INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Global Markets Classic Autocall July 2021 EUR
ISIN: XS2277236969
STRIKE DATE: 07/07/2021
INDICATIVE PRICE: 103.21%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 103.21% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,151.020010471.72
CAC 406,527.72008350.87
S&P 5004,358.13007431.46
HSI27,960.620024718.1

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 AG174.662788.42
General Motor Co57.460081.5
Tesla Motors219.86
Mercedes-Benz Group AG60.732772348.015

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 AG174.662788.42
General Motor Co57.460081.5
Tesla Motors219.86
Mercedes-Benz Group AG60.732772348.015

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: 94.80%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.80% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI28,918.100024718.1
Nasdaq 10013,770.770029635.95
S&P 5004,982.89667431.46
CAC 406,515.66008350.87

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 04/09/2026

EXPAND CLOSE
UniCredit Developed Indices Memory Income Autocall June 2021 USD
ISIN: DE000HV4MBT0
STRIKE DATE: 04/06/2021
INDICATIVE PRICE: 95.91%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 95.91% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI28,918.100024718.1
Nasdaq 10013,770.770029635.95
S&P 5004,229.89007431.46
CAC 406,515.66008350.87

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 04/09/2026

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 AG206.497788.42
General Motor Co63.370081.5
Tesla Motors199.68
Mercedes-Benz Group AG66.2554479348.015

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: 101.39%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 101.39% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,100.880010471.72
CAC 406,507.48008350.87
S&P 5004,343.54007431.46
HSI28,072.860024718.1

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: 103.63%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 103.63% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,100.880010471.72
CAC 406,507.48008350.87
S&P 5004,343.54007431.46
HSI28,072.860024718.1

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 2007,179.50808804.037
FTSE 1007,022.610010471.72
Nasdaq 10013,686.510029635.95
MSCI Taiwan675.03001983.51

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: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
General Motor Co59.310081.5
Hyundai Motor Co232,000.0000607000
Nissan Motor Co553.3000337.2
Volkswagen AG194.581188.42

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 -10.486%
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 AG194.581188.42
General Motor Co59.310081.5
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 Devices78.0600511.57
Zoom Communications324.710093.68
Tesla Motors195.59
Spotify Technology SA228.6800482

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
Intel56.7500124.57
Nvidia Corporation20.0268205.19
Facebook351.8900566.98
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 Tinto5,792.00007814
Barrick Gold Corp21.1500
BHP Group PLC2,038.50003356
Glencore301.2500588.9

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
BBVA Global Miners Defensive Autocall June 2021 USD
ISIN: XS2277221771
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
Rio Tinto5,792.00007814
Barrick Gold Corp21.1500
BHP Group PLC2,038.50003356
Glencore301.2500588.9

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: 4.80% Quarterly (19.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2277221771
NEXT POTENTIAL MATURITY DATE 21/03/2022

EXPAND CLOSE
Goldman Sachs 85-65 Memory Income Autocall Jun 2021 GBP
ISIN: XS2335675315
STRIKE DATE: 17/06/2021
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 2007,359.0368804.037
IBEX 359,195.918764.4
Nasdaq 10014,163.8129635.95
MSCI Taiwan691.311983.51

STRIKE DATE 17/06/2021
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: GBP = 3.05% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.10% p.a.
ISIN XS2335675315
NEXT POTENTIAL MATURITY DATE 17/06/2024

EXPAND CLOSE
Goldman Sachs 85-65 Memory Income Autocall Jun 2021 USD
ISIN: XS2335675232
STRIKE DATE: 17/06/2021
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 2007,359.0368804.037
IBEX 359,195.918764.4
Nasdaq 10014,163.8129635.95
MSCI Taiwan691.311983.51

STRIKE DATE 17/06/2021
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 = 4.00% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2335675232
NEXT POTENTIAL MATURITY DATE 17/06/2024

EXPAND CLOSE
Goldman Sachs 80-70 Memory Income Autocall May 2021 USD
ISIN: XS2319872748
STRIKE DATE: 19/05/2021
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 2006,931.66208804.037
FTSE 1006,950.200010471.72
SMI11,045.200013708.02
Nasdaq 10013,237.910029635.95

STRIKE DATE 19/05/2021
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.3125% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 5.25
ISIN XS2319872748
NEXT POTENTIAL MATURITY DATE 19/05/2023

EXPAND CLOSE
BNP Paribas Car Manufacturers Defensive Autocall Jun 2021 GBP
ISIN: XS2275903941
STRIKE DATE: 11/06/2021
INDICATIVE PRICE: 41.52%
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE 41.52% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
General Motor Co61.4981.5
Hyundai Motor Co238,500607000
Toyota Motor Corp1,972.20002775.5
Volkswagen AG200.733088.42

STRIKE DATE 11/06/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: GBP = 5.00% Quarterly (20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -11.19%
ISIN XS2275903941
NEXT POTENTIAL MATURITY DATE 12/06/2026

EXPAND CLOSE
BNP Paribas Car Manufacturers Defensive Autocall Jun 2021 USD
ISIN: XS2275904089
STRIKE DATE: 11/06/2021
INDICATIVE PRICE: 42.87%
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 42.87% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
General Motor Co61.490081.5
Hyundai Motor Co238,500607000
Toyota Motor Corp1,972.20002775.5
Volkswagen AG200.733088.42

STRIKE DATE 11/06/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 6.00% Quarterly (24% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -11.19%
ISIN XS2275904089
NEXT POTENTIAL MATURITY DATE 12/06/2026

EXPAND CLOSE