INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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 SA51.1600103.76
Banco Santander3.059511.612
ING Groep NV10.772028.525
HSBC396.60001527

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
Intel53.8900100.23
Advanced Micro Devices111.4000539.69
Nvidia Corporation22.6360208.76
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: 103.86%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 103.86% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI27,321.980025210.81
Nasdaq 10015,111.790028454.81
FTSE MIB25,124.910051315.84

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 23/07/2027

EXPAND CLOSE
Credit Suisse Clean Energy Memory Income Autocall August 2021 USD
ISIN: XS2365548481
STRIKE DATE: 19/08/2021
INDICATIVE PRICE: 50.71%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE 50.71% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Invesco Wilderhill Clean Energy ETF73.500033.22

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: 49.94%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE 49.94% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Invesco Wilderhill Clean Energy ETF73.500033.22

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 2007,511.03008838.994
FTSE MIB26,224.790051315.84
IBEX 358,865.700019267
MSCI Taiwan662.08002024.52

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 2007,588.18608838.994
IBEX 358,979.400019267
Nasdaq 10015,088.980028454.81
MSCI Taiwan678.66002024.52

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 2007,588.18608838.994
IBEX 358,979.400019267
Nasdaq 10015,088.980028454.81
MSCI Taiwan678.66002024.52

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 AG179.480972.94
General Motor Co54.620080.67
Tesla Motors240.75
Mercedes-Benz Group AG62.9818257344.32

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: 130.66%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 130.66% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI27,344.540025210.81
CAC 406,529.42008299.09
S&P 5004,369.55007408.3
FTSE MIB25,051.820051315.84

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 11/01/2027

EXPAND CLOSE
BBVA Major Markets Hybrid Memory Income Autocall July 2021 USD
ISIN: XS2277243072
STRIKE DATE: 07/07/2021
INDICATIVE PRICE: 93.82%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 93.82% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,078.53006210.17
FTSE 1007,151.020010639.17
HSI27,960.620025210.81
S&P 5004,358.13007408.3

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 07/01/2027

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 1007,120.430010639.17
CAC 406,781.19008299.09
Dow Jones Industrial Average35,064.250051711.65
HSI26,204.690025210.81

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
BBVA Global Markets Classic Autocall Aug 2021 USD
ISIN: XS2288685402
STRIKE DATE: 05/08/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,120.430010639.17
CAC 406,781.19008299.09
Dow Jones Industrial Average35,064.250051711.65
HSI26,204.690025210.81

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: USD = 4.50% Semi-Annually (9.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 9.00% p.a.
ISIN XS2288685402
NEXT POTENTIAL MATURITY DATE 05/02/2026

EXPAND CLOSE
UniCredit AG 80-60 Memory Income Autocall July 2021 USD
ISIN: DE000HV8BTL3
STRIKE DATE: 02/07/2021
INDICATIVE PRICE: 95.55%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 95.55% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI28,310.420025210.81
CAC 406,552.86008299.09
S&P 5004,352.34007408.3
FTSE MIB25,282.410051315.84

STRIKE DATE 02/07/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 3.20% Semi Annual Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000HV8BTL3
NEXT POTENTIAL MATURITY DATE 04/01/2027

EXPAND CLOSE
BBVA Miners 5 Year Defensive Autocall USD June 2021
ISIN: XS2190707641
STRIKE DATE: 25/06/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rio Tinto6,062.00006856
BHP Group PLC2,160.00003145
Barrick Gold Corp20.8900
Glencore315.2000537.7

STRIKE DATE 25/06/2021
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: 8.25% Quarterly (33.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2190707641
NEXT POTENTIAL MATURITY DATE 25/03/2022

EXPAND CLOSE
UniCredit Diversified Markets Memory Income Autocall Jun 2021 USD
ISIN: DE000HV8BNS1
STRIKE DATE: 30/06/2021
INDICATIVE PRICE: 96.95%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 96.95% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI28,827.950025210.81
CAC 406,507.83008299.09
Nasdaq 10014,554.800028454.81
FTSE MIB25,102.040051315.84

STRIKE DATE 30/06/2021
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
ISIN DE000HV8BNS1
NEXT POTENTIAL MATURITY DATE 30/09/2026

EXPAND CLOSE
UniCredit Diversified Markets Memory Income Autocall Jun 2021 GBP
ISIN: DE000HV8BNT9
STRIKE DATE: 30/06/2021
INDICATIVE PRICE: 96.31%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.31% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI28,827.950025210.81
CAC 406,507.83008299.09
Nasdaq 10014,554.800028454.81
FTSE MIB25,102.040051315.84

STRIKE DATE 30/06/2021
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
ISIN DE000HV8BNT9
NEXT POTENTIAL MATURITY DATE 30/09/2026

EXPAND CLOSE
BBVA Travel Industry Reducing Autocall June 2021 USD
ISIN: XS2246885631
STRIKE DATE: 30/06/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Hilton Worldwide Holdings Inc120.6200320.18
Airbnb Inc153.1400137.57
Expedia163.7100257.61
Norwegian Cruise Line Holdings Ltd29.410018.71

STRIKE DATE 30/06/2021
RETURN & BARRIERS
Investment Structure: Reducing Autocall Maximum Term: 4 years Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level then reduced by 2.5% per Quarter Coupon Rate: 4.50% Quarterly (18.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 18.00% p.a.
ISIN XS2246885631
NEXT POTENTIAL MATURITY DATE 30/12/2024

EXPAND CLOSE
BBVA US Tech Hybrid Memory Income Autocall Jul 2021 USD
ISIN: XS2269101585
STRIKE DATE: 27/07/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Intel53.1800100.23
Advanced Micro Devices91.0300539.69
Facebook367.8100606.1
Tesla Motors214.93

STRIKE DATE 27/07/2021
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: 2.00% Quarterly (8.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -7.7783% p.a.
ISIN XS2269101585
NEXT POTENTIAL MATURITY DATE 28/07/2025

EXPAND CLOSE
CIBC Developed Markets Memory Income Autocall Feb 2021 GBP
ISIN: XS2296212033
STRIKE DATE: 26/02/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5003,811.15007408.3
Russell 20002,201.05102940.163
Nasdaq 10012,909.440028454.81
S&P/TSX 601,073.41902073.413

STRIKE DATE 26/02/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Semi annually (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 2.50% Semi-annually (5% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.0%
ISIN XS2296212033
NEXT POTENTIAL MATURITY DATE 26/08/2024

EXPAND CLOSE