INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA European Banks Defensive Autocall March 2021 GBP
ISIN: XS2073913878
STRIKE DATE: 03/03/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Banco Santander2.944511.998
HSBC432.90001421.2
Lloyds40.4150105.85
Societe Generale21.480064.6

STRIKE DATE 03/03/2021
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 XS2073913878
NEXT POTENTIAL MATURITY DATE 03/03/2022

EXPAND CLOSE
BBVA European Banks Defensive Autocall March 2021 USD
ISIN: XS2224087507
STRIKE DATE: 03/03/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Banco Santander2.944511.998
HSBC432.90001421.2
Lloyds40.4150105.85
Societe Generale21.480064.6

STRIKE DATE 03/03/2021
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 XS2224087507
NEXT POTENTIAL MATURITY DATE 03/03/2022

EXPAND CLOSE
Goldman Sachs 77-65 Memory Income Reducing Autocall March 2021 GBP
ISIN: XS2274294532
STRIKE DATE: 09/03/2021
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 2006,771.16108719.719
FTSE 1006,730.340010840.35
Nasdaq 10012,794.490029935.59
MSCI Taiwan646.85002094.999

STRIKE DATE 09/03/2021
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: 77% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 5.00% p.a.
ISIN XS2274294532
NEXT POTENTIAL MATURITY DATE 11/09/2023

EXPAND CLOSE
Goldman Sachs 77-65 Memory Income Reducing Autocall March 2021 USD
ISIN: XS2274294458
STRIKE DATE: 09/03/2021
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 2006,771.16108719.719
FTSE 1006,730.340010840.35
Nasdaq 10012,794.490029935.59
MSCI Taiwan646.85002094.999

STRIKE DATE 09/03/2021
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: 77% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.00% p.a.
ISIN XS2274294458
NEXT POTENTIAL MATURITY DATE 11/09/2023

EXPAND CLOSE
BBVA Global Markets Classic Autocall Feb 2021 GBP
ISIN: XS2224086442
STRIKE DATE: 25/02/2021
INDICATIVE PRICE: 85.68%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 85.68% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,685.28006168.26
FTSE 1006,651.960010840.35
HSCEI11,717.41008103.27
S&P/TSX 601,084.26902138.906

STRIKE DATE 25/02/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 3.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2224086442
NEXT POTENTIAL MATURITY DATE 25/02/2027

EXPAND CLOSE
BBVA Global Markets Classic Autocall Feb 2021 USD
ISIN: XS2224086798
STRIKE DATE: 25/02/2021
INDICATIVE PRICE: 85.51%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 85.51% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,685.28006168.26
FTSE 1006,651.960010840.35
HSCEI11,717.41008103.27
S&P/TSX 601,084.26902138.906

STRIKE DATE 25/02/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 4.60% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2224086798
NEXT POTENTIAL MATURITY DATE 25/02/2027

EXPAND CLOSE
BBVA Global Markets Classic Autocall Feb 2021 EUR
ISIN: XS2224086525
STRIKE DATE: 25/02/2021
INDICATIVE PRICE: 86.16%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 86.16% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,685.28006168.26
FTSE 1006,651.960010840.35
HSCEI11,717.41008103.27
S&P/TSX 601,084.26902138.906

STRIKE DATE 25/02/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: EUR = 3.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2224086525
NEXT POTENTIAL MATURITY DATE 25/02/2027

EXPAND CLOSE
BBVA US Tech 50-50 Memory Income Autocall EUR February 2021
ISIN: XS2224083423
STRIKE DATE: 24/02/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com3,159.5300254.76
Advanced Micro Devices86.9400562.23
Apple Inc125.3500342
Tesla Motors742.0200

STRIKE DATE 24/02/2021
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 XS2224083423
NEXT POTENTIAL MATURITY DATE 27/08/2021

EXPAND CLOSE
BBVA US Tech 50-50 Memory Income Autocall GBP February 2021
ISIN: XS2224080080
STRIKE DATE: 24/02/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com3,159.5300254.76
Advanced Micro Devices86.9400562.23
Apple Inc125.3500342
Tesla Motors742.0200

STRIKE DATE 24/02/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level Memory Income Rate: GBP = 4.25% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2224080080
NEXT POTENTIAL MATURITY DATE 29/11/2021

EXPAND CLOSE
BBVA US Tech 50-50 Memory Income Autocall USD February 2021
ISIN: XS2224080163
STRIKE DATE: 24/02/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com3,159.5300254.76
Advanced Micro Devices86.9400562.23
Apple Inc125.3500342
Tesla Motors742.0200

STRIKE DATE 24/02/2021
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 = 4.50% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2224080163
NEXT POTENTIAL MATURITY DATE 27/08/2021

