INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Semi-Annual Classic Autocall Feb 2021 GBP
ISIN: XS2224081567
STRIKE DATE: 10/02/2021
INDICATIVE PRICE: 88.05%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 88.05% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,648.37006231.54
FTSE 1006,524.360010782.66
HSCEI11,810.25008369.08
S&P/TSX 601,092.52902118.223

STRIKE DATE 10/02/2021
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: USD = 3.88% Semi Annual (7.76% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2224081567
NEXT POTENTIAL MATURITY DATE 10/02/2027

EXPAND CLOSE
Goldmans Global Markets Classic Autocall Dec 2020 EUR
ISIN: XS1998998725
STRIKE DATE: 14/12/2020
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 2006,660.24909065.067
Nasdaq 10012,462.210026629.81
IBEX 358,140.800019486
MSCI Taiwan569.69001864.45

STRIKE DATE 14/12/2020
RETURN & BARRIERS
Investment Structure: Semi Annual Classic Autocall Autocall Opportunities: Semi Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: EUR = 4.5% Semi Annual (9% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1998998725
NEXT POTENTIAL MATURITY DATE 14/12/2021

EXPAND CLOSE
Goldmans 75-60 Memory Income Reducing Autocall February 2021 USD
ISIN: XS2274350623
STRIKE DATE: 05/02/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,489.330010782.66
S&P/ASX 2006,840.53109065.067
FTSE MIB23,083.420050505.87
Russian Depository Index1,632.34000

STRIKE DATE 05/02/2021
RETURN & BARRIERS
Investment Structure: Semi Annual Memory Income Reducing Autocall Autocall opportunities: Semi Annual (First observation at 24 months) Autocall Trigger: 100% of initial level then reduced 2.5% every 6 months Memory Income Rate: 1.50% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2274350623
NEXT POTENTIAL MATURITY DATE 27/04/2022

EXPAND CLOSE
GS Diversified Markets Memory Income Autocall Feb 2021 USD
ISIN: XS2273841820
STRIKE DATE: 05/02/2021
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 2006,840.53109065.067
FTSE 1006,489.330010782.66
Russell 20002,233.32702729.887
MSCI Taiwan660.90001864.45

STRIKE DATE 05/02/2021
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Reducing Autocall Autocall opportunities: Quarterly (First observation at 24 months) Autocall Trigger: 100% of initial level then reduced 2% per quarter Memory Income Rate: 1.50% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 6% p.a.
ISIN XS2273841820
NEXT POTENTIAL MATURITY DATE 07/05/2024

EXPAND CLOSE
GS Diversified Markets Memory Income Autocall Feb 2021 GBP
ISIN: XS2273845060
STRIKE DATE: 05/02/2021
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 2006,840.53109065.067
FTSE 1006,489.330010782.66
Russell 20002,233.32702729.887
MSCI Taiwan660.90001864.45

STRIKE DATE 05/02/2021
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Reducing Autocall Autocall opportunities: Quarterly (First observation at 24 months) Autocall Trigger: 100% of initial level then reduced 2% per quarter Memory Income Rate: 1.25% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 5% p.a.
ISIN XS2273845060
NEXT POTENTIAL MATURITY DATE 07/05/2024

EXPAND CLOSE
Goldman Sachs Quarterly Memory Income Reducing Autocall Feb 2021 GBP
ISIN: XS2294478073
STRIKE DATE: 25/02/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,651.960010782.66
S&P/ASX 2006,834.03109065.067
MSCI Taiwan679.33001864.45
Russell 20002,200.17202729.887

STRIKE DATE 25/02/2021
RETURN & BARRIERS
Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 1% every 3 months, floored at 85% Memory Income Rate: GBP = 1.55% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 4.65%
ISIN XS2294478073
NEXT POTENTIAL MATURITY DATE 26/02/2024

EXPAND CLOSE
Goldman Sachs High Yield Classic Autocall March 2021 USD
ISIN: XS2225108567
STRIKE DATE: 05/03/2021
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 2006,710.84609065.067
FTSE 1006,630.520010782.66
IBEX 358,286.800019486
MSCI Taiwan648.87001864.45

STRIKE DATE 05/03/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 7.04% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 14.08% p.a.
ISIN XS2225108567
NEXT POTENTIAL MATURITY DATE 05/03/2024

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall Mar 2021 GBP
ISIN: XS2284565947
STRIKE DATE: 04/03/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,650.880010782.66
Eurostoxx 503,704.85006231.54
S&P 5003,768.47007353.73

STRIKE DATE 04/03/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 3.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2284565947
NEXT POTENTIAL MATURITY DATE 06/03/2023

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall Mar 2021 USD
ISIN: XS2284566242
STRIKE DATE: 04/03/2021
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1006,650.880010782.66
Eurostoxx 503,704.85006231.54
S&P 5003,768.47007353.73

STRIKE DATE 04/03/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 4.15% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2284566242
NEXT POTENTIAL MATURITY DATE 06/03/2023

EXPAND CLOSE
Goldman Sachs 85-65 Memory Income Reducing Autocall
ISIN: XS2274390504
STRIKE DATE: 19/02/2021
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 2006,793.7939065.067
IBEX 358,151.619486
Nasdaq 10013,580.7826629.81
MSCI Taiwan680.551864.45

STRIKE DATE 19/02/2021
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: USD = 4.40% 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 XS2274390504
NEXT POTENTIAL MATURITY DATE 22/02/2022

EXPAND CLOSE
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 Santander2.944510.824
HSBC432.90001307.4
Lloyds40.415096.94
Societe Generale21.480064.52

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 Santander2.944510.824
HSBC432.90001307.4
Lloyds40.415096.94
Societe Generale21.480064.52

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 2006,771.16109065.067
FTSE 1006,730.340010782.66
Nasdaq 10012,794.490026629.81
MSCI Taiwan646.85001864.45

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 2006,771.16109065.067
FTSE 1006,730.340010782.66
Nasdaq 10012,794.490026629.81
MSCI Taiwan646.85001864.45

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: 87.97%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 87.97% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,685.28006231.54
FTSE 1006,651.960010782.66
HSCEI11,717.41008369.08
S&P/TSX 601,084.26902118.223

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: 87.95%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 87.95% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,685.28006231.54
FTSE 1006,651.960010782.66
HSCEI11,717.41008369.08
S&P/TSX 601,084.26902118.223

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: 88.43%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE 88.43% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,685.28006231.54
FTSE 1006,651.960010782.66
HSCEI11,717.41008369.08
S&P/TSX 601,084.26902118.223

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.com3,159.5300260.21
Advanced Micro Devices86.9400404.4
Apple Inc125.3500344.17
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.com3,159.5300260.21
Advanced Micro Devices86.9400404.4
Apple Inc125.3500344.17
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.com3,159.5300260.21
Advanced Micro Devices86.9400404.4
Apple Inc125.3500344.17
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