INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Triple Index Classic Autocall Sep 2021 GBP
ISIN: XS2296812733
STRIKE DATE: 01/09/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,149.840010840.35
FTSE MIB26,181.660049397.55
HSI26,028.290024062.72

STRIKE DATE 01/09/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 4.75% Semi-Annual (9.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 9.50%
ISIN XS2296812733
NEXT POTENTIAL MATURITY DATE 02/03/2026

EXPAND CLOSE
BBVA Triple Index Classic Autocall Sep 2021 USD
ISIN: XS2296812816
STRIKE DATE: 01/09/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,149.840010840.35
FTSE MIB26,181.660049397.55
HSI26,028.290024062.72

STRIKE DATE 01/09/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 5.50% Semi-Annual (11.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 11.00%
ISIN XS2296812816
NEXT POTENTIAL MATURITY DATE 02/03/2026

EXPAND CLOSE
UniCredit 70-60 Low Hurdle Autocall July 2021 GBP
ISIN: DE000HV8CM59
STRIKE DATE: 30/07/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI25,961.030024062.72
CAC 406,612.76007934.7
S&P 5004,395.26007744.06
FTSE MIB25,363.020049397.55

STRIKE DATE 30/07/2021
RETURN & BARRIERS
Investment Structure: Semi Annual Low Hurdle Autocall Autocall Opportunities: Quarterly (First observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: 3.60% Semi Annual (7.20% p.a.) Low Hurdle Trigger: 70% of initial level at maturity Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.20% p.a.
ISIN DE000HV8CM59
NEXT POTENTIAL MATURITY DATE 30/01/2026

EXPAND CLOSE
UniCredit Diversified Markets Memory Income Autocall July 2021 USD
ISIN: DE000HV8CB52
STRIKE DATE: 30/07/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI25,961.030024062.72
FTSE 1007,032.300010840.35
S&P 5004,395.26007744.06
FTSE MIB25,363.020049397.55

STRIKE DATE 30/07/2021
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 6% p.a.
ISIN DE000HV8CB52
NEXT POTENTIAL MATURITY DATE 30/10/2025

EXPAND CLOSE
UniCredit Diversified Markets Memory Income Autocall July 2021 GBP
ISIN: DE000HV8CB60
STRIKE DATE: 30/07/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI25,961.030024062.72
FTSE 1007,032.300010840.35
S&P 5004,395.26007744.06
FTSE MIB25,363.020049397.55

STRIKE DATE 30/07/2021
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 5.00% p.a.
ISIN DE000HV8CB60
NEXT POTENTIAL MATURITY DATE 30/10/2025

EXPAND CLOSE
BBVA European Banks Defensive Autocall July 2021 USD
ISIN: XS2288691806
STRIKE DATE: 28/07/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas SA51.160088.94
Banco Santander3.059511.998
ING Groep NV10.772029.62
HSBC396.60001421.2

STRIKE DATE 28/07/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 4.00% Quarterly (16% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2288691806
NEXT POTENTIAL MATURITY DATE 28/01/2022

EXPAND CLOSE
BBVA US Tech Hybrid Memory Income Autocall Aug 2021 USD
ISIN: XS2296810281
STRIKE DATE: 27/08/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Intel53.890095.37
Advanced Micro Devices111.4000562.23
Nvidia Corporation22.6360217.23
Tesla Motors237.31

STRIKE DATE 27/08/2021
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: 1.50% Quarterly (6.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 4.398% p.a.
ISIN XS2296810281
NEXT POTENTIAL MATURITY DATE 27/08/2025

EXPAND CLOSE
UniCredit Triple Index Memory Income Autocall July 2021 USD
ISIN: DE000HV8CF90
STRIKE DATE: 23/07/2021
INDICATIVE PRICE: 98.12%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 98.12% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI27,321.980024062.72
Nasdaq 10015,111.790029935.59
FTSE MIB25,124.910049397.55

STRIKE DATE 23/07/2021
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall Autocall Opportunities: Annual (From 12 Months) Autocall Trigger: 100% of initial level Memory Income Rate: USD= 7.50% Annually Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN DE000HV8CF90
NEXT POTENTIAL MATURITY DATE 23/07/2027

EXPAND CLOSE
Credit Suisse Clean Energy Memory Income Autocall August 2021 USD
ISIN: XS2365548481
STRIKE DATE: 19/08/2021
INDICATIVE PRICE: 34.60%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE 34.60% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Invesco Wilderhill Clean Energy ETF73.500026.18

STRIKE DATE 19/08/2021
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 = 4.20% Semi-Annually (8.40% 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 XS2365548481
NEXT POTENTIAL MATURITY DATE 19/02/2027

