INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Goldman Sachs Global Markets Classic Autocall Jan 2021 GBP
ISIN: XS2114074847
STRIKE DATE: 27/01/2021
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 2006,780.56508843.557
Nikkei 22528,635.210059585.86
IBEX 357,852.700018006.4
MSCI Taiwan653.09001685.33

STRIKE DATE 27/01/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 5.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 11.50% p.a.
ISIN XS2114074847
NEXT POTENTIAL MATURITY DATE 27/07/2023

EXPAND CLOSE
Goldman Sachs Global Markets Classic Autocall Jan 2021 USD
ISIN: XS2114075224
STRIKE DATE: 27/01/2021
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 2006,780.56508843.557
Nikkei 22528,635.210059585.86
IBEX 357,852.700018006.4
MSCI Taiwan653.09001685.33

STRIKE DATE 27/01/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 7.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 15.00% p.a.
ISIN XS2114075224
NEXT POTENTIAL MATURITY DATE 27/07/2023

EXPAND CLOSE
Goldman Sachs 85-65 Memory Income Reducing Autocall Jan 2021 USD
ISIN: XS2011063208
STRIKE DATE: 28/01/2021
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 2006,649.69408843.557
IBEX 357,932.500018006.4
Nasdaq 10013,201.530026937.28
MSCI Taiwan639.72001685.33

STRIKE DATE 28/01/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 2% every 6 months Memory Income Rate: USD = 4.10% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2011063208
NEXT POTENTIAL MATURITY DATE 28/04/2022

EXPAND CLOSE
BBVA US Stock 50-50 Memory Income Defensive Autocall Dec 2020 USD
ISIN: XS2204025501
STRIKE DATE: 15/12/2020
INDICATIVE PRICE: 22.54%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 22.54% (as at 23/04/2026 09:35 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Booking Holdings2,098.0500179.4
Zoom Communications399.430091.92
Intel50.665065.27
Tesla Inc211.08387.51

STRIKE DATE 15/12/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 90% of initial level Memory Income Rate: USD = 3.86% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2204025501
NEXT POTENTIAL MATURITY DATE 15/06/2026

EXPAND CLOSE
BBVA US Stock 50-50 Memory Income Defensive Autocall Dec 2020 GBP
ISIN: XS2204025683
STRIKE DATE: 15/12/2020
INDICATIVE PRICE: 22.78%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 22.78% (as at 23/04/2026 09:35 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Booking Holdings2,098.0500179.4
Zoom Communications399.430091.92
Intel50.665065.27
Tesla Inc211.08387.51

STRIKE DATE 15/12/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 90% of initial level Memory Income Rate: GBP = 3.72% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2204025683
NEXT POTENTIAL MATURITY DATE 15/06/2026

EXPAND CLOSE
Goldman Sachs Diversified Markets Classic Autocall Dec 2020 EUR
ISIN: XS1999656207
STRIKE DATE: 22/12/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2006,599.57108843.557
Nasdaq 10012,717.560026937.28
OMX Stockholm 301,863.28203128.387
MSCI Taiwan569.19001685.33

STRIKE DATE 22/12/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: EUR = 4.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1999656207
NEXT POTENTIAL MATURITY DATE 22/12/2021

EXPAND CLOSE
Goldman Sachs 75-65 Memory Income Autocall January 2021 GBP
ISIN: XS1999004556
STRIKE DATE: 19/01/2021
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 2006,742.61908843.557
FTSE 1006,712.950010476.46
Nasdaq 10012,996.540026937.28
MSCI Taiwan659.56001685.33

STRIKE DATE 19/01/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 95% of initial level Memory Income Rate: GBP = 2.50% Semi-Annually Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 5.00% p.a.
ISIN XS1999004556
NEXT POTENTIAL MATURITY DATE 19/07/2023

EXPAND CLOSE
Goldman Sachs 75-65 Memory Income Autocall January 2021 USD
ISIN: XS1999005959
STRIKE DATE: 19/01/2021
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 2006,742.61908843.557
FTSE 1006,712.950010476.46
Nasdaq 10012,996.540026937.28
MSCI Taiwan659.56001685.33

STRIKE DATE 19/01/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD = 3.00% Semi-Annually Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.00% p.a.
ISIN XS1999005959
NEXT POTENTIAL MATURITY DATE 19/07/2023

EXPAND CLOSE
BBVA US Tech 50-50 Memory Income Autocall GBP January 2021
ISIN: XS2204023985
STRIKE DATE: 20/01/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com3,263.3800255.36
Advanced Micro Devices88.7500303.46
Apple Inc132.0300273.17
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: GBP = 3.80% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2204023985
NEXT POTENTIAL MATURITY DATE 20/10/2021

EXPAND CLOSE
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.com3,263.3800255.36
Advanced Micro Devices88.7500303.46
Apple Inc132.0300273.17
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 2006,634.08208843.557
IBEX 358,322.900018006.4
Nasdaq 10012,528.480026937.28
MSCI Taiwan565.45001685.33

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 2006,634.08208843.557
IBEX 358,322.900018006.4
Nasdaq 10012,528.480026937.28
MSCI Taiwan565.45001685.33

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: 96.97%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.97% (as at 23/04/2026 09:35 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,539.27005906.22
HSI26,835.920026163.24
OMX Stockholm 301,916.93803128.387
S&P/ASX 2001,042.38008843.557

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 04/06/2026

EXPAND CLOSE
BBVA Developed Markets Memory Income Autocall Dec 2020 USD
ISIN: XS2190718689
STRIKE DATE: 04/12/2020
INDICATIVE PRICE: 97.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.50% (as at 23/04/2026 09:35 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,539.27005906.22
HSI26,835.920026163.24
OMX Stockholm 301,916.93803128.387
S&P/TSX 601,042.38001976.729

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 04/06/2026

EXPAND CLOSE
Goldman Sachs Diversified Markets Classic Autocall Dec 2020 GBP
ISIN: XS2019669493
STRIKE DATE: 15/12/2020
INDICATIVE PRICE: 102.21%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 102.21% (as at 23/04/2026 09:35 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2006,631.34408843.557
HSCEI10,399.56008801.78
IBEX 358,152.400018006.4
MSCI Taiwan564.55001685.33

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: 105.25%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 105.25% (as at 23/04/2026 09:35 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2006,631.34408843.557
HSCEI10,399.56008801.78
IBEX 358,152.400018006.4
MSCI Taiwan564.55001685.33

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 1006,463.390010476.46
Eurostoxx 503,521.32005906.22
S&P 5003,669.01007137.9

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 2006,631.34408843.557
IBEX 358,152.400018006.4
Nasdaq 10012,595.920026937.28
MSCI Taiwan564.55001685.33

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 Funds1,776.092165.73

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: 104.58%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 104.58% (as at 23/04/2026 09:35 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2006,517.80708843.557
    HSCEI10,546.47008801.78
    IBEX 358,076.900018006.4
    MSCI Taiwan543.94001685.33

    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