INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Morgan Stanley Triple Index Classic Autocall Nov 2021 GBP
ISIN: XS2385710228
STRIKE DATE: 18/11/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,255.960010840.35
IBEX 358,903.200019177.7
S&P/ASX 2007,379.20308719.719

STRIKE DATE 18/11/2021
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 4.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 22.50% p.a.
ISIN XS2385710228
NEXT POTENTIAL MATURITY DATE 20/05/2024

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall Nov 2021 USD
ISIN: XS2385710574
STRIKE DATE: 18/11/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,255.960010840.35
IBEX 358,903.200019177.7
S&P/ASX 2007,379.20308719.719

STRIKE DATE 18/11/2021
RETURN & BARRIERS
Maximum Term: 6 years 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 22.50% p.a.
ISIN XS2385710574
NEXT POTENTIAL MATURITY DATE 20/05/2024

EXPAND CLOSE
BBVA Global Markets Classic Autocall Nov 2021 GBP
ISIN: XS2311592070
STRIKE DATE: 24/11/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB27109.349397.55
CAC 407042.237934.7
Nikkei 22529302.6664425.95
HSI24685.524062.72

STRIKE DATE 24/11/2021
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 5.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 10.00% p.a.
ISIN XS2311592070
NEXT POTENTIAL MATURITY DATE 25/11/2025

EXPAND CLOSE
BBVA Global Markets Classic Autocall Nov 2021 USD
ISIN: XS2311592153
STRIKE DATE: 24/11/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB27109.349397.55
CAC 407042.237934.7
Nikkei 22529302.6664425.95
HSI24685.524062.72

STRIKE DATE 24/11/2021
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 5.60% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 11.20% p.a.
ISIN XS2311592153
NEXT POTENTIAL MATURITY DATE 25/11/2025

EXPAND CLOSE
BBVA Global Miners Defensive Autocall Nov 2021 GBP
ISIN: XS2311589019
STRIKE DATE: 16/11/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rio Tinto4,453.50006776
Barrick Gold Corp20.6000
BHP Group PLC1,898.80003113
Anglo American2,841.50004060

STRIKE DATE 16/11/2021
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: GBP = 7.00% Quarterly (28.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2311589019
NEXT POTENTIAL MATURITY DATE 16/05/2022

EXPAND CLOSE
BBVA Global Miners Defensive Autocall Nov 2021 USD
ISIN: XS2311589100
STRIKE DATE: 16/11/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rio Tinto4,453.50006776
Barrick Gold Corp20.6000
BHP Group PLC1,898.80003113
Anglo American2,841.50004060

STRIKE DATE 16/11/2021
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 7.00% Quarterly (28.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2311589100
NEXT POTENTIAL MATURITY DATE 16/05/2022

EXPAND CLOSE
Goldman Sachs 80-65 Memory Income Autocall Oct 2021 USD
ISIN: XS2389898177
STRIKE DATE: 14/10/2021
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 2007,311.73008719.719
FTSE MIB26,277.570049397.55
MSCI Taiwan648.82002094.999

STRIKE DATE 14/10/2021
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 = 3.00% Semi-anually (6.00% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6% p.a.
ISIN XS2389898177
NEXT POTENTIAL MATURITY DATE 14/10/2024

EXPAND CLOSE
BBVA World Indices Annual Classic Autocall Nov 2021 EUR
ISIN: XS2311147859
STRIKE DATE: 15/11/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB27,868.130049397.55
CAC 407,128.63007934.7
Nikkei 22529,776.800064425.95
HSI25,390.910024062.72

STRIKE DATE 15/11/2021
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: EUR = 10.00% Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 10% p.a.
ISIN XS2311147859
NEXT POTENTIAL MATURITY DATE 17/11/2025

EXPAND CLOSE
BBVA 85-65 Memory Income Autocall Sep 2021 GBP
ISIN: XS2302881607
STRIKE DATE: 14/09/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,034.060010840.35
FTSE MIB26,027.070049397.55
HSI25,502.230024062.72
Nikkei 22530,670.100064425.95

STRIKE DATE 14/09/2021
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 = 1.40% Quarterly (5.60% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 5.60%
ISIN XS2302881607
NEXT POTENTIAL MATURITY DATE 16/09/2025

EXPAND CLOSE
UniCredit AG 70-65 Memory Income Autocall Oct 2021 EUR
ISIN: DE000HR9UKR3
STRIKE DATE: 06/10/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI23,966.490024062.72
S&P 5004,363.55007744.06
FTSE 1006,995.870010840.35
FTSE MIB25,605.730049397.55

STRIKE DATE 06/10/2021
RETURN & BARRIERS
Investment Structure: Semi Annual Memory Income Autocall Autocall Opportunities: Semi Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: EUR= 2.00% Semi Annual (4.00% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 4% p.a.
ISIN DE000HR9UKR3
NEXT POTENTIAL MATURITY DATE 06/10/2025

EXPAND CLOSE
BBVA US Tech Hybrid Memory Income Autocall Nov 2021 GBP
ISIN: XS2311141225
STRIKE DATE: 05/11/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
CrowdStrike Holdings Inc273.4200244.57
Peloton Interactive Inc55.64005.33
Palantir Technologies Inc26.0000200.5
Splunk Inc166.0800157

