INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Developed Markets Memory Income Autocall December 2020 GBP
ISIN: XS2190718762
STRIKE DATE: 04/12/2020
INDICATIVE PRICE: 97.45%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.45% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,539.27005934.96
HSI26,835.920026389.04
OMX Stockholm 301,916.93803048.114
S&P/ASX 2001,042.38008640.714

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: 98.06%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.06% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,539.27005934.96
HSI26,835.920026389.04
OMX Stockholm 301,916.93803048.114
S&P/TSX 601,042.38001986.704

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: 102.80%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 102.80% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2006,631.34408640.714
HSCEI10,399.56008858.63
IBEX 358,152.400017809.2
MSCI Taiwan564.55001881.54

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: 105.43%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 105.43% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2006,631.34408640.714
HSCEI10,399.56008858.63
IBEX 358,152.400017809.2
MSCI Taiwan564.55001881.54

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 1006,463.390010372.93
Eurostoxx 503,521.32005934.96
S&P 5003,669.01007501.24

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 2006,631.34408640.714
IBEX 358,152.400017809.2
Nasdaq 10012,595.920029580.3
MSCI Taiwan564.55001881.54

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 Funds1,776.092183.91

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: 105.10%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 105.10% (as at 15/05/2026 09:55 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2006,517.80708640.714
    HSCEI10,546.47008858.63
    IBEX 358,076.900017809.2
    MSCI Taiwan543.94001881.54

    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
    Barclays Capital Protected Growth Note December 2020 GBP
    ISIN: XS2194325770
    STRIKE DATE: 08/12/2020
    INDICATIVE PRICE: 98.27%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 98.27% (as at 15/05/2026 09:55 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Barclays Mutual Fund TR RC 3.5% EUR 1 Index118.1142119.5831

    STRIKE DATE 08/12/2020
    RETURN & BARRIERS
    Investment Structure: Capital Protected Growth Participation Note Participation Rate: GBP = 70% Capital Risk: 100% Capital Protected
    P.A. RETURN
    ISIN XS2194325770
    NEXT POTENTIAL MATURITY DATE 08/12/2026

    EXPAND CLOSE
    BNP Paribas European Banks Defensive Autocall December 2020 GBP
    ISIN: XS2201064974
    STRIKE DATE: 04/12/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Banco Santander2.862010.246
    HSBC422.65001350
    Lloyds39.025096.6
    Societe Generale18.294067.46

    STRIKE DATE 04/12/2020
    RETURN & BARRIERS
    Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: GBP = 4.75% Quarterly (19% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS2201064974
    NEXT POTENTIAL MATURITY DATE 04/06/2021

    EXPAND CLOSE
    BNP Paribas European Banks Defensive Autocall December 2020 USD
    ISIN: XS2201064891
    STRIKE DATE: 04/12/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Banco Santander2.862010.246
    HSBC422.65001350
    Lloyds39.025096.6
    Societe Generale18.294067.46

    STRIKE DATE 04/12/2020
    RETURN & BARRIERS
    Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 5.00% Quarterly (20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS2201064891
    NEXT POTENTIAL MATURITY DATE 04/06/2021

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall December 2020 GBP
    ISIN: XS2190714852
    STRIKE DATE: 03/12/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503517.15934.96
    OMX Stockholm 301912.1753048.114
    SMI10342.6313212.96
    S&P/TSX 601035.481986.704

    STRIKE DATE 03/12/2020
    RETURN & BARRIERS
    Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 3.10% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2190714852
    NEXT POTENTIAL MATURITY DATE 03/12/2021

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall December 2020 USD
    ISIN: XS2190714779
    STRIKE DATE: 03/12/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503517.15934.96
    OMX Stockholm 301912.1753048.114
    SMI10342.6313212.96
    S&P/TSX 601035.481986.704

    STRIKE DATE 03/12/2020
    RETURN & BARRIERS
    Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 4.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2190714779
    NEXT POTENTIAL MATURITY DATE 03/12/2021

