INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Goldman Sachs Global Markets Classic Autocall Aug 2021 USD
ISIN: XS2335928540
STRIKE DATE: 03/08/2021
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 2007,474.48008844.412
FTSE MIB25,356.150052818.85
IBEX 358,772.800019852.4
MSCI Taiwan689.37002100.27

STRIKE DATE 03/08/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi Annually (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 6.25% Semi Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 12.50% p.a.
ISIN XS2335928540
NEXT POTENTIAL MATURITY DATE 05/02/2024

EXPAND CLOSE
UniCredit Bank AG Diversified Markets Memory Income Autocall Jul 2021 GBP
ISIN: DE000HV8CWZ5
STRIKE DATE: 31/08/2021
INDICATIVE PRICE: 95.62%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit Bank AG
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.62% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI25,878.990023350.03
S&P 5004,522.68007483.24
FTSE 1007,119.700010679.03
FTSE MIB26,009.290052818.85

STRIKE DATE 31/08/2021
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
ISIN DE000HV8CWZ5
NEXT POTENTIAL MATURITY DATE 31/08/2026

EXPAND CLOSE
UniCredit Bank AG Diversified Markets Memory Income Autocall Aug 2021 USD
ISIN: DE000HV8CX07
STRIKE DATE: 31/08/2021
INDICATIVE PRICE: 96.18%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit Bank AG
TYPE Note
CURRENCY USD
CURRENT PRICE 96.18% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI25,878.990023350.03
S&P 5004,522.68007483.24
FTSE 1007,119.700010679.03
FTSE MIB26,009.290052818.85

STRIKE DATE 31/08/2021
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: 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
ISIN DE000HV8CX07
NEXT POTENTIAL MATURITY DATE 31/08/2026

EXPAND CLOSE
BBVA Triple Index Classic Autocall Sep 2021 GBP
ISIN: XS2296812733
STRIKE DATE: 01/09/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,149.840010679.03
FTSE MIB26,181.660052818.85
HSI26,028.290023350.03

STRIKE DATE 01/09/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 4.75% Semi-Annual (9.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 9.50%
ISIN XS2296812733
NEXT POTENTIAL MATURITY DATE 02/03/2026

EXPAND CLOSE
BBVA Triple Index Classic Autocall Sep 2021 USD
ISIN: XS2296812816
STRIKE DATE: 01/09/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,149.840010679.03
FTSE MIB26,181.660052818.85
HSI26,028.290023350.03

STRIKE DATE 01/09/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 5.50% Semi-Annual (11.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 11.00%
ISIN XS2296812816
NEXT POTENTIAL MATURITY DATE 02/03/2026

EXPAND CLOSE
UniCredit 70-60 Low Hurdle Autocall July 2021 GBP
ISIN: DE000HV8CM59
STRIKE DATE: 30/07/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI25,961.030023350.03
CAC 406,612.76008508.07
S&P 5004,395.26007483.24
FTSE MIB25,363.020052818.85

STRIKE DATE 30/07/2021
RETURN & BARRIERS
Investment Structure: Semi Annual Low Hurdle Autocall Autocall Opportunities: Quarterly (First observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: 3.60% Semi Annual (7.20% p.a.) Low Hurdle Trigger: 70% of initial level at maturity Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.20% p.a.
ISIN DE000HV8CM59
NEXT POTENTIAL MATURITY DATE 30/01/2026

EXPAND CLOSE
UniCredit Diversified Markets Memory Income Autocall July 2021 USD
ISIN: DE000HV8CB52
STRIKE DATE: 30/07/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI25,961.030023350.03
FTSE 1007,032.300010679.03
S&P 5004,395.26007483.24
FTSE MIB25,363.020052818.85

STRIKE DATE 30/07/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 18 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 6% p.a.
ISIN DE000HV8CB52
NEXT POTENTIAL MATURITY DATE 30/10/2025

EXPAND CLOSE
UniCredit Diversified Markets Memory Income Autocall July 2021 GBP
ISIN: DE000HV8CB60
STRIKE DATE: 30/07/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI25,961.030023350.03
FTSE 1007,032.300010679.03
S&P 5004,395.26007483.24
FTSE MIB25,363.020052818.85

STRIKE DATE 30/07/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 18 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 5.00% p.a.
ISIN DE000HV8CB60
NEXT POTENTIAL MATURITY DATE 30/10/2025

EXPAND CLOSE
BBVA European Banks Defensive Autocall July 2021 USD
ISIN: XS2288691806
STRIKE DATE: 28/07/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas SA51.1600102.68
Banco Santander3.059512.418
ING Groep NV10.772028.29
HSBC396.60001451

STRIKE DATE 28/07/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 4.00% Quarterly (16% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2288691806
NEXT POTENTIAL MATURITY DATE 28/01/2022

EXPAND CLOSE
BBVA US Tech Hybrid Memory Income Autocall Aug 2021 USD
ISIN: XS2296810281
STRIKE DATE: 27/08/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Intel53.8900120.35
Advanced Micro Devices111.4000517.82
Nvidia Corporation22.6360194.83
Tesla Motors237.31

STRIKE DATE 27/08/2021
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 4.398% p.a.
ISIN XS2296810281
NEXT POTENTIAL MATURITY DATE 27/08/2025

