INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Global Markets Conditional Income Note March 2021 USD
ISIN: XS2254501963
STRIKE DATE: 24/03/2021
INDICATIVE PRICE: 97.30%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.30% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,712.890010639.17
Russell 20002,134.26602940.163
FTSE MIB24,208.660051315.84
KOSPI 200407.10001126.33

STRIKE DATE 24/03/2021
RETURN & BARRIERS
Investment Structure: Quarterly Memory Conditional Income Autocall opportunities: N/A Autocall Trigger: N/A Memory Income Rate: 1.75% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2254501963
NEXT POTENTIAL MATURITY DATE 24/03/2027

EXPAND CLOSE
Goldman Sachs Major Markets Classic Autocall April 2021 GBP
ISIN: XS2318411050
STRIKE DATE: 21/04/2021
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 2006,997.48208838.994
Nikkei 22528,508.550066422.6
S&P 5004,173.42007408.3
Eurostoxx 503,976.41006210.17

STRIKE DATE 21/04/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 3.25% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.50% p.a.
ISIN XS2318411050
NEXT POTENTIAL MATURITY DATE 22/04/2024

EXPAND CLOSE
Goldman Sachs Major Markets Classic Autocall April 2021 EUR
ISIN: XS2318412454
STRIKE DATE: 21/04/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2006,997.48208838.994
Nikkei 22528,508.550066422.6
S&P 5004,173.42007408.3
Eurostoxx 503,976.41006210.17

STRIKE DATE 21/04/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: EUR = 2.50% Semi-annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5% p.a.
ISIN XS2318412454
NEXT POTENTIAL MATURITY DATE 22/04/2024

EXPAND CLOSE
Goldman Sachs Major Markets Classic Autocall April 2021 USD
ISIN: XS2318412538
STRIKE DATE: 21/04/2021
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 2006,997.48208838.994
Nikkei 22528,508.550066422.6
S&P 5004,173.42007408.3
Eurostoxx 503,976.41006210.17

STRIKE DATE 21/04/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 4.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2318412538
NEXT POTENTIAL MATURITY DATE 22/04/2024

EXPAND CLOSE
BBVA European Banks Defensive Autocall April 2021 USD
ISIN: XS2254529113
STRIKE DATE: 09/04/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Banco Santander2.903011.612
HSBC437.40001527
Lloyds43.2550112.45
ING Groep NV10.446028.525

STRIKE DATE 09/04/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 5.25% Quarterly (21% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2254529113
NEXT POTENTIAL MATURITY DATE 11/10/2021

EXPAND CLOSE
BNP Paribas S&P 500 Classic Autocall March 2021 USD
ISIN: XS2259888464
STRIKE DATE: 18/03/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5003,915.46007408.3

STRIKE DATE 18/03/2021
RETURN & BARRIERS
nvestment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD= 3.1% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2259888464
NEXT POTENTIAL MATURITY DATE 20/09/2021

    EXPAND CLOSE
    BNP Paribas FTSE 100 Classic Autocall March 2021 GBP
    ISIN: XS2259887904
    STRIKE DATE: 18/03/2021
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006,779.680010639.17

    STRIKE DATE 18/03/2021
    RETURN & BARRIERS
    Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 3.0% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2259887904
    NEXT POTENTIAL MATURITY DATE 20/09/2021

      EXPAND CLOSE
      Goldman Sachs Tech Classic Autocall March 2021 GBP
      ISIN: XS2294767343
      STRIKE DATE: 04/03/2021
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Goldman Sachs
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Oracle65.6100120.04
      Microsoft226.7300381.58
      Nvidia Corporation123.7025208.76
      Amazon.com2,977.5700233.66

      STRIKE DATE 04/03/2021
      RETURN & BARRIERS
      Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 4.17% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN
      ISIN XS2294767343
      NEXT POTENTIAL MATURITY DATE 07/09/2021

        EXPAND CLOSE
        MS FTSE/Eurostoxx Low Hurdle Autocall Feb 2021 GBP
        ISIN: XS2284722043
        STRIKE DATE: 22/02/2021
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY Morgan Stanley
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        FTSE 1006,612.240010639.17
        Eurostoxx 503,699.85006210.17

