INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA US Tech 50-50 Memory Income Autocall USD January 2021
ISIN: XS2204023803
STRIKE DATE: 20/01/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com3,263.3800241.73
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: USD = 4.00% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2204023803
NEXT POTENTIAL MATURITY DATE 20/10/2021

EXPAND CLOSE
Goldman Sachs 80-70 Memory Income Autocall December 2020 GBP
ISIN: XS1971456923
STRIKE DATE: 04/12/2020
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 2006,634.08208927.526
IBEX 358,322.900017589.7
Nasdaq 10012,528.480025884.29
MSCI Taiwan565.45001427.82

STRIKE DATE 04/12/2020
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= 1.75% Quarterly (7.00% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 7.00% p.a.
ISIN XS1971456923
NEXT POTENTIAL MATURITY DATE 05/06/2023

EXPAND CLOSE
Goldman Sachs 80-70 Memory Income Autocall December 2020 USD
ISIN: XS1971458895
STRIKE DATE: 04/12/2020
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 2006,634.08208927.526
IBEX 358,322.900017589.7
Nasdaq 10012,528.480025884.29
MSCI Taiwan565.45001427.82

STRIKE DATE 04/12/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD= 2.075% Quarterly (8.30% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 8.30% p.a.
ISIN XS1971458895
NEXT POTENTIAL MATURITY DATE 05/06/2023

EXPAND CLOSE
BBVA Developed Markets Memory Income Autocall December 2020 GBP
ISIN: XS2190718762
STRIKE DATE: 04/12/2020
INDICATIVE PRICE: 97.66%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.66% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,539.27005891.95
HSI26,835.920027968.09
OMX Stockholm 301,916.93803031.392
S&P/ASX 2001,042.38008927.526

STRIKE DATE 04/12/2020
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 = 1.25% Quarterly (5.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2190718762
NEXT POTENTIAL MATURITY DATE 04/03/2026

EXPAND CLOSE
BBVA Developed Markets Memory Income Autocall Dec 2020 USD
ISIN: XS2190718689
STRIKE DATE: 04/12/2020
INDICATIVE PRICE: 98.02%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.02% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,539.27005891.95
HSI26,835.920027968.09
OMX Stockholm 301,916.93803031.392
S&P/TSX 601,042.38001907.604

STRIKE DATE 04/12/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.50% Quarterly (6.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2190718689
NEXT POTENTIAL MATURITY DATE 04/03/2026

EXPAND CLOSE
Goldman Sachs Diversified Markets Classic Autocall Dec 2020 GBP
ISIN: XS2019669493
STRIKE DATE: 15/12/2020
INDICATIVE PRICE: 118.10%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 118.10% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2006,631.34408927.526
HSCEI10,399.56009552.58
IBEX 358,152.400017589.7
MSCI Taiwan564.55001427.82

STRIKE DATE 15/12/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 5.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2019669493
NEXT POTENTIAL MATURITY DATE 15/06/2026

EXPAND CLOSE
Goldman Sachs Diversified Markets Classic Autocall Dec 2020 USD
ISIN: XS2019719777
STRIKE DATE: 15/12/2020
INDICATIVE PRICE: 125.00%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 125.00% (as at 30/01/2026 09:11 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2006,631.34408927.526
HSCEI10,399.56009552.58
IBEX 358,152.400017589.7
MSCI Taiwan564.55001427.82

STRIKE DATE 15/12/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 7.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2019719777
NEXT POTENTIAL MATURITY DATE 15/06/2026

EXPAND CLOSE
Goldman Sachs Triple Index Memory Income Autocall December 2020
ISIN: XS2114050581
STRIKE DATE: 02/12/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,463.390010171.76
Eurostoxx 503,521.32005891.95
S&P 5003,669.01006969.01

STRIKE DATE 02/12/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD= 2.25% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2114050581
NEXT POTENTIAL MATURITY DATE 02/12/2021

EXPAND CLOSE
Goldman Sachs Global Markets Memory Income Autocall Dec 2020 GBP
ISIN: XS2019668768
STRIKE DATE: 15/12/2020
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 2006,631.34408927.526
IBEX 358,152.400017589.7
Nasdaq 10012,595.920025884.29
MSCI Taiwan564.55001427.82

STRIKE DATE 15/12/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 3.00% Semi-Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2019668768
NEXT POTENTIAL MATURITY DATE 15/12/2021

EXPAND CLOSE
Leonteq/BlackRock Daily Protected Certificate
ISIN: CH0572902226
STRIKE DATE: Closed
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Leonteq Securities AG
TYPE Security
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Risk-Parity Multi-Asset Index on BlackRock Funds1,776.092168.09

STRIKE DATE Closed
RETURN & BARRIERS
- Exposure to a multi-asset portfolio of mutual funds managed by BlackRock - The portfolio follows a risk parity strategy and aims to systematically control volatility - No cap on the upside performance - Daily protection at 90% of the highest Daily Certificate Price - “High-watermark” feature ensures the largest possible drawdown is capped at 10% - No cap on the protection level – i.e. it will always be 90% of the highest ever Daily Price - Daily liquidity at the Daily Certificate Price – both inflows and outflows
P.A. RETURN
ISIN CH0572902226
NEXT POTENTIAL MATURITY DATE 01/12/2022

