INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA US Tech Hybrid Memory Income Autocall Dec 2021 GBP
ISIN: XS2311609064
STRIKE DATE: 09/12/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
CrowdStrike Holdings Inc201.2700682.8
Peloton Interactive Inc40.70005.55
Palantir Technologies Inc19.2100127.99
Splunk Inc113.2400157

STRIKE DATE 09/12/2021
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.) 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 -20.28% p.a.
ISIN XS2311609064
NEXT POTENTIAL MATURITY DATE 09/12/2025

EXPAND CLOSE
BBVA US Tech Hybrid Memory Income Autocall Dec 2021 USD
ISIN: XS2311609221
STRIKE DATE: 09/12/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
CrowdStrike Holdings Inc201.2700682.8
Peloton Interactive Inc40.70005.55
Palantir Technologies Inc19.2100127.99
Splunk Inc113.2400157

STRIKE DATE 09/12/2021
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Hybrid Memory Income Autocall Income Trigger: 50% of initial level Income Rate: 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 -20.2175% p.a.
ISIN XS2311609221
NEXT POTENTIAL MATURITY DATE 09/12/2025

EXPAND CLOSE
BBVA US Tech Hybrid Memory Income Autocall Dec 2021 EUR
ISIN: XS2311609148
STRIKE DATE: 09/12/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
CrowdStrike Holdings Inc201.2700682.8
Peloton Interactive Inc40.70005.55
Palantir Technologies Inc19.2100127.99
Splunk Inc113.2400157

STRIKE DATE 09/12/2021
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Hybrid Memory Income Autocall Income Trigger: 50% of initial level Income Rate: EUR = 2.00% Quarterly (8.00% p.a.) Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Autocall Coupon Rate: EUR = 1.50% Quarterly (6.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -20.34% p.a.
ISIN XS2311609148
NEXT POTENTIAL MATURITY DATE 09/12/2025

EXPAND CLOSE
UniCredit AG 85-65 Memory Income Autocall Dec 2021 GBP
ISIN: DE000HB0Z1F5
STRIKE DATE: 07/12/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5004,686.75007431.46
HSI23,983.660024718.1
FTSE MIB27,137.980051497.21
Nikkei 22528,455.600066020.04

STRIKE DATE 07/12/2021
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 105% Memory Income Rate: GBP = 3.00% 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% p.a.
ISIN DE000HB0Z1F5
NEXT POTENTIAL MATURITY DATE 07/12/2025

EXPAND CLOSE
UniCredit AG 85-65 Memory Income Autocall Dec 2021 USD
ISIN: DE000HB0Z1G3
STRIKE DATE: 07/12/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5004,686.75007431.46
HSI23,983.660024718.1
FTSE MIB27,137.980051497.21
Nikkei 22528,455.600066020.04

STRIKE DATE 07/12/2021
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 105% Memory Income Rate: USD = 3.50% 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% p.a.
ISIN DE000HB0Z1G3
NEXT POTENTIAL MATURITY DATE 08/12/2025

EXPAND CLOSE
BBVA 80-70 Hybrid Memory Income Autocall Oct 2021 USD
ISIN: XS2311148071
STRIKE DATE: 29/10/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,250.56006187.63
FTSE 1007,237.570010471.72
Nikkei 22528,892.690066020.04
S&P 5004,605.38007431.46

STRIKE DATE 29/10/2021
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Hybrid Memory Income Autocall Income Trigger: 80% of initial level Income Rate: 2.55% Semi-annual (5.10% p.a.) Autocall Opportunities: Semi Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Autocall Coupon Rate: 0.75% Semi-annual (1.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 6.60% p.a.
ISIN XS2311148071
NEXT POTENTIAL MATURITY DATE 30/04/2024

EXPAND CLOSE
BBVA Developed Markets Classic Autocall Oct 2021 GBP
ISIN: XS2311145051
STRIKE DATE: 29/10/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,237.570010471.72
Eurostoxx 504,250.56006187.63
S&P/ASX 2007,323.73708804.037
HSI25,377.240024718.1

