INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Global Markets Classic Autocall July 2021 USD
ISIN: XS2277231143
STRIKE DATE: 06/07/2021
INDICATIVE PRICE: 98.78%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.78% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,100.880010840.35
CAC 406,507.48007934.7
S&P 5004,343.54007744.06
HSI28,072.860024062.72

STRIKE DATE 06/07/2021
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 Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2277231143
NEXT POTENTIAL MATURITY DATE 06/01/2027

EXPAND CLOSE
Goldman Sachs World Markets Memory Income Autocall May 2021 USD
ISIN: XS2335638974
STRIKE DATE: 28/05/2021
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 2007,179.50808719.719
FTSE 1007,022.610010840.35
Nasdaq 10013,686.510029935.59
MSCI Taiwan675.03002094.999

STRIKE DATE 28/05/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 3.775% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.55% p.a.
ISIN XS2335638974
NEXT POTENTIAL MATURITY DATE 30/05/2024

EXPAND CLOSE
BNP Car Manufacturers 95% Defensive Autocall May 2021 USD
ISIN: XS2275923469
STRIKE DATE: 28/05/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
General Motor Co59.310083.66
Hyundai Motor Co232,000.0000295500
Nissan Motor Co553.3000273
Volkswagen AG194.581166.82

STRIKE DATE 28/05/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Snowballing Coupon: USD = 7.50% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -10.486%
ISIN XS2275923469
NEXT POTENTIAL MATURITY DATE 28/05/2026

EXPAND CLOSE
BBVA Car Manufacturers 50-50 Memory Income Autocall May 2021 USD
ISIN: XS2272087912
STRIKE DATE: 28/05/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Volkswagen AG194.581166.82
General Motor Co59.310083.66
Tesla Motors208.41

STRIKE DATE 28/05/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level Memory Income Rate: USD = 3.50% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 0.5275% p.a.
ISIN XS2272087912
NEXT POTENTIAL MATURITY DATE 28/05/2025

EXPAND CLOSE
BBVA 3 Year 50-50 Memory Income Autocall May 2021 USD
ISIN: XS2269099235
STRIKE DATE: 20/05/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Advanced Micro Devices78.0600562.23
Zoom Communications324.710098.51
Tesla Motors195.59
Spotify Technology SA228.6800533.37

STRIKE DATE 20/05/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 4.95% Quarterly (19.80% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -14.07% p.a.
ISIN XS2269099235
NEXT POTENTIAL MATURITY DATE 20/05/2024

EXPAND CLOSE
BBVA US Tech Hybrid Memory Income Autocall June 2021 USD
ISIN: XS2277226499
STRIKE DATE: 29/06/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Intel56.750095.37
Nvidia Corporation20.0268217.23
Facebook351.8900736.72
Tesla Motors226.92

STRIKE DATE 29/06/2021
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 -7.6325% p.a.
ISIN XS2277226499
NEXT POTENTIAL MATURITY DATE 30/06/2025

EXPAND CLOSE
BBVA Global Miners Defensive Autocall June 2021 GBP
ISIN: XS2277221698
STRIKE DATE: 21/06/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rio Tinto5,792.00006776
Barrick Gold Corp21.1500
BHP Group PLC2,038.50003113
Glencore301.2500574.1

STRIKE DATE 21/06/2021
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: 4.60% Quarterly (18.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2277221698
NEXT POTENTIAL MATURITY DATE 21/03/2022

EXPAND CLOSE
BBVA Global Miners Defensive Autocall June 2021 USD
ISIN: XS2277221771
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
Rio Tinto5,792.00006776
Barrick Gold Corp21.1500
BHP Group PLC2,038.50003113
Glencore301.2500574.1

STRIKE DATE 21/06/2021
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: 4.80% Quarterly (19.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2277221771
NEXT POTENTIAL MATURITY DATE 21/03/2022

EXPAND CLOSE
Goldman Sachs 85-65 Memory Income Autocall Jun 2021 GBP
ISIN: XS2335675315
STRIKE DATE: 17/06/2021
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 2007,359.0368719.719
IBEX 359,195.919177.7
Nasdaq 10014,163.8129935.59
MSCI Taiwan691.312094.999

STRIKE DATE 17/06/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 18 months) Autocall Trigger: 100% of initial level 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 XS2335675315
NEXT POTENTIAL MATURITY DATE 17/06/2024

EXPAND CLOSE
Goldman Sachs 85-65 Memory Income Autocall Jun 2021 USD
ISIN: XS2335675232
STRIKE DATE: 17/06/2021
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 2007,359.0368719.719
IBEX 359,195.919177.7
Nasdaq 10014,163.8129935.59
MSCI Taiwan691.312094.999

STRIKE DATE 17/06/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 18 months) Autocall Trigger: 100% of initial level 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 XS2335675232
NEXT POTENTIAL MATURITY DATE 17/06/2024

