INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA World Indices Annual Classic Autocall Nov 2021 EUR
ISIN: XS2311147859
STRIKE DATE: 15/11/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB27,868.130050050.27
CAC 407,128.63008082.27
Nikkei 22529,776.800062654.05
HSI25,390.910026389.04

STRIKE DATE 15/11/2021
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: EUR = 10.00% Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 10% p.a.
ISIN XS2311147859
NEXT POTENTIAL MATURITY DATE 17/11/2025

EXPAND CLOSE
BBVA 85-65 Memory Income Autocall Sep 2021 GBP
ISIN: XS2302881607
STRIKE DATE: 14/09/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,034.060010372.93
FTSE MIB26,027.070050050.27
HSI25,502.230026389.04
Nikkei 22530,670.100062654.05

STRIKE DATE 14/09/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.40% Quarterly (5.60% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 5.60%
ISIN XS2302881607
NEXT POTENTIAL MATURITY DATE 16/09/2025

EXPAND CLOSE
UniCredit AG 70-65 Memory Income Autocall Oct 2021 EUR
ISIN: DE000HR9UKR3
STRIKE DATE: 06/10/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI23,966.490026389.04
S&P 5004,363.55007501.24
FTSE 1006,995.870010372.93
FTSE MIB25,605.730050050.27

STRIKE DATE 06/10/2021
RETURN & BARRIERS
Investment Structure: Semi Annual Memory Income Autocall Autocall Opportunities: Semi Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: EUR= 2.00% Semi Annual (4.00% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 4% p.a.
ISIN DE000HR9UKR3
NEXT POTENTIAL MATURITY DATE 06/10/2025

EXPAND CLOSE
BBVA US Tech Hybrid Memory Income Autocall Nov 2021 GBP
ISIN: XS2311141225
STRIKE DATE: 05/11/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
CrowdStrike Holdings Inc273.4200579.95
Peloton Interactive Inc55.64005.18
Palantir Technologies Inc26.0000133.73
Splunk Inc166.0800157

STRIKE DATE 05/11/2021
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.) 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: GBP = 1.50% Quarterly (6.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -21.79% p.a.
ISIN XS2311141225
NEXT POTENTIAL MATURITY DATE 05/11/2025

EXPAND CLOSE
BBVA US Tech Hybrid Memory Income Autocall Nov 2021 USD
ISIN: XS2311141498
STRIKE DATE: 05/11/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
CrowdStrike Holdings Inc273.4200579.95
Peloton Interactive Inc55.64005.18
Palantir Technologies Inc26.0000133.73
Splunk Inc166.0800157

STRIKE DATE 05/11/2021
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.) 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 -21.79% p.a.
ISIN XS2311141498
NEXT POTENTIAL MATURITY DATE 05/11/2025

EXPAND CLOSE
UniCredit Bank AG Diversified Markets Memory Income Autocall Nov 2021 GBP
ISIN: DE000HB09PY7
STRIKE DATE: 01/11/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI25154.3226389.04
S&P 5004613.677501.24
FTSE 1007288.6210372.93
FTSE MIB2720650050.27

STRIKE DATE 01/11/2021
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Quarterly Memory Income with an Annual Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.25% Quarterly (5.00% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000HB09PY7
NEXT POTENTIAL MATURITY DATE 03/11/2025

EXPAND CLOSE
UniCredit Bank AG Diversified Markets Memory Income Autocall Nov 2021 USD
ISIN: DE000HB09PX9
STRIKE DATE: 01/11/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI25154.3226389.04
S&P 5004613.677501.24
FTSE 1007288.6210372.93
FTSE MIB2720650050.27

STRIKE DATE 01/11/2021
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Quarterly Memory Income with an Annual Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.50% Quarterly (6.00% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6% p.a.
ISIN DE000HB09PX9
NEXT POTENTIAL MATURITY DATE 03/11/2025

EXPAND CLOSE
BBVA Global Banks 75-65 Memory Income Autocall Sep 2021 USD
ISIN: XS2302881789
STRIKE DATE: 12/10/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barclays197.4600434.7
Goldman Sachs386.5300968.96
HSBC429.00001350
ING Groep NV12.728025.945

STRIKE DATE 12/10/2021
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2.52% Quarterly (10.08% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 10.08% p.a.
ISIN XS2302881789
NEXT POTENTIAL MATURITY DATE 01/07/2024

EXPAND CLOSE
BNP US Tech One Star Memory Income Autocall Sep 2021 USD
ISIN: XS2304435485
STRIKE DATE: 22/09/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Apple Inc145.8500298.21
Netflix590.650086.94
Nvidia Corporation219.4100235.74

STRIKE DATE 22/09/2021
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Defensive Autocall with one star effect Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD = 1.925% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected European barrier: 65% with one star effect
P.A. RETURN 7.70% p.a.
ISIN XS2304435485
NEXT POTENTIAL MATURITY DATE 22/03/2024

EXPAND CLOSE
Goldman Sachs 85-65 Memory Income Reducing Autocall Oct 2021 GBP
ISIN: XS2383746695
STRIKE DATE: 20/10/2021
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 2007,413.67108640.714
IBEX 359,017.900017809.2
Nasdaq 10015,388.710029580.3
MSCI Taiwan671.47001881.54

