INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Global Markets Classic Autocall Feb 2021 GBP
ISIN: XS2224086442
STRIKE DATE: 25/02/2021
INDICATIVE PRICE: 91.77%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 91.77% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,685.28005891.95
FTSE 1006,651.960010171.76
HSCEI11,717.41009552.58
S&P/TSX 601,084.26901907.604

STRIKE DATE 25/02/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 3.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2224086442
NEXT POTENTIAL MATURITY DATE 25/02/2026

EXPAND CLOSE
BBVA Global Markets Classic Autocall Feb 2021 USD
ISIN: XS2224086798
STRIKE DATE: 25/02/2021
INDICATIVE PRICE: 93.10%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 93.10% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,685.28005891.95
FTSE 1006,651.960010171.76
HSCEI11,717.41009552.58
S&P/TSX 601,084.26901907.604

STRIKE DATE 25/02/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 4.60% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2224086798
NEXT POTENTIAL MATURITY DATE 25/02/2026

EXPAND CLOSE
BBVA Global Markets Classic Autocall Feb 2021 EUR
ISIN: XS2224086525
STRIKE DATE: 25/02/2021
INDICATIVE PRICE: 92.24%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 92.24% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,685.28005891.95
FTSE 1006,651.960010171.76
HSCEI11,717.41009552.58
S&P/TSX 601,084.26901907.604

STRIKE DATE 25/02/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: EUR = 3.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2224086525
NEXT POTENTIAL MATURITY DATE 25/02/2026

EXPAND CLOSE
BBVA US Tech 50-50 Memory Income Autocall EUR February 2021
ISIN: XS2224083423
STRIKE DATE: 24/02/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com3,159.5300241.73
Advanced Micro Devices86.9400252.18
Apple Inc125.3500258.28
Tesla Motors742.0200

STRIKE DATE 24/02/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level Memory Income Rate: EUR = 4.05% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2224083423
NEXT POTENTIAL MATURITY DATE 27/08/2021

EXPAND CLOSE
BBVA US Tech 50-50 Memory Income Autocall GBP February 2021
ISIN: XS2224080080
STRIKE DATE: 24/02/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com3,159.5300241.73
Advanced Micro Devices86.9400252.18
Apple Inc125.3500258.28
Tesla Motors742.0200

STRIKE DATE 24/02/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level Memory Income Rate: GBP = 4.25% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2224080080
NEXT POTENTIAL MATURITY DATE 29/11/2021

EXPAND CLOSE
BBVA US Tech 50-50 Memory Income Autocall USD February 2021
ISIN: XS2224080163
STRIKE DATE: 24/02/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com3,159.5300241.73
Advanced Micro Devices86.9400252.18
Apple Inc125.3500258.28
Tesla Motors742.0200

STRIKE DATE 24/02/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level Memory Income Rate: USD = 4.50% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2224080163
NEXT POTENTIAL MATURITY DATE 27/08/2021

EXPAND CLOSE
Goldmans 75-60 Memory Income Reducing Autocall January 2021 USD
ISIN: XS2273885447
STRIKE DATE: 19/01/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,712.950010171.76
Russell 20002,151.13702654.776
Nikkei 22528,633.460053375.6
Russian Depository Index1,692.70000

STRIKE DATE 19/01/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 3.45% Semi-Annually Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.90% p.a.
ISIN XS2273885447
NEXT POTENTIAL MATURITY DATE 19/07/2023

EXPAND CLOSE
Goldmans Quarterly Classic Autocall January 2021 USD
ISIN: XS2019655351
STRIKE DATE: 12/01/2021
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 2006,679.08308927.526
Nasdaq 10012,892.090025884.29
FTSE 1006,754.110010171.76
MSCI Taiwan636.27001427.82

STRIKE DATE 12/01/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 2.90% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2019655351
NEXT POTENTIAL MATURITY DATE 12/07/2021

EXPAND CLOSE
Barclays 3 Year Oil & Gas Sector Quarterly Autocall Jan 2021 GBP
ISIN: XS2219795080
STRIKE DATE: 14/01/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SPDR S&P Oil & Gas ETF71.7100138.97

STRIKE DATE 14/01/2021
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 3.00% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2219795080
NEXT POTENTIAL MATURITY DATE 14/07/2021

EXPAND CLOSE
Barclays 3 Year Oil & Gas Sector Quarterly Autocall Jan 2021 USD
ISIN: XS2219795163
STRIKE DATE: 14/01/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SPDR S&P Oil & Gas ETF71.7100138.97

STRIKE DATE 14/01/2021
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 3.26% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2219795163
NEXT POTENTIAL MATURITY DATE 14/07/2021

EXPAND CLOSE
BBVA Aviation Reducing Autocall December 2020 USD
ISIN: XS2204030766
STRIKE DATE: 17/12/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Boeing Co221.2400234.04
American Airlines Group16.800013.51
Airbus90.3800194

