INVESTMENTS
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,529.9600 | 6009.95 |
| Russell 2000 | 2,436.4840 | 2835.462 |
| SMI | 12,109.4200 | 13463.33 |
| Nikkei 225 | 44,932.6300 | 64179.27 |
STRIKE DATE 30/09/2025
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 1.9375% Quarterly (7.75% p.a.)
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.75% p.a.
ISIN XS2736750196
NEXT POTENTIAL MATURITY DATE 30/09/2026
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,529.9600 | 6009.95 |
| Russell 2000 | 2,436.4840 | 2835.462 |
| SMI | 12,109.4200 | 13463.33 |
| Nikkei 225 | 44,932.6300 | 64179.27 |
STRIKE DATE 30/09/2025
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP: 1.725% Quarterly (6.90% p.a.)
USD: 1.75% Quarterly (7.00% p.a.)
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2736749933
NEXT POTENTIAL MATURITY DATE 30/12/2026
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,529.9600 | 6009.95 |
| Russell 2000 | 2,436.4840 | 2835.462 |
| SMI | 12,109.4200 | 13463.33 |
| Nikkei 225 | 44,932.6300 | 64179.27 |
STRIKE DATE 30/09/2025
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP: 1.725% Quarterly (6.90% p.a.)
USD: 1.75% Quarterly (7.00% p.a.)
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.00% p.a.
ISIN XS2736749859
NEXT POTENTIAL MATURITY DATE 30/09/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Commerzbank AG | 32.2500 | 36.22 |
| Barclays | 381.6500 | 445.8 |
| UniCredit SpA | 64.9200 | 70.65 |
| Morgan Stanley | 159.9100 | 206.66 |
STRIKE DATE 19/09/2025
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 95% of initial level
Memory Income Rate: USD: 4.125% Quarterly (16.50% p.a.)
Income Trigger: 55% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 16.50% p.a.
ISIN XS3095667260
NEXT POTENTIAL MATURITY DATE 19/09/2026
COUNTERPARTY Marex
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Alphabet Inc | 244.3600 | 356.38 |
| Microsoft | 514.6000 | 397.36 |
| Amazon.com | 222.1700 | 238 |
| Tesla Inc | 443.2100 | 381.59 |
STRIKE DATE 29/09/2025
RETURN & BARRIERS
Maximum Term: 4 Years
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level with 70% low hurdle at maturity
Coupon Rate: GBP: 6.75% Quarterly (27.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3126255713
NEXT POTENTIAL MATURITY DATE 29/12/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 12,568.1800 | 13463.33 |
| FTSE MIB | 42,486.6700 | 50029.17 |
| S&P 500 | 6,791.6900 | 7266.99 |
| HSI | 26,160.1500 | 24407.96 |
STRIKE DATE 24/10/2025
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annually(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: EUR: 3.61% Semi-Annual (7.22% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3126394835
NEXT POTENTIAL MATURITY DATE 26/10/2026
COUNTERPARTY UBS AG
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 42,486.6700 | 50029.17 |
| S&P 500 | 6,791.6900 | 7266.99 |
| HSI | 26,160.1500 | 24407.96 |
STRIKE DATE 24/10/2025
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: EUR: 5.75% Semi-Annually (11.50% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2880175653
NEXT POTENTIAL MATURITY DATE 26/10/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Commerzbank AG | 31.1000 | 36.22 |
| Societe Generale | 56.8400 | 68.76 |
| Lloyds | 82.0800 | 97.22 |
| Citi Group Inc | 103.0000 | 133.38 |
STRIKE DATE 23/09/2025
RETURN & BARRIERS
Maximum Term: 3 years, 6 months
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 95% of initial level
Memory Income Rate: USD: 3.75% Quarterly (15.00% p.a.)
Income Trigger: 55% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 15.00% p.a.
ISIN XS3108804694
NEXT POTENTIAL MATURITY DATE 23/09/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Commerzbank AG | 31.1000 | 36.22 |
| UniCredit SpA | 64.1300 | 70.65 |
| Morgan Stanley | 160.7600 | 206.66 |
| Barclays | 389.3000 | 445.8 |
STRIKE DATE 23/09/2025
RETURN & BARRIERS
Maximum Term: 2 years
Investment Structure: Fixed Income
Fixed Income Rate: USD: 24.00% at Maturity
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3095699388
NEXT POTENTIAL MATURITY DATE 23/09/2027
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 42,392.3600 | 50029.17 |
| Russell 2000 | 2,499.9050 | 2835.462 |
| Nikkei 225 | 49,185.5000 | 64179.27 |
| OMX Stockholm 30 | 2,736.1670 | 3054.043 |
STRIKE DATE 20/10/2025
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 2.15% Quarterly(8.60% 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 XS2736751160
NEXT POTENTIAL MATURITY DATE 20/10/2026
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 12,635.0200 | 13463.33 |
| FTSE MIB | 42,392.3600 | 50029.17 |
| Nikkei 225 | 49,185.5000 | 64179.27 |
| Nasdaq 100 | 25,141.0200 | 28508.03 |
STRIKE DATE 20/10/2025
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 1.75% Quarterly(7.00% p.a.)
