INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BNP Paribas Dual Index Classic Autocall Feb 2022 GBP
ISIN: XS2348135109
STRIKE DATE: 28/02/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Euro Stoxx Banks94.0000265.57
S&P/ASX 2007,049.12508640.714

STRIKE DATE 28/02/2022
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 = 6.70% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2348135109
NEXT POTENTIAL MATURITY DATE 28/02/2023

EXPAND CLOSE
BNP Paribas Dual Index Classic Autocall Feb 2022 USD
ISIN: XS2348134987
STRIKE DATE: 28/02/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Euro Stoxx Banks94.0000265.57
S&P/ASX 2007,049.12508640.714

STRIKE DATE 28/02/2022
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 = 7.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2348134987
NEXT POTENTIAL MATURITY DATE 28/02/2023

EXPAND CLOSE
BNP One Star Effect Reducing Autocall Mar 2022 USD
ISIN: XS2348178091
STRIKE DATE: 01/03/2022
INDICATIVE PRICE: 178.63%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 178.63% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Advanced Micro Devices113.8300449.7
Carnival Corp18.860025.2
Tesla Inc288.12443.3
Zoom Communications122.780098.23

STRIKE DATE 01/03/2022
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Reducing Autocall with One Star Effect Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 2.50% every 3 months Floored at 60% Coupon Rate: USD = 5.00% Quarterly (20% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style) One Star Effect Trigger: 100% of initial level
P.A. RETURN
ISIN XS2348178091
NEXT POTENTIAL MATURITY DATE 01/06/2026

EXPAND CLOSE
Barclays 85-65 Memory Income Autocall Feb 2022 GBP
ISIN: XS2345466861
STRIKE DATE: 28/02/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,134.07303048.114
Eurostoxx 503,924.23005934.96
Nikkei 22526,526.820062654.05
S&P 5004,373.94007501.24

STRIKE DATE 28/02/2022
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 = 2.80% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 5.60% p.a.
ISIN XS2345466861
NEXT POTENTIAL MATURITY DATE 28/08/2023

EXPAND CLOSE
Barclays 85-65 Memory Income Autocall Feb 2022 USD
ISIN: XS2345466515
STRIKE DATE: 28/02/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,134.07303048.114
Eurostoxx 503,924.23005934.96
Nikkei 22526,526.820062654.05
S&P 5004,373.94007501.24

STRIKE DATE 28/02/2022
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 = 3.25% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.50% p.a.
ISIN XS2345466515
NEXT POTENTIAL MATURITY DATE 28/08/2023

EXPAND CLOSE
BBVA US Large Cap Memory Income Feb 2022 USD
ISIN: XS2339648839
STRIKE DATE: 25/02/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com153.7885267.22
Berkshire Hathaway319.2400484.06
Meta Platform Inc210.4800618.43
Nvidia Corporation241.5700235.74

STRIKE DATE 25/02/2022
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 = 2.55% Quarterly (10.20% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.925% p.a.
ISIN XS2339648839
NEXT POTENTIAL MATURITY DATE 26/02/2024

EXPAND CLOSE
BBVA 85-65 Memory Income Autocall Jan 2022 GBP
ISIN: XS2302900753
STRIKE DATE: 18/01/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB27,483.280050050.27
CAC 407,133.83008082.27
HSI24,112.780026389.04
Nikkei 22528,257.250062654.05

STRIKE DATE 18/01/2022
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: GBP = 3.15% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 12.60% p.a.
ISIN XS2302900753
NEXT POTENTIAL MATURITY DATE 18/07/2025

EXPAND CLOSE
BBVA 85-65 Memory Income Autocall Jan 2022 USD
ISIN: XS2302900670
STRIKE DATE: 18/01/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB27,483.280050050.27
CAC 407,133.83008082.27
HSI24,112.780026389.04
Nikkei 22528,257.250062654.05

STRIKE DATE 18/01/2022
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 = 3.65% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 14.60% p.a.
ISIN XS2302900670
NEXT POTENTIAL MATURITY DATE 18/07/2025

EXPAND CLOSE
BBVA 85-65 Memory Income Autocall Jan 2022 EUR
ISIN: XS2339643285
STRIKE DATE: 18/01/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB27,483.280050050.27
CAC 407,133.83008082.27
HSI24,112.780026389.04
Nikkei 22528,257.250062654.05

STRIKE DATE 18/01/2022
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: EUR = 2.55% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 10.20% p.a.
ISIN XS2339643285
NEXT POTENTIAL MATURITY DATE 18/07/2025

EXPAND CLOSE
BBVA 85-65 Memory Income Autocall Feb 2022 GBP
ISIN: XS2339638103
STRIKE DATE: 22/02/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB26,043.960050050.27
CAC 406,787.60008082.27
HSI23,520.000026389.04
Nikkei 22526,449.610062654.05

STRIKE DATE 22/02/2022
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 = 3.15% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.30% p.a.
ISIN XS2339638103
NEXT POTENTIAL MATURITY DATE 22/08/2025

