INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
UniCredit AG 85-65 Memory Income Autocall Dec 2021 GBP
ISIN: DE000HB0Z1F5
STRIKE DATE: 07/12/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5004,686.75007747.71
HSI23,983.660025213.31
FTSE MIB27,137.980052245.47
Nikkei 22528,455.600064214.48

STRIKE DATE 07/12/2021
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 105% Memory Income Rate: GBP = 3.00% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6% p.a.
ISIN DE000HB0Z1F5
NEXT POTENTIAL MATURITY DATE 07/12/2025

EXPAND CLOSE
UniCredit AG 85-65 Memory Income Autocall Dec 2021 USD
ISIN: DE000HB0Z1G3
STRIKE DATE: 07/12/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5004,686.75007747.71
HSI23,983.660025213.31
FTSE MIB27,137.980052245.47
Nikkei 22528,455.600064214.48

STRIKE DATE 07/12/2021
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 105% Memory Income Rate: USD = 3.50% 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% p.a.
ISIN DE000HB0Z1G3
NEXT POTENTIAL MATURITY DATE 08/12/2025

EXPAND CLOSE
BBVA 80-70 Hybrid Memory Income Autocall Oct 2021 USD
ISIN: XS2311148071
STRIKE DATE: 29/10/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,250.56006382.59
FTSE 1007,237.570010831.52
Nikkei 22528,892.690064214.48
S&P 5004,605.38007747.71

STRIKE DATE 29/10/2021
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Hybrid Memory Income Autocall Income Trigger: 80% of initial level Income Rate: 2.55% Semi-annual (5.10% p.a.) Autocall Opportunities: Semi Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Autocall Coupon Rate: 0.75% Semi-annual (1.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 6.60% p.a.
ISIN XS2311148071
NEXT POTENTIAL MATURITY DATE 30/04/2024

EXPAND CLOSE
BBVA Developed Markets Classic Autocall Oct 2021 GBP
ISIN: XS2311145051
STRIKE DATE: 29/10/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,237.570010831.52
Eurostoxx 504,250.56006382.59
S&P/ASX 2007,323.73709020.093
HSI25,377.240025213.31

STRIKE DATE 29/10/2021
RETURN & BARRIERS
Investment Structure: Semi Annual Autocall Autocall opportunities: Semi Annual (First observation at 18 months) Autocall Trigger: 100% of initial level Autocall Coupon: 3.50% Semi Annual (7% PA) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7% p.a.
ISIN XS2311145051
NEXT POTENTIAL MATURITY DATE 29/10/2025

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall Nov 2021 GBP
ISIN: XS2385710228
STRIKE DATE: 18/11/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,255.960010831.52
IBEX 358,903.200020000.2
S&P/ASX 2007,379.20309020.093

STRIKE DATE 18/11/2021
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 4.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 22.50% p.a.
ISIN XS2385710228
NEXT POTENTIAL MATURITY DATE 20/05/2024

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall Nov 2021 USD
ISIN: XS2385710574
STRIKE DATE: 18/11/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,255.960010831.52
IBEX 358,903.200020000.2
S&P/ASX 2007,379.20309020.093

STRIKE DATE 18/11/2021
RETURN & BARRIERS
Maximum Term: 6 years 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 22.50% p.a.
ISIN XS2385710574
NEXT POTENTIAL MATURITY DATE 20/05/2024

EXPAND CLOSE
BBVA Global Markets Classic Autocall Nov 2021 GBP
ISIN: XS2311592070
STRIKE DATE: 24/11/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB27109.352245.47
CAC 407042.238286.4
Nikkei 22529302.6664214.48
HSI24685.525213.31

STRIKE DATE 24/11/2021
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 5.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 10.00% p.a.
ISIN XS2311592070
NEXT POTENTIAL MATURITY DATE 25/11/2025

EXPAND CLOSE
BBVA Global Markets Classic Autocall Nov 2021 USD
ISIN: XS2311592153
STRIKE DATE: 24/11/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB27109.352245.47
CAC 407042.238286.4
Nikkei 22529302.6664214.48
HSI24685.525213.31

STRIKE DATE 24/11/2021
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 5.60% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 11.20% p.a.
ISIN XS2311592153
NEXT POTENTIAL MATURITY DATE 25/11/2025

EXPAND CLOSE
BBVA Global Miners Defensive Autocall Nov 2021 GBP
ISIN: XS2311589019
STRIKE DATE: 16/11/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rio Tinto4,453.50007611
Barrick Gold Corp20.6000
BHP Group PLC1,898.80003361
Anglo American2,841.50004175

STRIKE DATE 16/11/2021
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: GBP = 7.00% Quarterly (28.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2311589019
NEXT POTENTIAL MATURITY DATE 16/05/2022

EXPAND CLOSE
BBVA Global Miners Defensive Autocall Nov 2021 USD
ISIN: XS2311589100
STRIKE DATE: 16/11/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rio Tinto4,453.50007611
Barrick Gold Corp20.6000
BHP Group PLC1,898.80003361
Anglo American2,841.50004175

STRIKE DATE 16/11/2021
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 7.00% Quarterly (28.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2311589100
NEXT POTENTIAL MATURITY DATE 16/05/2022

EXPAND CLOSE
Goldman Sachs 80-65 Memory Income Autocall Oct 2021 USD
ISIN: XS2389898177
STRIKE DATE: 14/10/2021
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 2007,311.73009020.093
FTSE MIB26,277.570052245.47
MSCI Taiwan648.82002058.76

