: 80% of initial level Income Rate: 2.55% Semi-annual (5.10% p.a.) Autocall Opportunities: Semi Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Autocall Coupon Rate: 0.75% Semi-annual (1.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 6.60% p.a.
ISIN XS2311148071
NEXT POTENTIAL MATURITY DATE 30/04/2024

EXPAND CLOSE
BBVA Developed Markets Classic Autocall Oct 2021 GBP
ISIN: XS2311145051
STRIKE DATE: 29/10/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,237.570010171.76
Eurostoxx 504,250.56005891.95
S&P/ASX 2007,323.73708927.526
HSI25,377.240027968.09

STRIKE DATE 29/10/2021
RETURN & BARRIERS
Investment Structure: Semi Annual Autocall Autocall opportunities: Semi Annual (First observation at 18 months) Autocall Trigger: 100% of initial level Autocall Coupon: 3.50% Semi Annual (7% PA) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7% p.a.
ISIN XS2311145051
NEXT POTENTIAL MATURITY DATE 29/10/2025

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall Nov 2021 GBP
ISIN: XS2385710228
STRIKE DATE: 18/11/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,255.960010171.76
IBEX 358,903.200017589.7
S&P/ASX 2007,379.20308927.526

STRIKE DATE 18/11/2021
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 = 4.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 22.50% p.a.
ISIN XS2385710228
NEXT POTENTIAL MATURITY DATE 20/05/2024

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall Nov 2021 USD
ISIN: XS2385710574
STRIKE DATE: 18/11/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,255.960010171.76
IBEX 358,903.200017589.7
S&P/ASX 2007,379.20308927.526

STRIKE DATE 18/11/2021
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 = 4.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 22.50% p.a.
ISIN XS2385710574
NEXT POTENTIAL MATURITY DATE 20/05/2024

EXPAND CLOSE
BBVA Global Markets Classic Autocall Nov 2021 GBP
ISIN: XS2311592070
STRIKE DATE: 24/11/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB27109.345075.6
CAC 407042.238071.36
Nikkei 22529302.6653375.6
HSI24685.527968.09

STRIKE DATE 24/11/2021
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 Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 10.00% p.a.
ISIN XS2311592070
NEXT POTENTIAL MATURITY DATE 25/11/2025

EXPAND CLOSE
BBVA Global Markets Classic Autocall Nov 2021 USD
ISIN: XS2311592153
STRIKE DATE: 24/11/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB27109.345075.6
CAC 407042.238071.36
Nikkei 22529302.6653375.6
HSI24685.527968.09

STRIKE DATE 24/11/2021
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 = 5.60% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 11.20% p.a.
ISIN XS2311592153
NEXT POTENTIAL MATURITY DATE 25/11/2025

EXPAND CLOSE