INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Global Banks 50-50 Memory Income Autocall June 2021 USD
ISIN: XS2277232976
STRIKE DATE: 21/06/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG6.157036.63
Barclays172.9400434.7
Wells Fargo & Co43.280073.79

STRIKE DATE 21/06/2021
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 = 1.875% Quarterly (7.50% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 7.50% p.a.
ISIN XS2277232976
NEXT POTENTIAL MATURITY DATE 22/03/2024

EXPAND CLOSE
BBVA UK Blue Chip Memory Income Autocall June 2021 USD
ISIN: XS2277236027
STRIKE DATE: 18/06/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Royal Dutch Shell (GBp)1,418.20003148.5
Unilever4,307.00004223.5
BP315.4000540.7
Glencore297.5500595.9

STRIKE DATE 18/06/2021
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 = 2.04% Quarterly Income Trigger: 55% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 8.16% p.a.
ISIN XS2277236027
NEXT POTENTIAL MATURITY DATE 18/06/2024

EXPAND CLOSE
BBVA Global Miners Defensive Autocall July 2021 USD
ISIN: XS2277246257
STRIKE DATE: 20/07/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rio Tinto5,836.00008154
Barrick Gold Corp20.7200
BHP Group PLC2,188.00003308
Glencore302.1500595.9

STRIKE DATE 20/07/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 5.40% Quarterly (21.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2277246257
NEXT POTENTIAL MATURITY DATE 20/01/2022

EXPAND CLOSE
UniCredit AG Developed Markets Memory Income Autocall July 2021 EUR
ISIN: DE000HV8BP16
STRIKE DATE: 13/07/2021
INDICATIVE PRICE: 94.48%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY EUR
CURRENT PRICE 94.48% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI27,963.410026389.04
CAC 406,558.47008082.27
FTSE 1007,124.720010372.93
FTSE MIB25,156.650050050.27

STRIKE DATE 13/07/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: EUR = 1.20% Quarterly (4.80% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN DE000HV8BP16
NEXT POTENTIAL MATURITY DATE 13/07/2026

EXPAND CLOSE
UniCredit Developed Markets Memory Income Autocall July 2021 GBP
ISIN: DE000HV8BM76
STRIKE DATE: 13/07/2021
INDICATIVE PRICE: 93.89%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.89% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI27,963.410026389.04
CAC 406,558.47008082.27
Nasdaq 10014,874.540029580.3
FTSE MIB25,156.650050050.27

STRIKE DATE 13/07/2021
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 = 1.48% Quarterly (5.92% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN DE000HV8BM76
NEXT POTENTIAL MATURITY DATE 13/07/2026

EXPAND CLOSE
UniCredit Developed Markets Memory Income Autocall July 2021 USD
ISIN: DE000HV8BM68
STRIKE DATE: 13/07/2021
INDICATIVE PRICE: 94.05%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 94.05% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI27,963.410026389.04
CAC 406,558.47008082.27
Nasdaq 10014,874.540029580.3
FTSE MIB25,156.650050050.27

STRIKE DATE 13/07/2021
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 = 1.63% Quarterly (6.52% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN DE000HV8BM68
NEXT POTENTIAL MATURITY DATE 13/07/2026

EXPAND CLOSE
BBVA Global Markets Classic Autocall July 2021 EUR
ISIN: XS2277236969
STRIKE DATE: 07/07/2021
INDICATIVE PRICE: 108.10%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 108.10% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,151.020010372.93
CAC 406,527.72008082.27
S&P 5004,358.13007501.24
HSI27,960.620026389.04

STRIKE DATE 07/07/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: EUR = 1.75% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2277236969
NEXT POTENTIAL MATURITY DATE 07/07/2026

EXPAND CLOSE
BBVA Car Manufacturers 55-55 Memory Income Autocall July 2021 GBP
ISIN: XS2277234675
STRIKE DATE: 06/07/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Volkswagen AG174.662788.84
General Motor Co57.460077.75
Tesla Motors219.86
Mercedes-Benz Group AG60.732772351.02

STRIKE DATE 06/07/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Memory Income Rate: GBP = 3.50% Quarterly (14.00% p.a.) Income Trigger: 55% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN -1.60085% p.a.
ISIN XS2277234675
NEXT POTENTIAL MATURITY DATE 07/07/2025

EXPAND CLOSE
BBVA Car Manufacturers 55-55 Memory Income Autocall July 2021 USD
ISIN: XS2277234592
STRIKE DATE: 06/07/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Volkswagen AG174.662788.84
General Motor Co57.460077.75
Tesla Motors219.86
Mercedes-Benz Group AG60.732772351.02

STRIKE DATE 06/07/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD = 3.50% Quarterly (14.00% p.a.) Income Trigger: 55% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN -1.60085% p.a.
ISIN XS2277234592
NEXT POTENTIAL MATURITY DATE 07/07/2025

EXPAND CLOSE
UniCredit Developed Indices Memory Income Autocall June 2021 GBP
ISIN: DE000HV4MBU8
STRIKE DATE: 04/06/2021
INDICATIVE PRICE: 95.97%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.97% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI28,918.100026389.04
Nasdaq 10013,770.770029580.3
S&P 5004,982.89667501.24
CAC 406,515.66008082.27