        STRIKE DATE 22/02/2021
        RETURN & BARRIERS
        Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level with 80% Low Hurdle at maturity Coupon Rate: GBP = 4.17% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
        P.A. RETURN
        ISIN XS2284722043
        NEXT POTENTIAL MATURITY DATE 22/02/2022

          EXPAND CLOSE
          Citi FTSE NKY Classic Autocall Feb 2021 GBP
          ISIN: XS2304977965
          STRIKE DATE: 22/02/2021
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Citi
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          FTSE 1006,612.240010639.17
          Nikkei 22530,156.030066422.6

          STRIKE DATE 22/02/2021
          RETURN & BARRIERS
          Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 5.3635% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
          P.A. RETURN 10.727% p.a.
          ISIN XS2304977965
          NEXT POTENTIAL MATURITY DATE 21/08/2023

          EXPAND CLOSE
          BBVA Quarterly Classic Autocall March 2021 GBP
          ISIN: XS2246894625
          STRIKE DATE: 16/03/2021
          INDICATIVE PRICE: 105.81%
          STATUS: Live
          FACTSHEET: DOWNLOAD

          COUNTERPARTY BBVA
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE 105.81% (as at 24/07/2026 10:18 UK Time)

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          FTSE 1006,803.610010639.17
          HSI29,027.690025210.81
          S&P/TSX 601,123.74202073.413
          iShares MSCI Brazil (EWZ)32.900036.17

          STRIKE DATE 16/03/2021
          RETURN & BARRIERS
          Investment Structure: Quarterly Classic Autocall Autocall Opportunities: Quarterly (First Observation at 3 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 3.20% Semi Annual (12.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN
          ISIN XS2246894625
          NEXT POTENTIAL MATURITY DATE 16/09/2026

          EXPAND CLOSE
          Goldman Sachs 75-65 Memory Income Reducing Autocall April 2021 GBP
          ISIN: XS2310181586
          STRIKE DATE: 15/04/2021
          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 2007,058.62308838.994
          FTSE 1006,983.500010639.17
          Nasdaq 10014,026.190028454.81
          MSCI Taiwan691.24002024.52

          STRIKE DATE 15/04/2021
          RETURN & BARRIERS
          Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 95% of initial level then reduced by 1% every 6 months Memory Income Rate: GBP = 2.50% Semi-Annually Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
          P.A. RETURN 5.00% p.a.
          ISIN XS2310181586
          NEXT POTENTIAL MATURITY DATE 15/04/2024

          EXPAND CLOSE
          Goldman Sachs 75-65 Memory Income Reducing Autocall April 2021 USD
          ISIN: XS2310181404
          STRIKE DATE: 15/04/2021
          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 2007,058.62308838.994
          FTSE 1006,983.500010639.17
          Nasdaq 10014,026.190028454.81
          MSCI Taiwan691.24002024.52

          STRIKE DATE 15/04/2021
          RETURN & BARRIERS
          Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 95% of initial level then reduced by 1% every 6 months Memory Income Rate: USD = 3.00% Semi-Annually Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
          P.A. RETURN 6.00% p.a.
          ISIN XS2310181404
          NEXT POTENTIAL MATURITY DATE 15/04/2024

          EXPAND CLOSE
          Goldman Sachs High Yield Classic Autocall April 2021 USD
          ISIN: XS2295609999
          STRIKE DATE: 07/04/2021
          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 2006,928.01908838.994
          FTSE 1006,885.320010639.17
          IBEX 358,597.400019267
          MSCI Taiwan681.44002024.52

          STRIKE DATE 07/04/2021
          RETURN & BARRIERS
          Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 7.05% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN 14.10% p.a.
          ISIN XS2295609999
          NEXT POTENTIAL MATURITY DATE 08/04/2024

          EXPAND CLOSE
          BBVA US Tech 50-50 Memory Income Autocall EUR March 2021
          ISIN: XS2246895606
          STRIKE DATE: 05/03/2021
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: CONTACT