EXPAND CLOSE
UniCredit Triple Index Memory Income Autocall July 2021 USD
ISIN: DE000HV8CF90
STRIKE DATE: 23/07/2021
INDICATIVE PRICE: 101.49%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 101.49% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI27,321.980023350.03
Nasdaq 10015,111.790029329.21
FTSE MIB25,124.910052818.85

STRIKE DATE 23/07/2021
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annual (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: USD= 7.50% Annually Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN DE000HV8CF90
NEXT POTENTIAL MATURITY DATE 23/07/2026

EXPAND CLOSE
Credit Suisse Clean Energy Memory Income Autocall August 2021 USD
ISIN: XS2365548481
STRIKE DATE: 19/08/2021
INDICATIVE PRICE: 58.10%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE 58.10% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Invesco Wilderhill Clean Energy ETF73.500036.58

STRIKE DATE 19/08/2021
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 = 4.20% Semi-Annually (8.40% 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 XS2365548481
NEXT POTENTIAL MATURITY DATE 19/08/2026

EXPAND CLOSE
Credit Suisse Clean Energy Memory Income Autocall August 2021 GBP
ISIN: XS2365549372
STRIKE DATE: 19/08/2021
INDICATIVE PRICE: 56.98%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE 56.98% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Invesco Wilderhill Clean Energy ETF73.500036.58

STRIKE DATE 19/08/2021
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 = 3.20% Semi-Annually (6.40% 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 XS2365549372
NEXT POTENTIAL MATURITY DATE 19/08/2026

EXPAND CLOSE
Goldman Sachs High Yield Classic Autocall August 2021 USD
ISIN: XS2318400954
STRIKE DATE: 17/08/2021
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 2007,511.03008844.412
FTSE MIB26,224.790052818.85
IBEX 358,865.700019852.4
MSCI Taiwan662.08002100.27

STRIKE DATE 17/08/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 8.00% Semi-Annually (16.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 16.00% p.a.
ISIN XS2318400954
NEXT POTENTIAL MATURITY DATE 19/02/2024

EXPAND CLOSE
Goldman Sachs 85-65 Memory Income Reducing Autocall Aug 2021 USD
ISIN: XS2318378333
STRIKE DATE: 12/08/2021
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 2007,588.18608844.412
IBEX 358,979.400019852.4
Nasdaq 10015,088.980029329.21
MSCI Taiwan678.66002100.27

STRIKE DATE 12/08/2021
RETURN & BARRIERS
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 (7.50% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.50% p.a.
ISIN XS2318378333
NEXT POTENTIAL MATURITY DATE 15/02/2024

EXPAND CLOSE
Goldman Sachs 85-65 Memory Income Reducing Autocall Aug 2021 GBP
ISIN: XS2318513210
STRIKE DATE: 12/08/2021
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 2007,588.18608844.412
IBEX 358,979.400019852.4
Nasdaq 10015,088.980029329.21
MSCI Taiwan678.66002100.27

STRIKE DATE 12/08/2021
RETURN & BARRIERS
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 (6.00% p.a.) 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 XS2318513210
NEXT POTENTIAL MATURITY DATE 15/02/2024

EXPAND CLOSE
BBVA Car Manufacturers 60-50 Memory Income Autocall Aug 2021 USD
ISIN: XS2288692101
STRIKE DATE: 12/08/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Volkswagen AG179.480974.66
General Motor Co54.620076
Tesla Motors240.75
Mercedes-Benz Group AG62.9818257345.24

STRIKE DATE 12/08/2021
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: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 0% p.a.
ISIN XS2288692101
NEXT POTENTIAL MATURITY DATE 12/08/2025

EXPAND CLOSE
UniCredit AG 70-60 Low Hurdle Autocall July 2021 USD
ISIN: DE000HV8CCA0
STRIKE DATE: 09/07/2021
INDICATIVE PRICE: 126.47%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 126.47% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI27,344.540023350.03
CAC 406,529.42008508.07
S&P 5004,369.55007483.24
FTSE MIB25,051.820052818.85

STRIKE DATE 09/07/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Maximum Term: 6 years Autocall Opportunities: Semi Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level then 70% at final observation Coupon Rate: 3.92% Semi Annually (7.84% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000HV8CCA0
NEXT POTENTIAL MATURITY DATE 09/07/2026

EXPAND CLOSE
BBVA Major Markets Hybrid Memory Income Autocall July 2021 USD
ISIN: XS2277243072
STRIKE DATE: 07/07/2021
INDICATIVE PRICE: 92.05%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 92.05% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,078.53006412.68
FTSE 1007,151.020010679.03
HSI27,960.620023350.03
S&P 5004,358.13007483.24

STRIKE DATE 07/07/2021
RETURN & BARRIERS
Investment Structure: Semi-Annual Hybrid Memory Income Autocall Income Trigger: 80% of initial level Income Rate: USD = 2.25% Semi-Annual (4.50% p.a.) Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Autocall Coupon Rate: 0.80% Semi-Annual (1.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2277243072
NEXT POTENTIAL MATURITY DATE 07/07/2026

EXPAND CLOSE
BBVA Global Markets Classic Autocall Aug 2021 GBP
ISIN: XS2288685311
STRIKE DATE: 05/08/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,120.430010679.03
CAC 406,781.19008508.07
Dow Jones Industrial Average35,064.250052900.07
HSI26,204.690023350.03

STRIKE DATE 05/08/2021
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 (7.30% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.30% p.a.
ISIN XS2288685311
NEXT POTENTIAL MATURITY DATE 05/02/2026

EXPAND CLOSE