INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Goldman Sachs 85-65 Memory Income Autocall May 2021 USD
ISIN: XS2248992039
STRIKE DATE: 18/05/2021
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 2007,065.98108804.037
IBEX 359,183.900018764.4
Nasdaq 10013,217.680029635.95
MSCI Taiwan653.75001983.51

STRIKE DATE 18/05/2021
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 = 3.60% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.20% p.a.
ISIN XS2248992039
NEXT POTENTIAL MATURITY DATE 20/05/2024

EXPAND CLOSE
BBVA European Banks Defensive Autocall May 2021 GBP
ISIN: XS2269097452
STRIKE DATE: 19/05/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Banco Santander3.292511.026
HSBC443.30001372.8
Lloyds47.9600102.35
ING Groep NV10.846025.96

STRIKE DATE 19/05/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: GBP = 4.00% Quarterly (16% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2269097452
NEXT POTENTIAL MATURITY DATE 21/02/2022

EXPAND CLOSE
BBVA European Banks Defensive Autocall May 2021 USD
ISIN: XS2269097536
STRIKE DATE: 19/05/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Banco Santander3.292511.026
HSBC443.30001372.8
Lloyds47.9600102.35
ING Groep NV10.846025.96

STRIKE DATE 19/05/2021
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 XS2269097536
NEXT POTENTIAL MATURITY DATE 21/02/2022

EXPAND CLOSE
Goldman Sachs Clean Energy Memory Income Autocall May 2021 USD (XS2310343236)
ISIN: XS2310343236
STRIKE DATE: 30/04/2021
INDICATIVE PRICE: 54.21%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 54.21% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Invesco Wilderhill Clean Energy ETF87.8940.15

STRIKE DATE 30/04/2021
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 = 2.00% Quarterly Income Trigger: 62% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 62% Final level (European style)
P.A. RETURN
ISIN XS2310343236
NEXT POTENTIAL MATURITY DATE 30/07/2026

EXPAND CLOSE
BNP Paribas Car Manufacturers Defensive Autocall May 2021 GBP
ISIN: XS2269571548
STRIKE DATE: 11/05/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
General Motor Co55.730081.5
Nissan Motor Co578.6000337.2
Toyota Motor Corp1,668.20002775.5
Volkswagen AG179.653088.42

STRIKE DATE 11/05/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: GBP = 5.40% Quarterly (21.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -10.344% p.a.
ISIN XS2269571548
NEXT POTENTIAL MATURITY DATE 12/05/2026

EXPAND CLOSE
BNP Paribas Car Manufacturers Defensive Autocall May 2021 USD
ISIN: XS2269572355
STRIKE DATE: 11/05/2021
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 Co55.730081.5
Nissan Motor Co578.6000337.2
Toyota Motor Corp1,668.20002775.5
Volkswagen AG179.653088.42

STRIKE DATE 11/05/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 6.30% Quarterly (25.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -10.344% p.a.
ISIN XS2269572355
NEXT POTENTIAL MATURITY DATE 12/05/2026

EXPAND CLOSE
GS Diversified Markets Memory Income Autocall April GBP
ISIN: XS2310194050
STRIKE DATE: 08/04/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI Taiwan685.35001983.51
FTSE 1006,942.220010471.72
Nasdaq 10013,758.500029635.95
S&P/ASX 2006,998.77008804.037

STRIKE DATE 08/04/2021
RETURN & BARRIERS
Investment Structure: Semi Annual Memory Income Autocall Autocall opportunities: Semi Annual (First observation at 24 months) Autocall Trigger: 95% of initial level Memory Income Rate: 2.50% Semi Annual Income Trigger: 78.50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 5.00% p.a.
ISIN XS2310194050
NEXT POTENTIAL MATURITY DATE 08/04/2024

EXPAND CLOSE
GS Diversified Markets Memory Income Autocall April USD
ISIN: XS2310194217
STRIKE DATE: 08/04/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
MSCI Taiwan685.35001983.51
FTSE 1006,942.220010471.72
Nasdaq 10013,758.500029635.95
S&P/ASX 2006,998.77008804.037

STRIKE DATE 08/04/2021
RETURN & BARRIERS
Investment Structure: Semi Annual Memory Income Autocall Autocall opportunities: Semi Annual (First observation at 24 months) Autocall Trigger: 95% of initial level Memory Income Rate: 3.00% Semi Annual Income Trigger: 78.50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 6.00% p.a.
ISIN XS2310194217
NEXT POTENTIAL MATURITY DATE 08/04/2024

EXPAND CLOSE
BBVA Car Manufacturers 50-50 Memory Income Autocall May 2021 GBP
ISIN: XS2269086927
STRIKE DATE: 06/05/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Volkswagen AG182.750588.42
General Motor Co58.7281.5
Tesla Motors221.18

STRIKE DATE 06/05/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level Memory Income Rate: GBP = 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 14.00% p.a.
ISIN XS2269086927
NEXT POTENTIAL MATURITY DATE 06/05/2025

EXPAND CLOSE
BBVA Car Manufacturers 50-50 Memory Income Autocall May 2021 USD
ISIN: XS2269087065
STRIKE DATE: 06/05/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Volkswagen AG182.750588.42
General Motor Co58.7281.5
Tesla Motors221.18