          COUNTERPARTY BBVA
          TYPE Note
          CURRENCY EUR
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Amazon.com3,000.4600233.66
          Advanced Micro Devices78.5200539.69
          Apple Inc121.4200321.66
          Tesla Motors597.9500

          STRIKE DATE 05/03/2021
          RETURN & BARRIERS
          Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level Memory Income Rate: EUR = 4.05% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
          P.A. RETURN
          ISIN XS2246895606
          NEXT POTENTIAL MATURITY DATE 07/09/2021

            EXPAND CLOSE
            Goldman Sachs 85-65 Memory Income Reducing Autocall April 2021 GBP
            ISIN: XS2295493162
            STRIKE DATE: 08/04/2021
            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 2006,998.77008838.994
            IBEX 358,637.800019267
            Nasdaq 10013,758.500028454.81
            MSCI Taiwan685.35002024.52

            STRIKE DATE 08/04/2021
            RETURN & BARRIERS
            Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 2% every 6 months, floored at 85% Memory Income Rate: GBP = 3.25% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
            P.A. RETURN 6.50% p.a.
            ISIN XS2295493162
            NEXT POTENTIAL MATURITY DATE 08/04/2024

            EXPAND CLOSE
            BBVA European Banks Defensive Autocall March 2021 GBP
            ISIN: XS2246892769
            STRIKE DATE: 29/03/2021
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: DOWNLOAD

            COUNTERPARTY BBVA
            TYPE Note
            CURRENCY GBP
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Banco Santander2.864011.612
            HSBC418.10001527
            Lloyds42.0600112.45
            Societe Generale21.705075.76

            STRIKE DATE 29/03/2021
            RETURN & BARRIERS
            Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: GBP = 5.00% Quarterly (20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
            P.A. RETURN
            ISIN XS2246892769
            NEXT POTENTIAL MATURITY DATE 30/12/2021

            EXPAND CLOSE
            BBVA European Banks Defensive Autocall March 2021 USD
            ISIN: XS2246892843
            STRIKE DATE: 29/03/2021
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: DOWNLOAD

            COUNTERPARTY BBVA
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Banco Santander2.864011.612
            HSBC418.10001527
            Lloyds42.0600112.45
            Societe Generale21.705075.76

            STRIKE DATE 29/03/2021
            RETURN & BARRIERS
            Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 5.25% Quarterly (21% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
            P.A. RETURN
            ISIN XS2246892843
            NEXT POTENTIAL MATURITY DATE 30/12/2021

            EXPAND CLOSE
            BBVA Global Markets Classic Autocall April 2021 GBP
            ISIN: XS2246890631
            STRIKE DATE: 07/04/2021
            INDICATIVE PRICE: 100.18%
            STATUS: Live
            FACTSHEET: DOWNLOAD

            COUNTERPARTY BBVA
            TYPE Note
            CURRENCY GBP
            CURRENT PRICE 100.18% (as at 24/07/2026 10:18 UK Time)

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            HSI28,674.800025210.81
            FTSE 1006,885.320010639.17
            KOSPI 200426.70001126.33
            S&P/TSX 601,141.50102073.413

            STRIKE DATE 07/04/2021
            RETURN & BARRIERS
            Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 4.10% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
            P.A. RETURN
            ISIN XS2246890631
            NEXT POTENTIAL MATURITY DATE 07/10/2026

            EXPAND CLOSE
            BBVA Global Markets Classic Autocall April 2021 USD
            ISIN: XS2246890805
            STRIKE DATE: 07/04/2021
            INDICATIVE PRICE: 101.77%
            STATUS: Live
            FACTSHEET: DOWNLOAD

            COUNTERPARTY BBVA
            TYPE Note
            CURRENCY USD
            CURRENT PRICE 101.77% (as at 24/07/2026 10:18 UK Time)

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            HSI28,674.800025210.81
            FTSE 1006,885.320010639.17
            KOSPI 200426.70001126.33
            S&P/TSX 601,141.50102073.413

            STRIKE DATE 07/04/2021
            RETURN & BARRIERS
            Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 5.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
            P.A. RETURN
            ISIN XS2246890805
            NEXT POTENTIAL MATURITY DATE 07/10/2026

            EXPAND CLOSE