EXPAND CLOSE
BBVA 85-65 Memory Income Autocall Feb 2022 USD
ISIN: XS2339638368
STRIKE DATE: 22/02/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB26,043.960050050.27
CAC 406,787.60008082.27
HSI23,520.000026389.04
Nikkei 22526,449.610062654.05

STRIKE DATE 22/02/2022
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 = 3.65% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.30% p.a.
ISIN XS2339638368
NEXT POTENTIAL MATURITY DATE 22/08/2025

EXPAND CLOSE
Morgan Stanley Triple Index Low Hurdle Autocall Feb 2022 GBP
ISIN: XS2386137793
STRIKE DATE: 15/02/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,608.920010372.93
Nasdaq 10014,620.820029580.3
Nikkei 22526,865.190062654.05

STRIKE DATE 15/02/2022
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Semi-Annual (First observation at 12 months) Autocall Trigger: 100% Coupon Rate: GBP = 3.91% Semi-Annually Low Hurdle Trigger: 90% of initial level at maturity for all accumulated coupons Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.82% p.a.
ISIN XS2386137793
NEXT POTENTIAL MATURITY DATE 15/08/2024

EXPAND CLOSE
Morgan Stanley Triple Index Low Hurdle Autocall Feb 2022 USD
ISIN: XS2386137876
STRIKE DATE: 15/02/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,608.920010372.93
Nasdaq 10014,620.820029580.3
Nikkei 22526,865.190062654.05

STRIKE DATE 15/02/2022
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Semi-Annual (First observation at 12 months) Autocall Trigger: 100% Coupon Rate: USD = 4.34% Semi-Annually Low Hurdle Trigger: 90% of initial level at maturity for all accumulated coupons Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.68% p.a.
ISIN XS2386137876
NEXT POTENTIAL MATURITY DATE 15/08/2024

EXPAND CLOSE
BNP Single Index Classic Autocall Feb 2022 USD
ISIN: XS2011519027
STRIKE DATE: 10/02/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504197.075934.96

STRIKE DATE 10/02/2022
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 = 3.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2011519027
NEXT POTENTIAL MATURITY DATE 10/02/2023

EXPAND CLOSE
BBVA Global Markets Classic Autocall Feb 2022 GBP
ISIN: XS2339631199
STRIKE DATE: 10/02/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB27,190.200050050.27
CAC 407,101.55008082.27
Nikkei 22527,696.080062654.05
HSI24,924.350026389.04

STRIKE DATE 10/02/2022
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 = 5.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 11.00% p.a.
ISIN XS2339631199
NEXT POTENTIAL MATURITY DATE 12/08/2025

EXPAND CLOSE
BBVA Global Markets Classic Autocall Feb 2022 USD
ISIN: XS2339631272
STRIKE DATE: 10/02/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB27,190.200050050.27
CAC 407,101.55008082.27
Nikkei 22527,696.080062654.05
HSI24,924.350026389.04

STRIKE DATE 10/02/2022
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 = 6.25% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 12.50% p.a.
ISIN XS2339631272
NEXT POTENTIAL MATURITY DATE 12/08/2025

EXPAND CLOSE
BBVA Global Markets Classic Autocall Feb 2022 EUR
ISIN: XS2339631355
STRIKE DATE: 10/02/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB27,190.200050050.27
CAC 407,101.55008082.27
Nikkei 22527,696.080062654.05
HSI24,924.350026389.04

STRIKE DATE 10/02/2022
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: 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 XS2339631355
NEXT POTENTIAL MATURITY DATE 12/08/2025

EXPAND CLOSE
BBVA US Equity 60-60 Memory Income Autocall Dec 2021 USD
ISIN: XS2329342393
STRIKE DATE: 29/12/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Meta Platform Inc342.9400618.43
JP Morgan158.5600299.91
Snap Inc47.06005.36
Etsy Inc221.910058.41

STRIKE DATE 29/12/2021
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Income Trigger: 60% of initial level Income Rate: USD= 4.4% Quarterly (17.60% p.a.) Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level reducing 2% Pq Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -18.95% p.a.
ISIN XS2329342393
NEXT POTENTIAL MATURITY DATE 29/12/2025

EXPAND CLOSE
BBVA Classic Autocall Dec 2021 GBP
ISIN: XS2329327832
STRIKE DATE: 29/12/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
CAC 407,161.52008082.27
Eurostoxx 504,284.83005934.96
FTSE 1007,420.690010372.93
HSI23,086.540026389.04

STRIKE DATE 29/12/2021
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 = 3.80% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.60% p.a.
ISIN XS2329327832
NEXT POTENTIAL MATURITY DATE 30/06/2025

EXPAND CLOSE
BBVA 2 Year Triple Index Memory Income Autocall Dec 2021 GBP
ISIN: XS2329323765
STRIKE DATE: 23/12/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB27,016.220050050.27
FTSE 1007,373.340010372.93
HSI23,193.640026389.04

STRIKE DATE 23/12/2021
RETURN & BARRIERS
Maximum Term: 2 years Investment Structure: Memory Income Autocall Income Trigger: 80% of initial level Income Rate: GBP= 1% Quarterly (4% p.a.) Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 3.00% p.a.
ISIN XS2329323765
NEXT POTENTIAL MATURITY DATE 27/12/2023

EXPAND CLOSE