STRIKE DATE 06/05/2021
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 14.00% p.a.
ISIN XS2269087065
NEXT POTENTIAL MATURITY DATE 06/05/2025

EXPAND CLOSE
Goldman Sachs Triple Index Classic Autocall April 2021 USD
ISIN: XS2318533671
STRIKE DATE: 23/04/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006938.5610471.72
Russell 20002271.8562943.992
MSCI Taiwan693.121983.51

STRIKE DATE 23/04/2021
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 8.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 0.00%
ISIN XS2318533671
NEXT POTENTIAL MATURITY DATE 23/04/2024

EXPAND CLOSE
Société Générale 5 Year FTSE 100 Autocall Apr 2021 GBP
ISIN: XS2278426957
STRIKE DATE: 23/04/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006938.5610471.72

STRIKE DATE 23/04/2021
RETURN & BARRIERS
Investment Structure: Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Conditional Return: GBP = 4.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style) Daily Loss Barrier: 70% of initial level if final barrier is breached Daily Loss Amount: 0.15% per business day the index is below the Daily Loss Barrier
P.A. RETURN
ISIN XS2278426957
NEXT POTENTIAL MATURITY DATE 25/04/2022

EXPAND CLOSE
BBVA Global Markets Conditional Income Note March 2021 USD
ISIN: XS2254501963
STRIKE DATE: 24/03/2021
INDICATIVE PRICE: 97.82%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.82% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,712.890010471.72
Russell 20002,134.26602943.992
FTSE MIB24,208.660051497.21
KOSPI 200407.10001291.32

STRIKE DATE 24/03/2021
RETURN & BARRIERS
Investment Structure: Quarterly Memory Conditional Income Autocall opportunities: N/A Autocall Trigger: N/A Memory Income Rate: 1.75% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2254501963
NEXT POTENTIAL MATURITY DATE 24/03/2027

EXPAND CLOSE
Goldman Sachs Major Markets Classic Autocall April 2021 GBP
ISIN: XS2318411050
STRIKE DATE: 21/04/2021
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 2006,997.48208804.037
Nikkei 22528,508.550066020.04
S&P 5004,173.42007431.46
Eurostoxx 503,976.41006187.63

STRIKE DATE 21/04/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 3.25% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.50% p.a.
ISIN XS2318411050
NEXT POTENTIAL MATURITY DATE 22/04/2024

EXPAND CLOSE
Goldman Sachs Major Markets Classic Autocall April 2021 EUR
ISIN: XS2318412454
STRIKE DATE: 21/04/2021
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 2006,997.48208804.037
Nikkei 22528,508.550066020.04
S&P 5004,173.42007431.46
Eurostoxx 503,976.41006187.63

STRIKE DATE 21/04/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: EUR = 2.50% Semi-annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5% p.a.
ISIN XS2318412454
NEXT POTENTIAL MATURITY DATE 22/04/2024

EXPAND CLOSE
Goldman Sachs Major Markets Classic Autocall April 2021 USD
ISIN: XS2318412538
STRIKE DATE: 21/04/2021
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 2006,997.48208804.037
Nikkei 22528,508.550066020.04
S&P 5004,173.42007431.46
Eurostoxx 503,976.41006187.63

STRIKE DATE 21/04/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 4.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2318412538
NEXT POTENTIAL MATURITY DATE 22/04/2024

EXPAND CLOSE
BBVA European Banks Defensive Autocall April 2021 USD
ISIN: XS2254529113
STRIKE DATE: 09/04/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Banco Santander2.903011.026
HSBC437.40001372.8
Lloyds43.2550102.35
ING Groep NV10.446025.96

STRIKE DATE 09/04/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 5.25% Quarterly (21% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2254529113
NEXT POTENTIAL MATURITY DATE 11/10/2021

EXPAND CLOSE
BNP Paribas S&P 500 Classic Autocall March 2021 USD
ISIN: XS2259888464
STRIKE DATE: 18/03/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5003,915.46007431.46

STRIKE DATE 18/03/2021
RETURN & BARRIERS
nvestment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD= 3.1% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2259888464
NEXT POTENTIAL MATURITY DATE 20/09/2021

    EXPAND CLOSE
    BNP Paribas FTSE 100 Classic Autocall March 2021 GBP
    ISIN: XS2259887904
    STRIKE DATE: 18/03/2021
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006,779.680010471.72

    STRIKE DATE 18/03/2021
    RETURN & BARRIERS
    Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 3.0% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2259887904
    NEXT POTENTIAL MATURITY DATE 20/09/2021

      EXPAND CLOSE
      Goldman Sachs Tech Classic Autocall March 2021 GBP
      ISIN: XS2294767343
      STRIKE DATE: 04/03/2021
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Goldman Sachs
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Oracle65.6100184.13
      Microsoft226.7300390.74
      Nvidia Corporation123.7025205.19
      Amazon.com2,977.5700238.55

      STRIKE DATE 04/03/2021
      RETURN & BARRIERS
      Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 4.17% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN
      ISIN XS2294767343
      NEXT POTENTIAL MATURITY DATE 07/09/2021

        EXPAND CLOSE