    EXPAND CLOSE
    BBVA Oil & Gas Sector 60-60 Memory Income Autocall Dec 2020 GBP
    ISIN: XS2190715156
    STRIKE DATE: 09/12/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SPDR S&P Oil & Gas ETF60.3000169.22

    STRIKE DATE 09/12/2020
    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 = 1.75% Quarterly (7.00% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2190715156
    NEXT POTENTIAL MATURITY DATE 09/12/2021

    EXPAND CLOSE
    BBVA Oil & Gas Sector 60-60 Memory Income Autocall Dec 2020 USD
    ISIN: XS2190715230
    STRIKE DATE: 09/12/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SPDR S&P Oil & Gas ETF60.3000169.22

    STRIKE DATE 09/12/2020
    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 (8.00% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2190715230
    NEXT POTENTIAL MATURITY DATE 09/12/2021

    EXPAND CLOSE
    Goldman Sachs Pacific Markets Memory Income Autocall Dec 2020 GBP
    ISIN: XS2114064962
    STRIKE DATE: 04/12/2020
    INDICATIVE PRICE: 97.01%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 97.01% (as at 15/05/2026 09:55 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2006,634.08208640.714
    HSCEI10,624.65008858.63
    Nasdaq 10012,528.480029580.3
    MSCI Taiwan565.45001881.54

    STRIKE DATE 04/12/2020
    RETURN & BARRIERS
    Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.250% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2114064962
    NEXT POTENTIAL MATURITY DATE 04/06/2026

    EXPAND CLOSE
    Goldman Sachs Pacific Markets Memory Income Autocall Dec 2020 USD
    ISIN: XS2114054062
    STRIKE DATE: 04/12/2020
    INDICATIVE PRICE: 97.88%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 97.88% (as at 15/05/2026 09:55 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2006,634.08208640.714
    HSCEI10,624.65008858.63
    Nasdaq 10012,528.480029580.3
    MSCI Taiwan565.45001881.54

    STRIKE DATE 04/12/2020
    RETURN & BARRIERS
    Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.625% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2114054062
    NEXT POTENTIAL MATURITY DATE 04/06/2026

    EXPAND CLOSE
    BBVA US Tech Memory Income Autocall Nov 2020 USD
    ISIN: XS2190701107
    STRIKE DATE: 10/11/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Amazon.com3,035.0200267.22
    Apple Inc115.9700298.21
    Tesla Motors410.3600

    STRIKE DATE 10/11/2020
    RETURN & BARRIERS
    Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 75% of initial level Memory Income Rate: USD= 3.00% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS2190701107
    NEXT POTENTIAL MATURITY DATE 10/05/2021

    EXPAND CLOSE
    Goldman Sachs Pacific Markets Classic Autocall Dec 2020 GBP
    ISIN: XS2114063725
    STRIKE DATE: 02/12/2020
    INDICATIVE PRICE: 101.70%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 101.70% (as at 15/05/2026 09:55 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2006,590.20408640.714
    HSCEI10,573.79008858.63
    Nasdaq 10012,456.410029580.3
    MSCI Taiwan558.79001881.54

    STRIKE DATE 02/12/2020
    RETURN & BARRIERS
    Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 5.275% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2114063725
    NEXT POTENTIAL MATURITY DATE 02/06/2026

    EXPAND CLOSE
    Goldman Sachs Pacific Markets Classic Autocall Dec 2020 USD
    ISIN: XS2114064459
    STRIKE DATE: 02/12/2020
    INDICATIVE PRICE: 104.39%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 104.39% (as at 15/05/2026 09:55 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2006,590.20408640.714
    HSCEI10,573.79008858.63
    Nasdaq 10012,456.410029580.3
    MSCI Taiwan558.79001881.54

    STRIKE DATE 02/12/2020
    RETURN & BARRIERS
    Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 7.325% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2114064459
    NEXT POTENTIAL MATURITY DATE 02/06/2026

    EXPAND CLOSE