INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA E-Commerce Fixed Income Autocall Jun 2022 GBP
ISIN: XS2378607134
STRIKE DATE: 28/06/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com107.4000233.66
Etsy Inc74.040080.91
Paypal71.820056
Wayfair Inc50.320082.68

STRIKE DATE 28/06/2022
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Fixed Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Fixed Income Rate: USD: 3.00% Quarterly (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 12.00% p.a.
ISIN XS2378607134
NEXT POTENTIAL MATURITY DATE 29/06/2026

EXPAND CLOSE
BBVA E-Commerce Fixed Income Autocall Jun 2022 USD
ISIN: XS2378607217
STRIKE DATE: 28/06/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com107.4000233.66
Etsy Inc74.040080.91
Paypal71.820056
Wayfair Inc50.320082.68

STRIKE DATE 28/06/2022
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Fixed Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Fixed Income Rate: USD: 3.00% Quarterly (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 12.00% p.a.
ISIN XS2378607217
NEXT POTENTIAL MATURITY DATE 29/06/2026

EXPAND CLOSE
BBVA Triple Index Classic Autocall May 2022 GBP
ISIN: XS2378595883
STRIKE DATE: 23/05/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,708.39006210.17
CAC 406,358.74008299.09
FTSE 1007,513.440010639.17

STRIKE DATE 23/05/2022
RETURN & BARRIERS

P.A. RETURN 8.80% p.a.
ISIN XS2378595883
NEXT POTENTIAL MATURITY DATE 23/05/2023

EXPAND CLOSE
BNP 85-75 Memory Income Autocall May 2022 ZAR
ISIN: ZAE000311015
STRIKE DATE: 13/05/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BNP
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,418.150010639.17
Eurostoxx 503,703.42006210.17
HSI19,898.770025210.81
S&P 5004,023.89007408.3

STRIKE DATE 13/05/2022
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi Annual (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: ZAR = 6.20% Semi Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 75% Final level (European style
P.A. RETURN 12.40% p.a.
ISIN ZAE000311015
NEXT POTENTIAL MATURITY DATE 13/05/2025

    EXPAND CLOSE
    Goldman Sachs 85-65 Memory Income Autocall May 2022 USD
    ISIN: XS2466485229
    STRIKE DATE: 20/05/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2007,145.64408838.994
    CAC 406,285.24008299.09
    FTSE MIB24,095.000051315.84
    FTSE 1007,389.980010639.17

    STRIKE DATE 20/05/2022
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Income Autocall with One Star Effect Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD= 1.90% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 7.60% p.a.
    ISIN XS2466485229
    NEXT POTENTIAL MATURITY DATE 22/05/2023

    EXPAND CLOSE
    BNP 85-65 Memory Income Autocall With One Star May 2022 USD
    ISIN: XS2367915308
    STRIKE DATE: 20/05/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    CAC 406,285.24008299.09
    FTSE MIB24,095.000051315.84
    FTSE 1007,389.980010639.17
    S&P 5003,901.36007408.3

    STRIKE DATE 20/05/2022
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Memory Income Autocall with One Star Effect Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD= 3.50% Semi Annual Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style) One Star Effect Trigger: 100% of initial level
    P.A. RETURN 7.00% p.a.
    ISIN XS2367915308
    NEXT POTENTIAL MATURITY DATE 22/05/2023

    EXPAND CLOSE
    Morgan Stanley Triple Index Classic Autocall June 2022 GBP
    ISIN: XS2477010875
    STRIKE DATE: 22/06/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,464.64006210.17
    Nasdaq 10011,527.710028454.81
    Nikkei 22526,149.550066422.6

    STRIKE DATE 22/06/2022
    RETURN & BARRIERS
    Maximum Term: 5 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 Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 10.80% p.a.
    ISIN XS2477010875
    NEXT POTENTIAL MATURITY DATE 22/06/2023

    EXPAND CLOSE
    Morgan Stanley Triple Index Classic Autocall Jun 2022 USD
    ISIN: XS2477011097
    STRIKE DATE: 22/06/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,464.64006210.17
    Nasdaq 10011,527.710028454.81
    Nikkei 22526,149.550066422.6

    STRIKE DATE 22/06/2022
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 6.75% Semi-Annually Capital Risk: Not capital protected
    P.A. RETURN 13.50% p.a.
    ISIN XS2477011097
    NEXT POTENTIAL MATURITY DATE 22/06/2023

    EXPAND CLOSE
    BNP FTSE 100 Classic Autocall May 2022 GBP
    ISIN: XS2379653707
    STRIKE DATE: 09/05/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY BNP
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,216.580010639.17

    STRIKE DATE 09/05/2022
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Annually (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 7.10% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.10% p.a.
    ISIN XS2379653707
    NEXT POTENTIAL MATURITY DATE 09/05/2024

      EXPAND CLOSE
      BBVA Global Banks Defensive Autocall Jun 2022 USD
      ISIN: XS2378591205
      STRIKE DATE: 07/06/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Commerzbank AG8.364036.35
      Societe Generale25.200075.76
      Barclays169.0000519.5
      Goldman Sachs321.51001074.72

      STRIKE DATE 07/06/2022
      RETURN & BARRIERS
      Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: GBP = 4.50% Quarterly (18.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN
      ISIN XS2378591205
      NEXT POTENTIAL MATURITY DATE 08/03/2023

      EXPAND CLOSE
      BBVA Global Banks Defensive Autocall Jun 2022 GBP
      ISIN: XS2378591114
      STRIKE DATE: 07/06/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Commerzbank AG8.364036.35
      Societe Generale25.200075.76
      Barclays169.0000519.5
      Goldman Sachs321.51001074.72

