INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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 1007,120.430010831.52
CAC 406,781.19008286.4
Dow Jones Industrial Average35,064.250053686.11
HSI26,204.690025213.31

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 1007,120.430010831.52
CAC 406,781.19008286.4
Dow Jones Industrial Average35,064.250053686.11
HSI26,204.690025213.31

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: 97.05%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 97.05% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI28,310.420025213.31
CAC 406,552.86008286.4
S&P 5004,352.34007747.71
FTSE MIB25,282.410052245.47

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 Tinto6,062.00007611
BHP Group PLC2,160.00003361
Barrick Gold Corp20.8900
Glencore315.2000605.8

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: 98.60%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 98.60% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI28,827.950025213.31
CAC 406,507.83008286.4
Nasdaq 10014,554.800029482.32
FTSE MIB25,102.040052245.47

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: 97.83%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.83% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI28,827.950025213.31
CAC 406,507.83008286.4
Nasdaq 10014,554.800029482.32
FTSE MIB25,102.040052245.47

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 Inc120.6200314.35
Airbnb Inc153.1400185.25
Expedia163.7100303.14
Norwegian Cruise Line Holdings Ltd29.410015.59

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
Intel53.180091.67
Advanced Micro Devices91.0300456.16
Facebook367.8100610.68
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 5003,811.15007747.71
Russell 20002,201.05102968.271
Nasdaq 10012,909.440029482.32
S&P/TSX 601,073.41902154.046

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
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 2007,348.12309020.093
IBEX 358,506.200020000.2
Nasdaq 10014,681.380029482.32
MSCI Taiwan698.02002058.76

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 2007,348.12309020.093
IBEX 358,506.200020000.2
Nasdaq 10014,681.380029482.32
MSCI Taiwan698.02002058.76

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 AG6.157041.6
Barclays172.9400493.4
Wells Fargo & Co43.280089.19

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)1,418.20003431.5
Unilever4,307.00004733
BP315.4000539.7
Glencore297.5500605.8

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 Tinto5,836.00007611
Barrick Gold Corp20.7200
BHP Group PLC2,188.00003361
Glencore302.1500605.8

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: 95.79%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY EUR
CURRENT PRICE 95.79% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI27,963.410025213.31
CAC 406,558.47008286.4
FTSE 1007,124.720010831.52
FTSE MIB25,156.650052245.47

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: 95.46%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.46% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI27,963.410025213.31
CAC 406,558.47008286.4
Nasdaq 10014,874.540029482.32
FTSE MIB25,156.650052245.47

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: 95.57%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 95.57% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI27,963.410025213.31
CAC 406,558.47008286.4
Nasdaq 10014,874.540029482.32
FTSE MIB25,156.650052245.47

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: 107.94%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 107.94% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,151.020010831.52
CAC 406,527.72008286.4
S&P 5004,358.13007747.71
HSI27,960.620025213.31

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 AG174.662776.36
General Motor Co57.460087.22
Tesla Motors219.86
Mercedes-Benz Group AG60.732772347.135

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 AG174.662776.36
General Motor Co57.460087.22
Tesla Motors219.86
Mercedes-Benz Group AG60.732772347.135

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