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2736751244
NEXT POTENTIAL MATURITY DATE 20/10/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 9,030.0190 | |
| FTSE MIB | 42,209.6400 | 50029.17 |
| Nikkei 225 | 49,307.7900 | 64179.27 |
| Russell 2000 | 2,451.5520 | 2835.462 |
STRIKE DATE 22/10/2025
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annually(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: 4.00% Semi-Annual (8.00% 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 XS3126381691
NEXT POTENTIAL MATURITY DATE 22/10/2026
COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 42,423.1800 | 50029.17 |
| S&P 500 | 6,693.7500 | 7266.99 |
| HSI | 26,344.1400 | 24407.96 |
STRIKE DATE 22/09/2025
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD: 7.525% Semi-Annually (15.05% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2879692528
NEXT POTENTIAL MATURITY DATE 22/03/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Barclays | 383.3500 | 445.8 |
| Commerzbank AG | 31.6900 | 36.22 |
| UniCredit SpA | 65.0200 | 70.65 |
| Morgan Stanley | 160.7100 | 206.66 |
STRIKE DATE 22/09/2025
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Reducing Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level, then reduced by 2.50% every 6 months
Memory Income Rate: USD: 7.60% Semi-Annual (15.20% p.a.)
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 15.20% p.a.
ISIN XS3108821607
NEXT POTENTIAL MATURITY DATE 22/09/2026
COUNTERPARTY Marex
TYPE
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Tesla Inc | 434.2100 | 381.59 |
| Meta Platform Inc | 765.1600 | 570.98 |
| Nvidia Corporation | 183.6100 | 200.42 |
| Amazon.com | 227.6300 | 238 |
STRIKE DATE 22/09/2025
RETURN & BARRIERS
4 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly
(First Observation at 12 months) Autocall Trigger: 100%
Memory Income Rate: USD: 5.188% Quarterly (20.75% p.a.)
Income Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3082751671
NEXT POTENTIAL MATURITY DATE 22/12/2026
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 42,423.1800 | 10254.81 |
| Nasdaq 100 | 24,761.0700 | 28508.03 |
| Nikkei 225 | 45,493.6600 | 64179.27 |
STRIKE DATE 22/09/2025
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Fixed Income
Fixed Income Rate: USD: 5.92% p.a. (Paid Quarterly)
Capital Risk: Not capital protected
Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN
ISIN XS2736749263
NEXT POTENTIAL MATURITY DATE 23/09/2030
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 12,644.4900 | 13463.33 |
| Eurostoxx 50 | 5,607.3900 | 6009.95 |
| Nikkei 225 | 47,582.1500 | 64179.27 |
| S&P 500 | 6,664.0100 | 7266.99 |
STRIKE DATE 17/10/2025
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP: 6.00% Semi-Annually (12.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3095715846
NEXT POTENTIAL MATURITY DATE 19/10/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 12,644.4900 | 13463.33 |
| Eurostoxx 50 | 5,607.3900 | 6009.95 |
| Nikkei 225 | 47,582.1500 | 64179.27 |
| S&P 500 | 6,664.0100 | 7266.99 |
STRIKE DATE 17/10/2025
RETURN & BARRIERS
Credit Ratings: Moody’s A3, S&P A+
Source: BBVA 18.09.2025
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD: 6.20% Semi-Annually (12.40% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3095715929
NEXT POTENTIAL MATURITY DATE 19/10/2026
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 41,954.9800 | 50029.17 |
| SMI | 11,998.9600 | 13463.33 |
| Nikkei 225 | 44,790.3800 | 64179.27 |
| Nasdaq 100 | 24,223.6900 | 28508.03 |
STRIKE DATE 17/09/2025
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Low Hurdle Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Trigger: 100% of initial level, with a Low Hurdle of 80% at Maturity
Coupon Rate: 2.95% Quarterly (11.80% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 11.8% p.a.
ISIN XS2736748703
NEXT POTENTIAL MATURITY DATE 17/09/2026
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,372.3100 | 6009.95 |
| Russell 2000 | 2,403.0310 | 2835.462 |
| SMI | 12,018.6600 | 13463.33 |
| Nikkei 225 | 44,902.2700 | 64179.27 |
STRIKE DATE 16/09/2025
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 1.875% Quarterly (7.50% p.a.)
Income Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.50% p.a.
ISIN XS2736746160
NEXT POTENTIAL MATURITY DATE 16/09/2026