Comisión Nacional del Mercado de Valores Calle Edison, 4 28010 Madrid Madrid, 20 de junio de 2016 Ref.: VENCIMIENTO DE WARRANTS EMITIDOS POR BANCO BILABAO VIZCAYA ARGENTARIA S.A. (Condiciones es de Warrants registradas en la C.N.M.V. con fecha 15 de diciembre de 2015) Estimados Sres.: Por la presente, y de acuerdo con lo estipulado en el Folleto Base de Warrants de Banco Bilbao Vizcaya Argentaria, S.A., registrado en la CNMV con fecha 16 de junio de 2015, les informamos del vencimiento de los warrants emitidos por Banco Bilbao Vizcaya Argentaria, S.A. Subyacente Strike Tipo Ratio Fec. Vto. ISIN Emitido de de Acciona 78. Call 0.25 17-jun-16 ES0613211OR7 4,0 1. 64.4979 0. Acciona 80. Call 0.25 17-jun-16 ES0613211OS5 4,0 1. 64.4979 0. Acciona 78. Put 0.25 17-jun-16 ES0613211OT3 3,0 1. 64.4979 3.3755 Acciona 80. Put 0.25 17-jun-16 ES0613211OU1 3,0 1. 64.4979 3.8755 Acs, Actividades de Construcción y Servicios 32. Call 0.25 17-jun-16 ES0613211PG7 4,0 1. 26.6036 0. Acs, Actividades de Construcción y Servicios 31. Put 0.25 17-jun-16 ES0613211PH5 3,0 1. 26.6036 1.0991 Allianz SE 170. Call 0.10 17-jun-16 ES0613211XN7 5,0 Allianz SE 180. Call 0.10 17-jun-16 ES0613211XO5 5,0 Allianz SE 170. Put 0.10 17-jun-16 ES0613211XP2 4,0 Allianz SE 180. Put 0.10 17-jun-16 ES0613211XQ0 4,0 Apple INC 140. Call 0.10 17-jun-16 ES0613211XX6 5,0 1. 130.50 0. 1. 130.50 0. 1. 130.50 3.95 1. 130.50 4.95 1.1254 96.62 0.
de de Arcelormittal 3.10 Call 0.6448 17-jun-16 ES0613211YH7 5,0 Arcelormittal 3.88 Call 0.6448 17-jun-16 ES0613211YI5 5,0 Arcelormittal 3.10 Put 0.6448 17-jun-16 ES0613211YJ3 4,0 Arcelormittal 3.88 Put 0.6448 17-jun-16 ES0613211YK1 4,0 Axa 25. Put 0.25 17-jun-16 ES0613211YS4 4,0 BNP Paribas 50. Put 0.25 17-jun-16 ES0613211ZG6 4,0 Deutsche Bank AG 22. Put 0.25 17-jun-16 ES0613211ZP7 4,0 Enagas 28. Call 0.25 17-jun-16 ES0613211QZ5 4,0 1. 4.4810 0.8905 1. 4.4810 0.3875 1. 4.4810 0. 1. 4.4810 0. 1. 19.6550 1.3363 1. 42.5650 1.8588 1. 13.2450 2.1888 1. 26.0279 0. Enagas 29. Call 0.25 17-jun-16 ES0613211RA6 4,0 1. 26.0279 0. Enagas 27. Put 0.25 17-jun-16 ES0613211RB4 3,0 1. 26.0279 0.2430 Enagas 28. Put 0.25 17-jun-16 ES0613211RC2 3,0 1. 26.0279 0.4930 EUR/CHF 1.105 Call 10. 17-jun-16 ES06132130T4 1,0,0 Fixing BCE 0.7877 1.0818 0. EUR/CHF 1.120 Call 10. 17-jun-16 ES06132130U2 1,0,0 Fixing BCE 0.7877 1.0818 0. EUR/CHF 1.075 Put 10. 17-jun-16 ES06132130V0 1,0,0 Fixing BCE 0.7877 1.0818 0. EUR/GBP 0.715 Call 10. 17-jun-16 ES06132130W8 1,0,0 Fixing BCE 0.7877 0.7877 0.9229 EUR/GBP 0.730 Call 10. 17-jun-16 ES06132130X6 1,0,0 Fixing BCE 0.7877 0.7877 0.7325 EUR/GBP 0.745 Call 10. 17-jun-16 ES06132130Y4 1,0,0 Fixing BCE 0.7877 0.7877 0.5421 EUR/GBP 0.675 Put 10. 17-jun-16 ES06132130Z1 1,0,0 Fixing BCE 0.7877 0.7877 0.