    EXPAND CLOSE
    Goldman Sachs Diversified Markets Classic Autocall USD Nov 2020
    ISIN: XS1971488454
    STRIKE DATE: 30/11/2020
    INDICATIVE PRICE: 124.85%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 124.85% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2006,517.80708927.526
    HSCEI10,546.47009552.58
    IBEX 358,076.900017589.7
    MSCI Taiwan543.94001427.82

    STRIKE DATE 30/11/2020
    RETURN & BARRIERS
    Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 7.5% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1971488454
    NEXT POTENTIAL MATURITY DATE 01/06/2026

    EXPAND CLOSE
    Barclays Capital Protected Growth Note December 2020 GBP
    ISIN: XS2194325770
    STRIKE DATE: 08/12/2020
    INDICATIVE PRICE: 98.45%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 98.45% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Barclays Mutual Fund TR RC 3.5% EUR 1 Index118.1142120.7529

    STRIKE DATE 08/12/2020
    RETURN & BARRIERS
    Investment Structure: Capital Protected Growth Participation Note Participation Rate: GBP = 70% Capital Risk: 100% Capital Protected
    P.A. RETURN
    ISIN XS2194325770
    NEXT POTENTIAL MATURITY DATE 08/12/2026

    EXPAND CLOSE
    BNP Paribas European Banks Defensive Autocall December 2020 GBP
    ISIN: XS2201064974
    STRIKE DATE: 04/12/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Banco Santander2.862010.626
    HSBC422.65001270
    Lloyds39.0250105.45
    Societe Generale18.294071.8

    STRIKE DATE 04/12/2020
    RETURN & BARRIERS
    Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: GBP = 4.75% Quarterly (19% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS2201064974
    NEXT POTENTIAL MATURITY DATE 04/06/2021

    EXPAND CLOSE
    BNP Paribas European Banks Defensive Autocall December 2020 USD
    ISIN: XS2201064891
    STRIKE DATE: 04/12/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Banco Santander2.862010.626
    HSBC422.65001270
    Lloyds39.0250105.45
    Societe Generale18.294071.8

    STRIKE DATE 04/12/2020
    RETURN & BARRIERS
    Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 5.00% Quarterly (20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS2201064891
    NEXT POTENTIAL MATURITY DATE 04/06/2021

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall December 2020 GBP
    ISIN: XS2190714852
    STRIKE DATE: 03/12/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503517.15891.95
    OMX Stockholm 301912.1753031.392
    SMI10342.6313147.93
    S&P/TSX 601035.481907.604

    STRIKE DATE 03/12/2020
    RETURN & BARRIERS
    Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 3.10% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2190714852
    NEXT POTENTIAL MATURITY DATE 03/12/2021

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall December 2020 USD
    ISIN: XS2190714779
    STRIKE DATE: 03/12/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503517.15891.95
    OMX Stockholm 301912.1753031.392
    SMI10342.6313147.93
    S&P/TSX 601035.481907.604

    STRIKE DATE 03/12/2020
    RETURN & BARRIERS
    Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 4.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2190714779
    NEXT POTENTIAL MATURITY DATE 03/12/2021

    EXPAND CLOSE
    BBVA Oil & Gas Sector 60-60 Memory Income Autocall Dec 2020 GBP
    ISIN: XS2190715156
    STRIKE DATE: 09/12/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SPDR S&P Oil & Gas ETF60.3000138.97

    STRIKE DATE 09/12/2020
    RETURN & BARRIERS
    Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.75% Quarterly (7.00% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2190715156
    NEXT POTENTIAL MATURITY DATE 09/12/2021

    EXPAND CLOSE
    BBVA Oil & Gas Sector 60-60 Memory Income Autocall Dec 2020 USD
    ISIN: XS2190715230
    STRIKE DATE: 09/12/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SPDR S&P Oil & Gas ETF60.3000138.97

    STRIKE DATE 09/12/2020
    RETURN & BARRIERS
    Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2.00% Quarterly (8.00% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2190715230
    NEXT POTENTIAL MATURITY DATE 09/12/2021

    EXPAND CLOSE
    Goldman Sachs Pacific Markets Memory Income Autocall Dec 2020 GBP
    ISIN: XS2114064962
    STRIKE DATE: 04/12/2020
    INDICATIVE PRICE: 96.42%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 96.42% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2006,634.08208927.526
    HSCEI10,624.65009552.58
    Nasdaq 10012,528.480025884.29
    MSCI Taiwan565.45001427.82

    STRIKE DATE 04/12/2020
    RETURN & BARRIERS
    Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.250% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2114064962
    NEXT POTENTIAL MATURITY DATE 04/03/2026

    EXPAND CLOSE
    Goldman Sachs Pacific Markets Memory Income Autocall Dec 2020 USD
    ISIN: XS2114054062
    STRIKE DATE: 04/12/2020
    INDICATIVE PRICE: 97.25%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 97.25% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2006,634.08208927.526
    HSCEI10,624.65009552.58
    Nasdaq 10012,528.480025884.29
    MSCI Taiwan565.45001427.82

    STRIKE DATE 04/12/2020
    RETURN & BARRIERS
    Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.625% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2114054062
    NEXT POTENTIAL MATURITY DATE 04/03/2026

    EXPAND CLOSE