EXPAND CLOSE
Goldman Sachs 80-70 Memory Income Autocall May 2021 USD
ISIN: XS2319872748
STRIKE DATE: 19/05/2021
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 2006,931.66208719.719
FTSE 1006,950.200010840.35
SMI11,045.200014349.51
Nasdaq 10013,237.910029935.59

STRIKE DATE 19/05/2021
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.3125% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 5.25
ISIN XS2319872748
NEXT POTENTIAL MATURITY DATE 19/05/2023

EXPAND CLOSE
BNP Paribas Car Manufacturers Defensive Autocall Jun 2021 GBP
ISIN: XS2275903941
STRIKE DATE: 11/06/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
General Motor Co61.4983.66
Hyundai Motor Co238,500295500
Toyota Motor Corp1,972.20003029
Volkswagen AG200.733066.82

STRIKE DATE 11/06/2021
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 -11.19%
ISIN XS2275903941
NEXT POTENTIAL MATURITY DATE 12/06/2026

EXPAND CLOSE
BNP Paribas Car Manufacturers Defensive Autocall Jun 2021 USD
ISIN: XS2275904089
STRIKE DATE: 11/06/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
General Motor Co61.490083.66
Hyundai Motor Co238,500295500
Toyota Motor Corp1,972.20003029
Volkswagen AG200.733066.82

STRIKE DATE 11/06/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 6.00% Quarterly (24% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -11.19%
ISIN XS2275904089
NEXT POTENTIAL MATURITY DATE 12/06/2026

EXPAND CLOSE
UniCredit Triple Index Memory Income Autocall May 2021 USD
ISIN: DE000HV4MBN3
STRIKE DATE: 07/05/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10013,719.6329935.59
HSCEI10,699.008103.27
FTSE MIB24,612.0449397.55

STRIKE DATE 07/05/2021
RETURN & BARRIERS
1.625% Memory Quarterly Coupon if above 80%, 95% Autocall Trigger from 12 Months, 60% European Barrier.
P.A. RETURN 6.50%
ISIN DE000HV4MBN3
NEXT POTENTIAL MATURITY DATE 07/05/2026

EXPAND CLOSE
Credit Suisse Clean Energy Memory Income Autocall June 2021 GBP
ISIN: XS2331024070
STRIKE DATE: 04/06/2021
INDICATIVE PRICE: 27.14%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE 27.14% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Invesco Wilderhill Clean Energy ETF86.390026.18

STRIKE DATE 04/06/2021
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: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2331024070
NEXT POTENTIAL MATURITY DATE 04/12/2026

EXPAND CLOSE
Credit Suisse Clean Energy Memory Income Autocall June 2021 USD
ISIN: XS2331037643
STRIKE DATE: 04/06/2021
INDICATIVE PRICE: 28.74%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE 28.74% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Invesco Wilderhill Clean Energy ETF86.390026.18

STRIKE DATE 04/06/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.75% Quarterly (7.00% 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 XS2331037643
NEXT POTENTIAL MATURITY DATE 04/12/2026

EXPAND CLOSE
BBVA Car Manufacturers 50-50 Memory Income Autocall Jun 2021 GBP
ISIN: XS2272079224
STRIKE DATE: 04/06/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Volkswagen AG206.497766.82
General Motor Co63.370083.66
Tesla Motors199.68
Mercedes-Benz Group AG66.2554479339.94

STRIKE DATE 04/06/2021
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% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -3.19% p.a.
ISIN XS2272079224
NEXT POTENTIAL MATURITY DATE 04/06/2025

EXPAND CLOSE
BBVA Car Manufacturers 50-50 Memory Income Autocall June 2021 USD
ISIN: XS2272079497
STRIKE DATE: 04/06/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Volkswagen AG206.497766.82
General Motor Co63.370083.66
Tesla Motors199.68
Mercedes-Benz Group AG66.2554479339.94

STRIKE DATE 04/06/2021
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% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -3.19% p.a.
ISIN XS2272079497
NEXT POTENTIAL MATURITY DATE 04/06/2025

EXPAND CLOSE
BBVA Global Markets Classic Autocall June 2021 GBP
ISIN: XS2272075073
STRIKE DATE: 03/06/2021
INDICATIVE PRICE: 95.37%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.37% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,064.350010840.35
CAC 406,507.92007934.7
Dow Jones Industrial Average34,577.040052177.69
HSI28,966.030024062.72

STRIKE DATE 03/06/2021
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 Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2272075073
NEXT POTENTIAL MATURITY DATE 03/12/2026

EXPAND CLOSE
BBVA Global Markets Classic Autocall June 2021 USD
ISIN: XS2272075156
STRIKE DATE: 03/06/2021
INDICATIVE PRICE: 95.90%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 95.90% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,064.350010840.35
CAC 406,507.92007934.7
Dow Jones Industrial Average34,577.040052177.69
HSI28,966.030024062.72

STRIKE DATE 03/06/2021
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 Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2272075156
NEXT POTENTIAL MATURITY DATE 03/12/2026

EXPAND CLOSE