de de EUR/GBP 0.690 Put 10. 17-jun-16 ES06132131A2 1,0,0 Fixing BCE 0.7877 0.7877 0. EUR/JPY 132.0 Call 10. 17-jun-16 ES06132131B0 1,0,0 Fixing BCE 0. EUR/JPY 134.0 Call 10. 17-jun-16 ES06132131C8 1,0,0 Fixing BCE 0. EUR/JPY 136.0 Call 10. 17-jun-16 ES06132131D6 1,0,0 Fixing BCE 0. EUR/JPY 124.0 Put 10. 17-jun-16 ES06132131E4 1,0,0 Fixing BCE 0.5676 EUR/JPY 126.0 Put 10. 17-jun-16 ES06132131F1 1,0,0 Fixing BCE 0.7380 EUR/JPY 128.0 Put 10. 17-jun-16 ES06132131G9 1,0,0 Fixing BCE 0.9085 EUR/USD 1.070 Call 10. 17-jun-16 ES06132131H7 1,0,0 Fixing BCE 1.1254 1.1254 0.4923 EUR/USD 1.080 Call 10. 17-jun-16 ES06132131I5 1,0,0 Fixing BCE 1.1254 1.1254 0.4034 EUR/USD 1.090 Call 10. 17-jun-16 ES06132131J3 1,0,0 Fixing BCE 1.1254 1.1254 0.3146 EUR/USD 1.1 Call 10. 17-jun-16 ES06132131K1 1,0,0 Fixing BCE 1.1254 1.1254 0.2257 EUR/USD 1.110 Call 10. 17-jun-16 ES06132131L9 1,0,0 Fixing BCE 1.1254 1.1254 0.1368 EUR/USD 1.120 Call 10. 17-jun-16 ES06132131M7 1,0,0 Fixing BCE 1.1254 1.1254 0.0480 EUR/USD 1.010 Put 10. 17-jun-16 ES06132131N5 1,0,0 Fixing BCE 1.1254 1.1254 0. EUR/USD 1.020 Put 10. 17-jun-16 ES06132131O3 1,0,0 Fixing BCE 1.1254 1.1254 0. EUR/USD 1.030 Put 10. 17-jun-16 ES06132131P0 1,0,0 Fixing BCE 1.1254 1.1254 0. EUR/USD 1.040 Put 10. 17-jun-16 ES06132131Q8 1,0,0 Fixing BCE 1.1254 1.1254 0. Ferrovial 21. Put 0.25 17-jun-16 ES0613211RP4 3,0 1. 17.3968 0.98
de de Fomento de Construcciones y Contratas 6.82 Put 0.2567 17-jun-16 ES0613211RJ7 3,0 1. 7.5749 0. 16. Call 0.50 17-jun-16 ES0613211RV2 4,0 1. 18.1156 1.0578 17. Call 0.50 17-jun-16 ES0613211RW0 4,0 1. 18.1156 0.5578 15. Put 0.50 17-jun-16 ES0613211RX8 3,0 1. 18.1156 0. 16. Put 0.50 17-jun-16 ES0613211RY6 3,0 1. 18.1156 0. 22. Call 0.25 17-jun-16 ES0613211SF3 5,0 1. 17.2246 0. 23. Call 0.25 17-jun-16 ES0613211SG1 5,0 1. 17.2246 0. 21. Put 0.25 17-jun-16 ES0613211SH9 4,0 1. 17.2246 0.9439 Iberdrola 7. Call 0.50 17-jun-16 ES0613211SQ0 1,0,0 1. 5.8071 0. Iberdrola 7.25 Call 0.50 17-jun-16 ES0613211SR8 1,0,0 1. 5.8071 0. Iberdrola 6.75 Put 0.50 17-jun-16 ES0613211SS6 750,0 1. 5.8071 0.4715 Iberdrola 7. Put 0.50 17-jun-16 ES0613211ST4 750,0 1. 5.8071 0.5965 Inditex 34. Call 0.25 17-jun-16 ES0613211TF1 5,0 1. 29.4095 0. Inditex 35. Call 0.25 17-jun-16 ES0613211TG9 5,0 1. 29.4095 0. Indra Sistemas 9. Put 0.50 17-jun-16 ES0613211TS4 3,0 1. 9.26 0. Koninklijke Philips Electronics NV 28.0 Call 0.25 17-jun-16 ES0613213299 5,0 1. 22.0950 0. Orange 18. Call 0.25 17-jun-16 ES0613213166 5,0 Orange 17.0 Put 0.25 17-jun-16 ES0613213174 4,0 1. 14.4750 0. 1. 14.4750 0.6313
de de Pharmamar, S.A. 3.0 Call 0.50 17-jun-16 ES0613211UB8 4,0 1. 2.0951 0. Pharmamar, S.A. 3.2 Put 0.50 17-jun-16 ES0613211UC6 3,0 1. 2.0951 0.5525 82.0 Call 0.10 17-jun-16 ES0613211UY0 4,0 1. 78.0418 0. 78.0 Put 0.10 17-jun-16 ES0613211UZ7 3,0 1. 78.0418 0. 80.0 Put 0.10 17-jun-16 ES0613211VA8 3,0 1. 78.0418 0.1958 Sanofi 84.0 Call 0.10 17-jun-16 ES0613213380 5,0 Sanofi 84.0 Put 0.10 17-jun-16 ES0613213398 4,0 Siemens AG 1.0 Call 0.10 17-jun-16 ES0613213455 5,0 Siemens AG 96.0 Put 0.10 17-jun-16 ES0613213463 4,0 Siemens AG 1.0 Put 0.10 17-jun-16 ES0613213471 4,0 Total 50.0 Call 0.25 17-jun-16 ES0613213638 5,0 Total 48.0 Put 0.25 17-jun-16 ES0613213646 4,0 1. 68.28 0. 1. 68.28 1.5720 1. 91.91 0. 1. 91.91 0.4090 1. 91.91 0.8090 1. 40.8950 0. 1. 40.8950 1.7763 USD/MXN 17.0 Call 10. 17-jun-16 ES06132131R6 1,0,0 Fixing FED 1.1254 18.8672 0.8794 USD/MXN 18.0 Call 10. 17-jun-16 ES06132131S4 1,0,0 Fixing FED 1.1254 18.8672 0.4084 USD/MXN 15.0 Put 10. 17-jun-16 ES06132131T2 1,0,0 Fixing FED 1.1254 18.8672 0. Luis Miguel Durán Rubio Banco Bilbao Vizcaya Argentaria, S.A.