STRIKE DATE 14/10/2021
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 = 3.00% Semi-anually (6.00% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6% p.a.
ISIN XS2389898177
NEXT POTENTIAL MATURITY DATE 14/10/2024

EXPAND CLOSE
BBVA World Indices Annual Classic Autocall Nov 2021 EUR
ISIN: XS2311147859
STRIKE DATE: 15/11/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB27,868.130052245.47
CAC 407,128.63008286.4
Nikkei 22529,776.800064214.48
HSI25,390.910025213.31

STRIKE DATE 15/11/2021
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: EUR = 10.00% Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 10% p.a.
ISIN XS2311147859
NEXT POTENTIAL MATURITY DATE 17/11/2025

EXPAND CLOSE
BBVA 85-65 Memory Income Autocall Sep 2021 GBP
ISIN: XS2302881607
STRIKE DATE: 14/09/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,034.060010831.52
FTSE MIB26,027.070052245.47
HSI25,502.230025213.31
Nikkei 22530,670.100064214.48

STRIKE DATE 14/09/2021
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 = 1.40% Quarterly (5.60% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 5.60%
ISIN XS2302881607
NEXT POTENTIAL MATURITY DATE 16/09/2025

EXPAND CLOSE
UniCredit AG 70-65 Memory Income Autocall Oct 2021 EUR
ISIN: DE000HR9UKR3
STRIKE DATE: 06/10/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI23,966.490025213.31
S&P 5004,363.55007747.71
FTSE 1006,995.870010831.52
FTSE MIB25,605.730052245.47

STRIKE DATE 06/10/2021
RETURN & BARRIERS
Investment Structure: Semi Annual Memory Income Autocall Autocall Opportunities: Semi Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: EUR= 2.00% Semi Annual (4.00% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 4% p.a.
ISIN DE000HR9UKR3
NEXT POTENTIAL MATURITY DATE 06/10/2025

EXPAND CLOSE
BBVA US Tech Hybrid Memory Income Autocall Nov 2021 GBP
ISIN: XS2311141225
STRIKE DATE: 05/11/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
CrowdStrike Holdings Inc273.4200214.97
Peloton Interactive Inc55.64005.38
Palantir Technologies Inc26.0000182.53
Splunk Inc166.0800157

STRIKE DATE 05/11/2021
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Hybrid Memory Income Autocall Income Trigger: 50% of initial level Income Rate: GBP = 2.25% Quarterly (9.00% p.a.) USD = 2.50% Quarterly (10.00% p.a.) Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Autocall Coupon Rate: GBP = 1.50% Quarterly (6.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -21.79% p.a.
ISIN XS2311141225
NEXT POTENTIAL MATURITY DATE 05/11/2025

EXPAND CLOSE
BBVA US Tech Hybrid Memory Income Autocall Nov 2021 USD
ISIN: XS2311141498
STRIKE DATE: 05/11/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
CrowdStrike Holdings Inc273.4200214.97
Peloton Interactive Inc55.64005.38
Palantir Technologies Inc26.0000182.53
Splunk Inc166.0800157

STRIKE DATE 05/11/2021
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Hybrid Memory Income Autocall Income Trigger: 50% of initial level Income Rate: GBP = 2.25% Quarterly (9.00% p.a.) USD = 2.50% Quarterly (10.00% p.a.) Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Autocall Coupon Rate: USD = 1.50% Quarterly (6.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -21.79% p.a.
ISIN XS2311141498
NEXT POTENTIAL MATURITY DATE 05/11/2025

EXPAND CLOSE
UniCredit Bank AG Diversified Markets Memory Income Autocall Nov 2021 GBP
ISIN: DE000HB09PY7
STRIKE DATE: 01/11/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI25154.3225213.31
S&P 5004613.677747.71
FTSE 1007288.6210831.52
FTSE MIB2720652245.47

STRIKE DATE 01/11/2021
RETURN & BARRIERS
Maximum Term: 6 years 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 DE000HB09PY7
NEXT POTENTIAL MATURITY DATE 03/11/2025

EXPAND CLOSE
UniCredit Bank AG Diversified Markets Memory Income Autocall Nov 2021 USD
ISIN: DE000HB09PX9
STRIKE DATE: 01/11/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI25154.3225213.31
S&P 5004613.677747.71
FTSE 1007288.6210831.52
FTSE MIB2720652245.47

STRIKE DATE 01/11/2021
RETURN & BARRIERS
Maximum Term: 6 years 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 6% p.a.
ISIN DE000HB09PX9
NEXT POTENTIAL MATURITY DATE 03/11/2025

EXPAND CLOSE
BBVA Global Banks 75-65 Memory Income Autocall Sep 2021 USD
ISIN: XS2302881789
STRIKE DATE: 12/10/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barclays197.4600493.4
Goldman Sachs386.53001037.93
HSBC429.00001563.6
ING Groep NV12.728031.75

STRIKE DATE 12/10/2021
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2.52% Quarterly (10.08% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 10.08% p.a.
ISIN XS2302881789
NEXT POTENTIAL MATURITY DATE 01/07/2024

EXPAND CLOSE
BNP US Tech One Star Memory Income Autocall Sep 2021 USD
ISIN: XS2304435485
STRIKE DATE: 22/09/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Apple Inc145.8500328.21
Netflix590.650082.67
Nvidia Corporation219.4100228.45

STRIKE DATE 22/09/2021
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Defensive Autocall with one star effect Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD = 1.925% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected European barrier: 65% with one star effect
P.A. RETURN 7.70% p.a.
ISIN XS2304435485
NEXT POTENTIAL MATURITY DATE 22/03/2024

EXPAND CLOSE