STRIKE DATE 20/10/2021
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 18 months) Autocall Trigger: 100% of initial level then reduced by 2% every 6 months, Floored at 85% Memory Income Rate: GBP = 3.00% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected
P.A. RETURN 6.00% p.a.
ISIN XS2383746695
NEXT POTENTIAL MATURITY DATE 22/04/2024

EXPAND CLOSE
Goldman Sachs 85-65 Memory Income Reducing Autocall Oct 2021 USD
ISIN: XS2383746422
STRIKE DATE: 20/10/2021
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 2007,413.67108640.714
IBEX 359,017.900017809.2
Nasdaq 10015,388.710029580.3
MSCI Taiwan671.47001881.54

STRIKE DATE 20/10/2021
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 18 months) Autocall Trigger: 100% of initial level then reduced by 2% every 6 months, Floored at 85% Memory Income Rate: USD = 3.75% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected
P.A. RETURN 7.50% p.a.
ISIN XS2383746422
NEXT POTENTIAL MATURITY DATE 22/04/2024

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall Oct 2021 GBP
ISIN: XS2385489005
STRIKE DATE: 22/10/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,204.550010372.93
Dow Jones Industrial Average35,677.020050063.46
S&P/ASX 2007,415.47508640.714

STRIKE DATE 22/10/2021
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 = 3.90% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.80% p.a.
ISIN XS2385489005
NEXT POTENTIAL MATURITY DATE 22/04/2024

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall Oct 2021 USD
ISIN: XS2385489187
STRIKE DATE: 22/10/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,204.550010372.93
Dow Jones Industrial Average35,677.020050063.46
S&P/ASX 2007,415.47508640.714

STRIKE DATE 22/10/2021
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 = 4.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2385489187
NEXT POTENTIAL MATURITY DATE 22/04/2024

EXPAND CLOSE
BBVA Global Miners Defensive Autocall Oct 2021 GBP
ISIN: XS2302897942
STRIKE DATE: 15/10/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rio Tinto5,038.00008154
Barrick Gold Corp19.1300
BHP Group PLC1,989.20003308
Glencore390.5500595.9

STRIKE DATE 15/10/2021
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: GBP = 7.00% Quarterly (28.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2302897942
NEXT POTENTIAL MATURITY DATE 19/04/2022

EXPAND CLOSE
BBVA Global Miners Defensive Autocall Oct 2021 USD
ISIN: XS2302891150
STRIKE DATE: 15/10/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rio Tinto5,038.00008154
Barrick Gold Corp19.1300
BHP Group PLC1,989.20003308
Glencore390.5500595.9

STRIKE DATE 15/10/2021
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 7.00% Quarterly (28.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2302891150
NEXT POTENTIAL MATURITY DATE 19/04/2022

EXPAND CLOSE
UniCredit Bank AG Diversified Markets Memory Income Autocall Sep GBP 2021
ISIN: DE000HR9SZK0
STRIKE DATE: 30/09/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI24,575.640026389.04
S&P 5004,307.54007501.24
FTSE 1007,086.420010372.93
FTSE MIB25,683.810050050.27

STRIKE DATE 30/09/2021
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income with an Annual Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.25% Quarterly (5.00% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.00% p.a.
ISIN DE000HR9SZK0
NEXT POTENTIAL MATURITY DATE 30/09/2025

EXPAND CLOSE
UniCredit Bank AG Diversified Markets Memory Income Autocall Sep USD 2021
ISIN: DE000HR9SZJ2
STRIKE DATE: 30/09/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI24,575.640026389.04
S&P 5004,307.54007501.24
FTSE 1007,086.42010372.93
FTSE MIB25,683.8150050.27

STRIKE DATE 30/09/2021
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Quarterly Memory Income with an Annual Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.50% Quarterly (6.00% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6% p.a.
ISIN DE000HR9SZJ2
NEXT POTENTIAL MATURITY DATE 30/09/2025

EXPAND CLOSE
UniCredit Bank AG 60-55 Memory Income Autocall Sep 2021 USD
ISIN: DE000HR9SYG1
STRIKE DATE: 30/09/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI24,575.640026389.04
S&P 5004,307.54007501.24
CAC 406,520.01008082.27
FTSE MIB25,683.810050050.27

STRIKE DATE 30/09/2021
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Semi-Annual Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 105% of initial level Memory Income Rate: USD = 2.50% Semi-Annually (5.00% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 5% p.a.
ISIN DE000HR9SYG1
NEXT POTENTIAL MATURITY DATE 30/09/2025

EXPAND CLOSE
BBVA Global Markets Classic Autocall Oct 2021 GBP
ISIN: XS2302882910
STRIKE DATE: 12/10/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,130.230010372.93
CAC 406,548.11008082.27
Nikkei 22528,230.610062654.05
HSI24,962.590026389.04

STRIKE DATE 12/10/2021
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 = 4.00% Semi-Annually USD = 4.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2302882910
NEXT POTENTIAL MATURITY DATE 14/10/2025

EXPAND CLOSE
BBVA Global Markets Classic Autocall Oct 2021 USD
ISIN: XS2302883058
STRIKE DATE: 12/10/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,130.230010372.93
CAC 406,548.11008082.27
Nikkei 22528,230.610062654.05
HSI24,962.590026389.04

STRIKE DATE 12/10/2021
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 = 4.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 9.50% p.a.
ISIN XS2302883058
NEXT POTENTIAL MATURITY DATE 14/10/2025

EXPAND CLOSE