INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA US Tech 50-50 Memory Income Autocall December 2020 GBP
ISIN: XS2190712138
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
Amazon.com3186.73267.22
Netflix497.5286.94
Apple Inc122.94298.21
Tesla Motors593.38

STRIKE DATE 03/12/2020
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 = 3.80% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2190712138
NEXT POTENTIAL MATURITY DATE 03/06/2021

EXPAND CLOSE
BBVA US Tech 50-50 Memory Income Autocall December 2020 USD
ISIN: XS2190712211
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
Amazon.com3186.73267.22
Netflix497.5286.94
Apple Inc122.94298.21
Tesla Motors593.38

STRIKE DATE 03/12/2020
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 = 4.00% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2190712211
NEXT POTENTIAL MATURITY DATE 03/06/2021

EXPAND CLOSE
Barclays European Bank Memory Income Autocall Oct 2020 GBP
ISIN: XS2186933698
STRIKE DATE: 30/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Societe Generale11.640067.46
Lloyds28.025096.6
Banco Santander1.710810.246
HSBC324.55001350

STRIKE DATE 30/10/2020
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= 3.30% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2186933698
NEXT POTENTIAL MATURITY DATE 01/11/2021

EXPAND CLOSE
BBVA Semi Annual Classic Autocall March 2020 GBP
ISIN: XS2073895281
STRIKE DATE: 17/03/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,294.900010372.93
OMX Stockholm 301,372.78803048.114
S&P/ASX 2005,293.41008640.714
S&P/TSX 60767.51901986.704

STRIKE DATE 17/03/2020
RETURN & BARRIERS
Investment Structure: Semi-annual Classic Autocall Autocall Opportunities: Semi-annual (First Observation at 12 months) Autocall Trigger: 101% of initial level Coupon Rate: GBP = 5.3% Semi-annual (10.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2073895281
NEXT POTENTIAL MATURITY DATE 17/03/2021

EXPAND CLOSE
Natixis IDAD Semi-Annual Classic Autocall
ISIN: XS2024049285
STRIKE DATE: 27/11/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,527.79005934.96
Nasdaq 10012,258.210029580.3
HSCEI10,790.30008858.63
S&P/ASX 2006,601.05208640.714

STRIKE DATE 27/11/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: EUR = 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 0.00%
ISIN XS2024049285
NEXT POTENTIAL MATURITY DATE 28/11/2025

EXPAND CLOSE
BBVA 80-70 Memory Income Autocall Oct 2020 USD
ISIN: XS2161307405
STRIKE DATE: 22/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,785.650010372.93
Nasdaq 10011,662.910029580.3
FTSE MIB19,076.950050050.27
S&P/TSX 60970.52201986.704

STRIKE DATE 22/10/2020
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 Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2161307405
NEXT POTENTIAL MATURITY DATE 22/10/2021

EXPAND CLOSE
BBVA 80-70 Memory Income Autocall Oct 2020 GBP
ISIN: XS2161307587
STRIKE DATE: 22/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,785.650010372.93
Nasdaq 10011,662.910029580.3
FTSE MIB19,076.950050050.27
S&P/TSX 60970.52201986.704

STRIKE DATE 22/10/2020
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 Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2161307587
NEXT POTENTIAL MATURITY DATE 22/10/2021

EXPAND CLOSE
UniCredit Bank AG Developed Indices Memory Income Autocall Nov 2020 GBP
ISIN: DE000HV4GWT8
STRIKE DATE: 06/11/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005910.0210372.93
S&P/ASX 2006190.1798640.714
SMI10322.5713212.96
Nikkei 22524325.2362654.05

STRIKE DATE 06/11/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Please refer to factsheet Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.25% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000HV4GWT8
NEXT POTENTIAL MATURITY DATE 06/05/2022

EXPAND CLOSE
UniCredit Bank AG Developed Indices Memory Income Autocall Nov 2020 USD
ISIN: DE000HV4GWU6
STRIKE DATE: 06/11/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005910.0210372.93
S&P/ASX 2006190.1798640.714
SMI10322.5713212.96
Nikkei 22524325.2362654.05

STRIKE DATE 06/11/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Please refer to factsheet Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.45% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000HV4GWU6
NEXT POTENTIAL MATURITY DATE 06/05/2022

EXPAND CLOSE
BNP Paribas Defensive Autocall Oct 2020 USD
ISIN: XS2186717307
STRIKE DATE: 13/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Banco Santander1.613410.246
HSBC305.20001350
Lloyds26.870096.6
Societe Generale12.210067.46

STRIKE DATE 13/10/2020
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 7.00% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2186717307
NEXT POTENTIAL MATURITY DATE 13/04/2021