EXPAND CLOSE
Goldmans 75-60 Memory Income Reducing Autocall January 2021 USD
ISIN: XS2273885447
STRIKE DATE: 19/01/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,712.950010840.35
Russell 20002,151.13702767.269
Nikkei 22528,633.460064425.95
Russian Depository Index1,692.70000

STRIKE DATE 19/01/2021
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 = 3.45% Semi-Annually Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.90% p.a.
ISIN XS2273885447
NEXT POTENTIAL MATURITY DATE 19/07/2023

EXPAND CLOSE
Goldmans Quarterly Classic Autocall January 2021 USD
ISIN: XS2019655351
STRIKE DATE: 12/01/2021
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 2006,679.08308719.719
Nasdaq 10012,892.090029935.59
FTSE 1006,754.110010840.35
MSCI Taiwan636.27002094.999

STRIKE DATE 12/01/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 2.90% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2019655351
NEXT POTENTIAL MATURITY DATE 12/07/2021

EXPAND CLOSE
Barclays 3 Year Oil & Gas Sector Quarterly Autocall Jan 2021 GBP
ISIN: XS2219795080
STRIKE DATE: 14/01/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SPDR S&P Oil & Gas ETF71.7100194.89

STRIKE DATE 14/01/2021
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 3.00% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2219795080
NEXT POTENTIAL MATURITY DATE 14/07/2021

EXPAND CLOSE
Barclays 3 Year Oil & Gas Sector Quarterly Autocall Jan 2021 USD
ISIN: XS2219795163
STRIKE DATE: 14/01/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SPDR S&P Oil & Gas ETF71.7100194.89

STRIKE DATE 14/01/2021
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 3.26% Quarterly Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2219795163
NEXT POTENTIAL MATURITY DATE 14/07/2021

EXPAND CLOSE
BBVA Aviation Reducing Autocall December 2020 USD
ISIN: XS2204030766
STRIKE DATE: 17/12/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Boeing Co221.2400188.73
American Airlines Group16.800012.28
Airbus90.3800194.78

STRIKE DATE 17/12/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level reducing 1.83% per Quarter Coupon Rate: USD= 6.50% Quarterly (26.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2204030766
NEXT POTENTIAL MATURITY DATE 17/06/2021

EXPAND CLOSE
Goldman Sachs Global Markets Classic Autocall Jan 2021 GBP
ISIN: XS2114074847
STRIKE DATE: 27/01/2021
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 2006,780.56508719.719
Nikkei 22528,635.210064425.95
IBEX 357,852.700019177.7
MSCI Taiwan653.09002094.999

STRIKE DATE 27/01/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 5.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 11.50% p.a.
ISIN XS2114074847
NEXT POTENTIAL MATURITY DATE 27/07/2023

EXPAND CLOSE
Goldman Sachs Global Markets Classic Autocall Jan 2021 USD
ISIN: XS2114075224
STRIKE DATE: 27/01/2021
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 2006,780.56508719.719
Nikkei 22528,635.210064425.95
IBEX 357,852.700019177.7
MSCI Taiwan653.09002094.999

STRIKE DATE 27/01/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 7.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 15.00% p.a.
ISIN XS2114075224
NEXT POTENTIAL MATURITY DATE 27/07/2023

EXPAND CLOSE
Goldman Sachs 85-65 Memory Income Reducing Autocall Jan 2021 USD
ISIN: XS2011063208
STRIKE DATE: 28/01/2021
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 2006,649.69408719.719
IBEX 357,932.500019177.7
Nasdaq 10013,201.530029935.59
MSCI Taiwan639.72002094.999

STRIKE DATE 28/01/2021
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 Memory Income Rate: USD = 4.10% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2011063208
NEXT POTENTIAL MATURITY DATE 28/04/2022

EXPAND CLOSE
BBVA US Stock 50-50 Memory Income Defensive Autocall Dec 2020 USD
ISIN: XS2204025501
STRIKE DATE: 15/12/2020
INDICATIVE PRICE: 21.86%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 21.86% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Booking Holdings83.9220165.8
Zoom Communications399.430098.51
Intel50.665095.37
Tesla Inc211.08362.44

STRIKE DATE 15/12/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 90% of initial level Memory Income Rate: USD = 3.86% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2204025501
NEXT POTENTIAL MATURITY DATE 15/12/2026

EXPAND CLOSE
BBVA US Stock 50-50 Memory Income Defensive Autocall Dec 2020 GBP
ISIN: XS2204025683
STRIKE DATE: 15/12/2020
INDICATIVE PRICE: 22.38%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 22.38% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Booking Holdings2,098.0500165.8
Zoom Communications399.430098.51
Intel50.665095.37
Tesla Inc211.08362.44

STRIKE DATE 15/12/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 90% of initial level Memory Income Rate: GBP = 3.72% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2204025683
NEXT POTENTIAL MATURITY DATE 15/12/2026

EXPAND CLOSE