INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Goldman Sachs 85-65 Memory Income Reducing Autocall Jul 2021 GBP
ISIN: XS2335585084
STRIKE DATE: 16/07/2021
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 2007,348.12308838.994
IBEX 358,506.200019267
Nasdaq 10014,681.380028454.81
MSCI Taiwan698.02002024.52

STRIKE DATE 16/07/2021
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 = 3.05% 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 XS2335585084
NEXT POTENTIAL MATURITY DATE 16/07/2024

EXPAND CLOSE
Goldman Sachs 85-65 Memory Income Reducing Autocall July 2021 USD
ISIN: XS2335584947
STRIKE DATE: 16/07/2021
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 2007,348.12308838.994
IBEX 358,506.200019267
Nasdaq 10014,681.380028454.81
MSCI Taiwan698.02002024.52

STRIKE DATE 16/07/2021
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 = 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 XS2335584947
NEXT POTENTIAL MATURITY DATE 16/07/2024

EXPAND CLOSE
BBVA Global Banks 50-50 Memory Income Autocall June 2021 USD
ISIN: XS2277232976
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
Commerzbank AG6.157036.35
Barclays172.9400519.5
Wells Fargo & Co43.280086.19

STRIKE DATE 21/06/2021
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 = 1.875% Quarterly (7.50% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 7.50% p.a.
ISIN XS2277232976
NEXT POTENTIAL MATURITY DATE 22/03/2024

EXPAND CLOSE
BBVA UK Blue Chip Memory Income Autocall June 2021 USD
ISIN: XS2277236027
STRIKE DATE: 18/06/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Royal Dutch Shell (GBp)1,418.20003344
Unilever4,307.00004543
BP315.4000555.9
Glencore297.5500537.7

STRIKE DATE 18/06/2021
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 = 2.04% Quarterly Income Trigger: 55% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 8.16% p.a.
ISIN XS2277236027
NEXT POTENTIAL MATURITY DATE 18/06/2024

EXPAND CLOSE
BBVA Global Miners Defensive Autocall July 2021 USD
ISIN: XS2277246257
STRIKE DATE: 20/07/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rio Tinto5,836.00006856
Barrick Gold Corp20.7200
BHP Group PLC2,188.00003145
Glencore302.1500537.7

STRIKE DATE 20/07/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 5.40% Quarterly (21.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2277246257
NEXT POTENTIAL MATURITY DATE 20/01/2022

EXPAND CLOSE
UniCredit AG Developed Markets Memory Income Autocall July 2021 EUR
ISIN: DE000HV8BP16
STRIKE DATE: 13/07/2021
INDICATIVE PRICE: 94.32%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY EUR
CURRENT PRICE 94.32% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI27,963.410025210.81
CAC 406,558.47008299.09
FTSE 1007,124.720010639.17
FTSE MIB25,156.650051315.84

STRIKE DATE 13/07/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: EUR = 1.20% Quarterly (4.80% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN DE000HV8BP16
NEXT POTENTIAL MATURITY DATE 13/10/2026

EXPAND CLOSE
UniCredit Developed Markets Memory Income Autocall July 2021 GBP
ISIN: DE000HV8BM76
STRIKE DATE: 13/07/2021
INDICATIVE PRICE: 94.04%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.04% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI27,963.410025210.81
CAC 406,558.47008299.09
Nasdaq 10014,874.540028454.81
FTSE MIB25,156.650051315.84

STRIKE DATE 13/07/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.48% Quarterly (5.92% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN DE000HV8BM76
NEXT POTENTIAL MATURITY DATE 13/10/2026

EXPAND CLOSE
UniCredit Developed Markets Memory Income Autocall July 2021 USD
ISIN: DE000HV8BM68
STRIKE DATE: 13/07/2021
INDICATIVE PRICE: 93.90%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 93.90% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI27,963.410025210.81
CAC 406,558.47008299.09
Nasdaq 10014,874.540028454.81
FTSE MIB25,156.650051315.84

STRIKE DATE 13/07/2021
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 = 1.63% Quarterly (6.52% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN DE000HV8BM68
NEXT POTENTIAL MATURITY DATE 13/10/2026

EXPAND CLOSE
BBVA Global Markets Classic Autocall July 2021 EUR
ISIN: XS2277236969
STRIKE DATE: 07/07/2021
INDICATIVE PRICE: 103.70%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 103.70% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,151.020010639.17
CAC 406,527.72008299.09
S&P 5004,358.13007408.3
HSI27,960.620025210.81

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 07/10/2026

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 AG174.662772.94
General Motor Co57.460080.67
Tesla Motors219.86
Mercedes-Benz Group AG60.732772344.32

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 AG174.662772.94
General Motor Co57.460080.67
Tesla Motors219.86
Mercedes-Benz Group AG60.732772344.32

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: 95.84%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.84% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI28,918.100025210.81
Nasdaq 10013,770.770028454.81
S&P 5004,982.89667408.3
CAC 406,515.66008299.09

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: 96.89%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 96.89% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI28,918.100025210.81
Nasdaq 10013,770.770028454.81
S&P 5004,229.89007408.3
CAC 406,515.66008299.09

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 AG206.497772.94
General Motor Co63.370080.67
Tesla Motors199.68
Mercedes-Benz Group AG66.2554479344.32

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: 102.11%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 102.11% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,100.880010639.17
CAC 406,507.48008299.09
S&P 5004,343.54007408.3
HSI28,072.860025210.81

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 06/01/2027

EXPAND CLOSE
BBVA Global Markets Classic Autocall July 2021 USD
ISIN: XS2277231143
STRIKE DATE: 06/07/2021
INDICATIVE PRICE: 103.99%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 103.99% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,100.880010639.17
CAC 406,507.48008299.09
S&P 5004,343.54007408.3
HSI28,072.860025210.81

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 06/01/2027

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 2007,179.50808838.994
FTSE 1007,022.610010639.17
Nasdaq 10013,686.510028454.81
MSCI Taiwan675.03002024.52

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 Co59.310080.67
Hyundai Motor Co232,000.0000432000
Nissan Motor Co553.3000332.3
Volkswagen AG194.581172.94

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 AG194.581172.94
General Motor Co59.310080.67
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 Devices78.0600539.69
Zoom Communications324.710084.11
Tesla Motors195.59
Spotify Technology SA228.6800468.99

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