EXPAND CLOSE
Credit Suisse Clean Energy Memory Income Autocall August 2021 GBP
ISIN: XS2365549372
STRIKE DATE: 19/08/2021
INDICATIVE PRICE: 34.05%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE 34.05% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Invesco Wilderhill Clean Energy ETF73.500026.18

STRIKE DATE 19/08/2021
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 = 3.20% Semi-Annually (6.40% 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 XS2365549372
NEXT POTENTIAL MATURITY DATE 19/02/2027

EXPAND CLOSE
Goldman Sachs High Yield Classic Autocall August 2021 USD
ISIN: XS2318400954
STRIKE DATE: 17/08/2021
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 2007,511.03008719.719
FTSE MIB26,224.790049397.55
IBEX 358,865.700019177.7
MSCI Taiwan662.08002094.999

STRIKE DATE 17/08/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 8.00% Semi-Annually (16.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 16.00% p.a.
ISIN XS2318400954
NEXT POTENTIAL MATURITY DATE 19/02/2024

EXPAND CLOSE
Goldman Sachs 85-65 Memory Income Reducing Autocall Aug 2021 USD
ISIN: XS2318378333
STRIKE DATE: 12/08/2021
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 2007,588.18608719.719
IBEX 358,979.400019177.7
Nasdaq 10015,088.980029935.59
MSCI Taiwan678.66002094.999

STRIKE DATE 12/08/2021
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 = 3.75% Semi-Annually (7.50% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.50% p.a.
ISIN XS2318378333
NEXT POTENTIAL MATURITY DATE 15/02/2024

EXPAND CLOSE
Goldman Sachs 85-65 Memory Income Reducing Autocall Aug 2021 GBP
ISIN: XS2318513210
STRIKE DATE: 12/08/2021
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 2007,588.18608719.719
IBEX 358,979.400019177.7
Nasdaq 10015,088.980029935.59
MSCI Taiwan678.66002094.999

STRIKE DATE 12/08/2021
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 = 3.00% Semi-Annually (6.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6% p.a.
ISIN XS2318513210
NEXT POTENTIAL MATURITY DATE 15/02/2024

EXPAND CLOSE
BBVA Car Manufacturers 60-50 Memory Income Autocall Aug 2021 USD
ISIN: XS2288692101
STRIKE DATE: 12/08/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Volkswagen AG179.480966.82
General Motor Co54.620083.66
Tesla Motors240.75
Mercedes-Benz Group AG62.9818257339.94

STRIKE DATE 12/08/2021
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: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 0% p.a.
ISIN XS2288692101
NEXT POTENTIAL MATURITY DATE 12/08/2025

EXPAND CLOSE
UniCredit AG 70-60 Low Hurdle Autocall July 2021 USD
ISIN: DE000HV8CCA0
STRIKE DATE: 09/07/2021
INDICATIVE PRICE: 133.85%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 133.85% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI27,344.540024062.72
CAC 406,529.42007934.7
S&P 5004,369.55007744.06
FTSE MIB25,051.820049397.55

STRIKE DATE 09/07/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Maximum Term: 6 years Autocall Opportunities: Semi Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level then 70% at final observation Coupon Rate: 3.92% Semi Annually (7.84% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000HV8CCA0
NEXT POTENTIAL MATURITY DATE 11/01/2027

EXPAND CLOSE
BBVA Major Markets Hybrid Memory Income Autocall July 2021 USD
ISIN: XS2277243072
STRIKE DATE: 07/07/2021
INDICATIVE PRICE: 94.23%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 94.23% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,078.53006168.26
FTSE 1007,151.020010840.35
HSI27,960.620024062.72
S&P 5004,358.13007744.06

STRIKE DATE 07/07/2021
RETURN & BARRIERS
Investment Structure: Semi-Annual Hybrid Memory Income Autocall Income Trigger: 80% of initial level Income Rate: USD = 2.25% Semi-Annual (4.50% p.a.) Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Autocall Coupon Rate: 0.80% Semi-Annual (1.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2277243072
NEXT POTENTIAL MATURITY DATE 07/01/2027

EXPAND CLOSE
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 1007,120.430010840.35
CAC 406,781.19007934.7
Dow Jones Industrial Average35,064.250052177.69
HSI26,204.690024062.72

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 1007,120.430010840.35
CAC 406,781.19007934.7
Dow Jones Industrial Average35,064.250052177.69
HSI26,204.690024062.72

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: 97.81%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 97.81% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI28,310.420024062.72
CAC 406,552.86007934.7
S&P 5004,352.34007744.06
FTSE MIB25,282.410049397.55

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 Tinto6,062.00006776
BHP Group PLC2,160.00003113
Barrick Gold Corp20.8900
Glencore315.2000574.1

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