STRIKE DATE 04/06/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.25% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000HV4MBU8
NEXT POTENTIAL MATURITY DATE 04/06/2026

EXPAND CLOSE
UniCredit Developed Indices Memory Income Autocall June 2021 USD
ISIN: DE000HV4MBT0
STRIKE DATE: 04/06/2021
INDICATIVE PRICE: 97.63%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 97.63% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI28,918.100026389.04
Nasdaq 10013,770.770029580.3
S&P 5004,229.89007501.24
CAC 406,515.66008082.27

STRIKE DATE 04/06/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.50% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000HV4MBT0
NEXT POTENTIAL MATURITY DATE 04/06/2026

EXPAND CLOSE
BBVA Car Manufacturers Memory Income Autocall June 2021 USD
ISIN: XS2272094298
STRIKE DATE: 04/06/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Volkswagen AG206.497788.84
General Motor Co63.370077.75
Tesla Motors199.68
Mercedes-Benz Group AG66.2554479351.02

STRIKE DATE 04/06/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD = 3.50% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -3.19% p.a.
ISIN XS2272094298
NEXT POTENTIAL MATURITY DATE 04/06/2025

EXPAND CLOSE
BBVA Global Markets Classic Autocall July 2021 GBP
ISIN: XS2277231069
STRIKE DATE: 06/07/2021
INDICATIVE PRICE: 105.78%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 105.78% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,100.880010372.93
CAC 406,507.48008082.27
S&P 5004,343.54007501.24
HSI28,072.860026389.04

STRIKE DATE 06/07/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 3.65% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2277231069
NEXT POTENTIAL MATURITY DATE 06/07/2026

EXPAND CLOSE
BBVA Global Markets Classic Autocall July 2021 USD
ISIN: XS2277231143
STRIKE DATE: 06/07/2021
INDICATIVE PRICE: 108.75%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 108.75% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,100.880010372.93
CAC 406,507.48008082.27
S&P 5004,343.54007501.24
HSI28,072.860026389.04

STRIKE DATE 06/07/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 4.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2277231143
NEXT POTENTIAL MATURITY DATE 06/07/2026

EXPAND CLOSE
Goldman Sachs World Markets Memory Income Autocall May 2021 USD
ISIN: XS2335638974
STRIKE DATE: 28/05/2021
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 2007,179.50808640.714
FTSE 1007,022.610010372.93
Nasdaq 10013,686.510029580.3
MSCI Taiwan675.03001881.54

STRIKE DATE 28/05/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 3.775% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.55% p.a.
ISIN XS2335638974
NEXT POTENTIAL MATURITY DATE 30/05/2024

EXPAND CLOSE
BNP Car Manufacturers 95% Defensive Autocall May 2021 USD
ISIN: XS2275923469
STRIKE DATE: 28/05/2021
INDICATIVE PRICE: 46.83%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 46.83% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
General Motor Co59.310077.75
Hyundai Motor Co232,000.0000712000
Nissan Motor Co553.3000365.7
Volkswagen AG194.581188.84

STRIKE DATE 28/05/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Snowballing Coupon: USD = 7.50% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2275923469
NEXT POTENTIAL MATURITY DATE 28/05/2026

EXPAND CLOSE
BBVA Car Manufacturers 50-50 Memory Income Autocall May 2021 USD
ISIN: XS2272087912
STRIKE DATE: 28/05/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Volkswagen AG194.581188.84
General Motor Co59.310077.75
Tesla Motors208.41

STRIKE DATE 28/05/2021
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 = 3.50% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 0.5275% p.a.
ISIN XS2272087912
NEXT POTENTIAL MATURITY DATE 28/05/2025

EXPAND CLOSE
BBVA 3 Year 50-50 Memory Income Autocall May 2021 USD
ISIN: XS2269099235
STRIKE DATE: 20/05/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Advanced Micro Devices78.0600449.7
Zoom Communications324.710098.23
Tesla Motors195.59
Spotify Technology SA228.6800432.54

STRIKE DATE 20/05/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 4.95% Quarterly (19.80% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -14.07% p.a.
ISIN XS2269099235
NEXT POTENTIAL MATURITY DATE 20/05/2024

EXPAND CLOSE
BBVA US Tech Hybrid Memory Income Autocall June 2021 USD
ISIN: XS2277226499
STRIKE DATE: 29/06/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Intel56.7500115.93
Nvidia Corporation20.0268235.74
Facebook351.8900618.43
Tesla Motors226.92

STRIKE DATE 29/06/2021
RETURN & BARRIERS
Investment Structure: Hybrid Memory Income Autocall Income Trigger: 50% of initial level Income Rate: USD = 2.50% Quarterly (10% p.a.) Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Autocall Coupon Rate: 1.50% Quarterly (6.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -7.6325% p.a.
ISIN XS2277226499
NEXT POTENTIAL MATURITY DATE 30/06/2025

EXPAND CLOSE
BBVA Global Miners Defensive Autocall June 2021 GBP
ISIN: XS2277221698
STRIKE DATE: 21/06/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rio Tinto5,792.00008154
Barrick Gold Corp21.1500
BHP Group PLC2,038.50003308
Glencore301.2500595.9

STRIKE DATE 21/06/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall Maximum Term: 6 years Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: 4.60% Quarterly (18.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2277221698
NEXT POTENTIAL MATURITY DATE 21/03/2022

EXPAND CLOSE