      STRIKE DATE 07/06/2022
      RETURN & BARRIERS
      Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: GBP= 4.50% Quarterly (18.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN
      ISIN XS2378591114
      NEXT POTENTIAL MATURITY DATE 08/03/2023

      EXPAND CLOSE
      BNP Capital Protected Growth Note May 2022 USD
      ISIN: XS2358161136
      STRIKE DATE: 09/05/2022
      INDICATIVE PRICE: 124.50%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY BNP Paribas
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 124.50% (as at 24/07/2026 10:18 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      BNP Paribas Multi Asset Diversified 5 Index273.4002301.7733

      STRIKE DATE 09/05/2022
      RETURN & BARRIERS
      Investment Structure: Capital Protected Growth Participation Note Participation Rate: USD = 320% Capital Risk: 100% Capital Protected
      P.A. RETURN
      ISIN XS2358161136
      NEXT POTENTIAL MATURITY DATE 01/05/2028

      EXPAND CLOSE
      BNP Paribas Triple Index Memory Income Autocall with One Star Apr 2022 GBP
      ISIN: XS2358197676
      STRIKE DATE: 29/04/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BNP Paribas
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1007,544.550010639.17
      Nikkei 22527,003.560066422.6
      FTSE MIB24,252.160051315.84

      STRIKE DATE 29/04/2022
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Memory Income Autocall with One Star Effect Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP= 1.35% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) One Star Effect Trigger: 100% of initial level
      P.A. RETURN 5.40% p.a.
      ISIN XS2358197676
      NEXT POTENTIAL MATURITY DATE 08/05/2023

      EXPAND CLOSE
      Barclays 85-65 Memory Income Autocall May 2022 GBP
      ISIN: XS2370425816
      STRIKE DATE: 27/05/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1007,585.460010639.17
      Eurostoxx 503,808.86006210.17
      Nikkei 22526,781.680066422.6
      S&P 5004,158.24007408.3

      STRIKE DATE 27/05/2022
      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: GBP = 3.175% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN 6.35% p.a.
      ISIN XS2370425816
      NEXT POTENTIAL MATURITY DATE 28/05/2024

      EXPAND CLOSE
      Barclays 85-65 Memory Income Autocall May 2022 USD
      ISIN: XS2370425907
      STRIKE DATE: 27/05/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1007,585.460010639.17
      Eurostoxx 503,808.86006210.17
      Nikkei 22526,781.680066422.6
      S&P 5004,158.24007408.3

      STRIKE DATE 27/05/2022
      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 = 3.75% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN 7.50% p.a.
      ISIN XS2370425907
      NEXT POTENTIAL MATURITY DATE 28/05/2024

      EXPAND CLOSE
      BBVA E-Commerce Fixed Income Autocall May 2022 GBP
      ISIN: XS2361901379
      STRIKE DATE: 27/05/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Amazon.com115.1465233.66
      Etsy Inc82.150080.91
      Paypal85.210056
      Wayfair Inc59.040082.68

      STRIKE DATE 27/05/2022
      RETURN & BARRIERS
      Maximum Term: 4 years Investment Structure: Fixed Income Autocall Autocall opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Fixed Income Rate: GBP = 2.65% Quarterly (10.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN
      ISIN XS2361901379
      NEXT POTENTIAL MATURITY DATE 27/05/2026

      EXPAND CLOSE
      BBVA E-Commerce Fixed Income Autocall May 2022 USD
      ISIN: XS2361901452
      STRIKE DATE: 27/05/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Amazon.com115.1465233.66
      Etsy Inc82.150080.91
      Paypal85.210056
      Wayfair Inc59.040082.68

      STRIKE DATE 27/05/2022
      RETURN & BARRIERS
      Maximum Term: 4 years Investment Structure: Fixed Income Autocall Autocall opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Fixed Income Rate: USD = 2.85% Quarterly (11.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN
      ISIN XS2361901452
      NEXT POTENTIAL MATURITY DATE 27/05/2026

      EXPAND CLOSE
      Morgan Stanley 80-60 Memory Income Autocall May 2022 GBP
      ISIN: XS2425186918
      STRIKE DATE: 31/05/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Morgan Stanley
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 503,789.21006210.17
      Nasdaq 10012,642.100028454.81
      Nikkei 22527,279.800066422.6

      STRIKE DATE 31/05/2022
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 2.90% Semi-Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 5.80% p.a.
      ISIN XS2425186918
      NEXT POTENTIAL MATURITY DATE 31/05/2024

      EXPAND CLOSE
      Morgan Stanley 80-60 Memory Income Autocall May 2022 USD
      ISIN: XS2425187130
      STRIKE DATE: 31/05/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Morgan Stanley
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 503,789.21006210.17
      Nasdaq 10012,642.100028454.81
      Nikkei 22527,279.800066422.6

      STRIKE DATE 31/05/2022
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 3.60% Semi-Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 7.20% p.a.
      ISIN XS2425187130
      NEXT POTENTIAL MATURITY DATE 31/05/2024

      EXPAND CLOSE
      BBVA E-Commerce 50-50 Memory Income Autocall Apr 2022 USD
      ISIN: XS2349098942
      STRIKE DATE: 26/04/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Amazon.com139.3910233.66
      Etsy Inc100.110080.91
      Paypal83.700056
      Wayfair Inc79.240082.68

      STRIKE DATE 26/04/2022
      RETURN & BARRIERS
      Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD= 3.90% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN 15.60%
      ISIN XS2349098942
      NEXT POTENTIAL MATURITY DATE 27/04/2026

      EXPAND CLOSE