EXPAND CLOSE
BNP Paribas Defensive Autocall Oct 2020 GBP
ISIN: XS2186717216
STRIKE DATE: 13/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Banco Santander1.613410.246
HSBC305.20001350
Lloyds26.870096.6
Societe Generale12.210067.46

STRIKE DATE 13/10/2020
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 7.00% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2186717216
NEXT POTENTIAL MATURITY DATE 13/04/2021

EXPAND CLOSE
UniCredit Developed Indices Memory Income Autocall November 2020 GBP
ISIN: DE000HV4GWT8
STRIKE DATE: 06/11/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,910.020010372.93
S&P/ASX 2006,190.17908640.714
SMI10,322.570013212.96
Nikkei 22524,325.230062654.05

STRIKE DATE 06/11/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Please refer to Factsheet Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.25% Quarterly USD = 1.45% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000HV4GWT8
NEXT POTENTIAL MATURITY DATE 06/05/2022

EXPAND CLOSE
BBVA Quarterly Classic Autocall October 2020 GBP
ISIN: XS2161303834
STRIKE DATE: 09/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 60990.94901986.704
OMX Stockholm 301,840.06803048.114
SMI10,320.030013212.96
Eurostoxx 503,273.12005934.96

STRIKE DATE 09/10/2020
RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 1.75% Quarterly (7.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2161303834
NEXT POTENTIAL MATURITY DATE 11/01/2021

EXPAND CLOSE
Investec Capital Protected Euro 70 Growth Note Nov 2020 USD
ISIN: XS2243728099
STRIKE DATE: 12/11/2020
INDICATIVE PRICE: 107.68%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Investec
TYPE Note
CURRENCY USD
CURRENT PRICE 107.68% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Euro 702160.372639.6

STRIKE DATE 12/11/2020
RETURN & BARRIERS
Investment Structure: Capital Protected Growth Participation Note Participation Rate: USD = 60% Performance Cap: USD = 24% Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2243728099
NEXT POTENTIAL MATURITY DATE 16/11/2026

EXPAND CLOSE
BNP Paribas European Banks Defensive Autocall Oct 2020 GBP
ISIN: XS2185589509
STRIKE DATE: 29/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Banco Santander1.591410.246
HSBC324.00001350
Lloyds28.280096.6
Societe Generale11.350067.46

STRIKE DATE 29/10/2020
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: GBP = 7.00% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2185589509
NEXT POTENTIAL MATURITY DATE 29/04/2021

EXPAND CLOSE
BNP Paribas European Banks Defensive Autocall Oct 2020 USD
ISIN: XS2185589418
STRIKE DATE: 29/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Banco Santander1.591410.246
HSBC324.00001350
Lloyds28.280096.6
Societe Generale11.350067.46

STRIKE DATE 29/10/2020
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 7.00% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2185589418
NEXT POTENTIAL MATURITY DATE 29/04/2021

EXPAND CLOSE
Goldman Sachs US Tech Memory Income Autocall October 2020 GBP
ISIN: XS2105976620
STRIKE DATE: 23/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com3,204.4000267.22
Netflix488.280086.94
Apple Inc115.0400298.21
Tesla Motors420.6300

STRIKE DATE 23/10/2020
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level Memory Income Rate: GBP = 3.25% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2105976620
NEXT POTENTIAL MATURITY DATE 23/04/2021

EXPAND CLOSE
Goldman Sachs US Tech Memory Income Autocall October 2020 USD
ISIN: XS2105977198
STRIKE DATE: 23/10/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com3,204.4000267.22
Netflix488.280086.94
Apple Inc115.0400298.21
Tesla Motors420.6300

STRIKE DATE 23/10/2020
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level Memory Income Rate: USD = 3.55% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2105977198
NEXT POTENTIAL MATURITY DATE 23/04/2021

EXPAND CLOSE
BBVA 4 Year Fixed Income June 2020 USD
ISIN: XS2142192801
STRIKE DATE: 19/06/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,292.610372.93
S&P 5003,097.747501.24
Eurostoxx 503,269.15934.96
S&P/TSX 60933.3811986.704

STRIKE DATE 19/06/2020
RETURN & BARRIERS
2.15% Semi-Annual Fixed Income 60% Final Barrier
P.A. RETURN 4.30% p.a.
ISIN XS2142192801
NEXT POTENTIAL MATURITY DATE 26/06/2024

EXPAND CLOSE
BBVA Quarterly Classic Autocall September 2020 USD
ISIN: XS2161301978
STRIKE DATE: 28/09/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1005,927.930010372.93
Nasdaq 10011,364.450029580.3
SMI10,308.670013212.96
S&P/TSX 60976.60001986.704

STRIKE DATE 28/09/2020
RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD= 3.09% Quarterly (12.36% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2161301978
NEXT POTENTIAL MATURITY DATE 29/03/2021

EXPAND CLOSE