STRIKE DATE 17/12/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level reducing 1.83% per Quarter Coupon Rate: USD= 6.50% Quarterly (26.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2204030766
NEXT POTENTIAL MATURITY DATE 17/06/2021

EXPAND CLOSE
Goldman Sachs Global Markets Classic Autocall Jan 2021 GBP
ISIN: XS2114074847
STRIKE DATE: 27/01/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2006,780.56508927.526
Nikkei 22528,635.210053375.6
IBEX 357,852.700017589.7
MSCI Taiwan653.09001427.82

STRIKE DATE 27/01/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 5.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 11.50% p.a.
ISIN XS2114074847
NEXT POTENTIAL MATURITY DATE 27/07/2023

EXPAND CLOSE
Goldman Sachs Global Markets Classic Autocall Jan 2021 USD
ISIN: XS2114075224
STRIKE DATE: 27/01/2021
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 2006,780.56508927.526
Nikkei 22528,635.210053375.6
IBEX 357,852.700017589.7
MSCI Taiwan653.09001427.82

STRIKE DATE 27/01/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 7.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 15.00% p.a.
ISIN XS2114075224
NEXT POTENTIAL MATURITY DATE 27/07/2023

EXPAND CLOSE
Goldman Sachs 85-65 Memory Income Reducing Autocall Jan 2021 USD
ISIN: XS2011063208
STRIKE DATE: 28/01/2021
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 2006,649.69408927.526
IBEX 357,932.500017589.7
Nasdaq 10013,201.530025884.29
MSCI Taiwan639.72001427.82

STRIKE DATE 28/01/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 2% every 6 months Memory Income Rate: USD = 4.10% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2011063208
NEXT POTENTIAL MATURITY DATE 28/04/2022

EXPAND CLOSE
BBVA US Stock 50-50 Memory Income Defensive Autocall Dec 2020 USD
ISIN: XS2204025501
STRIKE DATE: 15/12/2020
INDICATIVE PRICE: 22.06%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 22.06% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Booking Holdings2,098.05005113.32
Zoom Communications399.430092.58
Intel50.665048.66
Tesla Inc211.08416.56

STRIKE DATE 15/12/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 90% of initial level Memory Income Rate: USD = 3.86% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2204025501
NEXT POTENTIAL MATURITY DATE 16/03/2026

EXPAND CLOSE
BBVA US Stock 50-50 Memory Income Defensive Autocall Dec 2020 GBP
ISIN: XS2204025683
STRIKE DATE: 15/12/2020
INDICATIVE PRICE: 22.41%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 22.41% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Booking Holdings2,098.05005113.32
Zoom Communications399.430092.58
Intel50.665048.66
Tesla Inc211.08416.56

STRIKE DATE 15/12/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 90% of initial level Memory Income Rate: GBP = 3.72% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2204025683
NEXT POTENTIAL MATURITY DATE 16/03/2026

EXPAND CLOSE
Goldman Sachs Diversified Markets Classic Autocall Dec 2020 EUR
ISIN: XS1999656207
STRIKE DATE: 22/12/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2006,599.57108927.526
Nasdaq 10012,717.560025884.29
OMX Stockholm 301,863.28203031.392
MSCI Taiwan569.19001427.82

STRIKE DATE 22/12/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: EUR = 4.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1999656207
NEXT POTENTIAL MATURITY DATE 22/12/2021

EXPAND CLOSE
Goldman Sachs 75-65 Memory Income Autocall January 2021 GBP
ISIN: XS1999004556
STRIKE DATE: 19/01/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2006,742.61908927.526
FTSE 1006,712.950010171.76
Nasdaq 10012,996.540025884.29
MSCI Taiwan659.56001427.82

STRIKE DATE 19/01/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 95% of initial level Memory Income Rate: GBP = 2.50% Semi-Annually Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 5.00% p.a.
ISIN XS1999004556
NEXT POTENTIAL MATURITY DATE 19/07/2023

EXPAND CLOSE
Goldman Sachs 75-65 Memory Income Autocall January 2021 USD
ISIN: XS1999005959
STRIKE DATE: 19/01/2021
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 2006,742.61908927.526
FTSE 1006,712.950010171.76
Nasdaq 10012,996.540025884.29
MSCI Taiwan659.56001427.82

STRIKE DATE 19/01/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD = 3.00% Semi-Annually Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.00% p.a.
ISIN XS1999005959
NEXT POTENTIAL MATURITY DATE 19/07/2023

EXPAND CLOSE
BBVA US Tech 50-50 Memory Income Autocall GBP January 2021
ISIN: XS2204023985
STRIKE DATE: 20/01/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com3,263.3800241.73
Advanced Micro Devices88.7500252.18
Apple Inc132.0300258.28
Tesla Motors850.4500

STRIKE DATE 20/01/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level Memory Income Rate: GBP = 3.80% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2204023985
NEXT POTENTIAL MATURITY DATE 20/10/2021

EXPAND CLOSE