STRIKE DATE 29/10/2021
RETURN & BARRIERS
Investment Structure: Semi Annual Autocall Autocall opportunities: Semi Annual (First observation at 18 months) Autocall Trigger: 100% of initial level Autocall Coupon: 3.50% Semi Annual (7% PA) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7% p.a.
ISIN XS2311145051
NEXT POTENTIAL MATURITY DATE 29/10/2025

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall Nov 2021 GBP
ISIN: XS2385710228
STRIKE DATE: 18/11/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,255.960010471.72
IBEX 358,903.200018764.4
S&P/ASX 2007,379.20308804.037

STRIKE DATE 18/11/2021
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 = 4.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 22.50% p.a.
ISIN XS2385710228
NEXT POTENTIAL MATURITY DATE 20/05/2024

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall Nov 2021 USD
ISIN: XS2385710574
STRIKE DATE: 18/11/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,255.960010471.72
IBEX 358,903.200018764.4
S&P/ASX 2007,379.20308804.037

STRIKE DATE 18/11/2021
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 = 4.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 22.50% p.a.
ISIN XS2385710574
NEXT POTENTIAL MATURITY DATE 20/05/2024

EXPAND CLOSE
BBVA Global Markets Classic Autocall Nov 2021 GBP
ISIN: XS2311592070
STRIKE DATE: 24/11/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB27109.351497.21
CAC 407042.238350.87
Nikkei 22529302.6666020.04
HSI24685.524718.1

STRIKE DATE 24/11/2021
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 = 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 XS2311592070
NEXT POTENTIAL MATURITY DATE 25/11/2025

EXPAND CLOSE
BBVA Global Markets Classic Autocall Nov 2021 USD
ISIN: XS2311592153
STRIKE DATE: 24/11/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB27109.351497.21
CAC 407042.238350.87
Nikkei 22529302.6666020.04
HSI24685.524718.1

STRIKE DATE 24/11/2021
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 = 5.60% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 11.20% p.a.
ISIN XS2311592153
NEXT POTENTIAL MATURITY DATE 25/11/2025

EXPAND CLOSE
BBVA Global Miners Defensive Autocall Nov 2021 GBP
ISIN: XS2311589019
STRIKE DATE: 16/11/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rio Tinto4,453.50007814
Barrick Gold Corp20.6000
BHP Group PLC1,898.80003356
Anglo American2,841.50004002

STRIKE DATE 16/11/2021
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 XS2311589019
NEXT POTENTIAL MATURITY DATE 16/05/2022

EXPAND CLOSE
BBVA Global Miners Defensive Autocall Nov 2021 USD
ISIN: XS2311589100
STRIKE DATE: 16/11/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rio Tinto4,453.50007814
Barrick Gold Corp20.6000
BHP Group PLC1,898.80003356
Anglo American2,841.50004002

STRIKE DATE 16/11/2021
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 XS2311589100
NEXT POTENTIAL MATURITY DATE 16/05/2022

EXPAND CLOSE
Goldman Sachs 80-65 Memory Income Autocall Oct 2021 USD
ISIN: XS2389898177
STRIKE DATE: 14/10/2021
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 2007,311.73008804.037
FTSE MIB26,277.570051497.21
MSCI Taiwan648.82001983.51

STRIKE DATE 14/10/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 3.00% Semi-anually (6.00% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6% p.a.
ISIN XS2389898177
NEXT POTENTIAL MATURITY DATE 14/10/2024

EXPAND CLOSE
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 MIB27,868.130051497.21
CAC 407,128.63008350.87
Nikkei 22529,776.800066020.04
HSI25,390.910024718.1

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 1007,034.060010471.72
FTSE MIB26,027.070051497.21
HSI25,502.230024718.1
Nikkei 22530,670.100066020.04

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
HSI23,966.490024718.1
S&P 5004,363.55007431.46
FTSE 1006,995.870010471.72
FTSE MIB25,605.730051497.21

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 Inc273.4200682.8
Peloton Interactive Inc55.64005.55
Palantir Technologies Inc26.0000127.99
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 Inc273.4200682.8
Peloton Interactive Inc55.64005.55
Palantir Technologies Inc26.0000127.99
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
HSI25154.3224718.1
S&P 5004613.677431.46
FTSE 1007288.6210471.72
FTSE MIB2720651497.21

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