STRIKE DATE 05/11/2021
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Hybrid Memory Income Autocall Income Trigger: 50% of initial level Income Rate: GBP = 2.25% Quarterly (9.00% p.a.) USD = 2.50% Quarterly (10.00% p.a.) Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Autocall Coupon Rate: GBP = 1.50% Quarterly (6.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -21.79% p.a.
ISIN XS2311141225
NEXT POTENTIAL MATURITY DATE 05/11/2025

EXPAND CLOSE
BBVA US Tech Hybrid Memory Income Autocall Nov 2021 USD
ISIN: XS2311141498
STRIKE DATE: 05/11/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
CrowdStrike Holdings Inc273.4200244.57
Peloton Interactive Inc55.64005.33
Palantir Technologies Inc26.0000200.5
Splunk Inc166.0800157

STRIKE DATE 05/11/2021
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Hybrid Memory Income Autocall Income Trigger: 50% of initial level Income Rate: GBP = 2.25% Quarterly (9.00% p.a.) USD = 2.50% Quarterly (10.00% p.a.) Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Autocall Coupon Rate: USD = 1.50% Quarterly (6.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -21.79% p.a.
ISIN XS2311141498
NEXT POTENTIAL MATURITY DATE 05/11/2025

EXPAND CLOSE
UniCredit Bank AG Diversified Markets Memory Income Autocall Nov 2021 GBP
ISIN: DE000HB09PY7
STRIKE DATE: 01/11/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI25154.3224062.72
S&P 5004613.677744.06
FTSE 1007288.6210840.35
FTSE MIB2720649397.55

STRIKE DATE 01/11/2021
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Quarterly Memory Income with an Annual Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.25% Quarterly (5.00% 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 DE000HB09PY7
NEXT POTENTIAL MATURITY DATE 03/11/2025

EXPAND CLOSE
UniCredit Bank AG Diversified Markets Memory Income Autocall Nov 2021 USD
ISIN: DE000HB09PX9
STRIKE DATE: 01/11/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI25154.3224062.72
S&P 5004613.677744.06
FTSE 1007288.6210840.35
FTSE MIB2720649397.55

STRIKE DATE 01/11/2021
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Quarterly Memory Income with an Annual Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.50% Quarterly (6.00% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6% p.a.
ISIN DE000HB09PX9
NEXT POTENTIAL MATURITY DATE 03/11/2025

EXPAND CLOSE
BBVA Global Banks 75-65 Memory Income Autocall Sep 2021 USD
ISIN: XS2302881789
STRIKE DATE: 12/10/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barclays197.4600432.4
Goldman Sachs386.5300891.28
HSBC429.00001421.2
ING Groep NV12.728029.62

STRIKE DATE 12/10/2021
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2.52% Quarterly (10.08% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 10.08% p.a.
ISIN XS2302881789
NEXT POTENTIAL MATURITY DATE 01/07/2024

EXPAND CLOSE
BNP US Tech One Star Memory Income Autocall Sep 2021 USD
ISIN: XS2304435485
STRIKE DATE: 22/09/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Apple Inc145.8500342
Netflix590.650072.61
Nvidia Corporation219.4100217.23

STRIKE DATE 22/09/2021
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Defensive Autocall with one star effect Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD = 1.925% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected European barrier: 65% with one star effect
P.A. RETURN 7.70% p.a.
ISIN XS2304435485
NEXT POTENTIAL MATURITY DATE 22/03/2024

EXPAND CLOSE
Goldman Sachs 85-65 Memory Income Reducing Autocall Oct 2021 GBP
ISIN: XS2383746695
STRIKE DATE: 20/10/2021
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 2007,413.67108719.719
IBEX 359,017.900019177.7
Nasdaq 10015,388.710029935.59
MSCI Taiwan671.47002094.999

STRIKE DATE 20/10/2021
RETURN & BARRIERS
Maximum Term: 6 years 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 Income Trigger: 85% of initial level Capital Risk: Not capital protected
P.A. RETURN 6.00% p.a.
ISIN XS2383746695
NEXT POTENTIAL MATURITY DATE 22/04/2024

EXPAND CLOSE
Goldman Sachs 85-65 Memory Income Reducing Autocall Oct 2021 USD
ISIN: XS2383746422
STRIKE DATE: 20/10/2021
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 2007,413.67108719.719
IBEX 359,017.900019177.7
Nasdaq 10015,388.710029935.59
MSCI Taiwan671.47002094.999

STRIKE DATE 20/10/2021
RETURN & BARRIERS
Maximum Term: 6 years 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 Income Trigger: 85% of initial level Capital Risk: Not capital protected
P.A. RETURN 7.50% p.a.
ISIN XS2383746422
NEXT POTENTIAL MATURITY DATE 22/04/2024

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall Oct 2021 GBP
ISIN: XS2385489005
STRIKE DATE: 22/10/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,204.550010840.35
Dow Jones Industrial Average35,677.020052177.69
S&P/ASX 2007,415.47508719.719

STRIKE DATE 22/10/2021
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 3.90% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.80% p.a.
ISIN XS2385489005
NEXT POTENTIAL MATURITY DATE 22/04/2024

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall Oct 2021 USD
ISIN: XS2385489187
STRIKE DATE: 22/10/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,204.550010840.35
Dow Jones Industrial Average35,677.020052177.69
S&P/ASX 2007,415.47508719.719

STRIKE DATE 22/10/2021
RETURN & BARRIERS
Maximum Term: 6 years 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: 65% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2385489187
NEXT POTENTIAL MATURITY DATE 22/04/2024

EXPAND CLOSE