INTERNATIONAL PRODUCTS

CURRENCY GBP
STRIKE DATE 07/02/2025
ISIN XS2926364071
COUNTERPARTY BBVA
TYPE Note

UNDERLYINGS

• Eurostoxx 50
• FTSE MIB
• Nikkei 225
• Russell 2000

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: GBP: 4.45% Semi-Annual (8.90% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
NEXT POTENTIAL MATURITY DATE 09/02/2026

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 07/02/2025
ISIN XS2926364311
COUNTERPARTY BBVA
TYPE Note

UNDERLYINGS

• Eurostoxx 50
• FTSE MIB
• Nikkei 225
• Russell 2000

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: USD: 4.90% Semi-Annual (9.80% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
NEXT POTENTIAL MATURITY DATE 09/02/2026

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY GBP
STRIKE DATE 06/02/2025
ISIN XS2926366019
COUNTERPARTY BBVA
TYPE Note

UNDERLYINGS

• SMI
• Eurostoxx 50
• Nikkei 225
• S&P 500

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: 6.50% Semi-Annually (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
NEXT POTENTIAL MATURITY DATE 06/02/2026

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 06/02/2025
ISIN XS2926366100
COUNTERPARTY BBVA
TYPE Note

UNDERLYINGS

• SMI
• Eurostoxx 50
• Nikkei 225
• S&P 500

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: 7.50% Semi-Annually (15.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
NEXT POTENTIAL MATURITY DATE 06/02/2026

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 06/02/2025
ISIN XS2928447197
COUNTERPARTY Société Générale
TYPE Note

UNDERLYINGS

• UniCredit SpA
• Commerzbank AG
• BBVA
• Morgan Stanley

RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Knock-Out Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Knock-Out Trigger: 95% of initial level 70% on the Final Observation Coupon Rate: USD: 4.25% Quarterly (17.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
NEXT POTENTIAL MATURITY DATE 06/08/2025

• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 31/01/2025
ISIN XS2736694345
COUNTERPARTY Natixis
TYPE Note

UNDERLYINGS

• Eurostoxx 50
• Russell 2000
• Nikkei 225

RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 7.00% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
NEXT POTENTIAL MATURITY DATE 31/01/2028

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY GBP
STRIKE DATE 31/01/2025
ISIN XS2736694261
COUNTERPARTY Natixis
TYPE Note

UNDERLYINGS

• Eurostoxx 50
• Russell 2000
• Nikkei 225

RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.50% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
NEXT POTENTIAL MATURITY DATE 31/01/2028

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY GBP
STRIKE DATE 29/01/2025
ISIN XS2918073052
COUNTERPARTY Morgan Stanley
TYPE Note

UNDERLYINGS

• Nikkei 225
• FTSE MIB
• FTSE 100

RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Capital Protected Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 4.35% Semi-Annually (8.70% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
NEXT POTENTIAL MATURITY DATE 31/01/2028

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 29/01/2025
ISIN XS2918073136
COUNTERPARTY Morgan Stanley
TYPE Note

UNDERLYINGS

• Nikkei 225
• FTSE MIB
• FTSE 100

RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Capital Protected Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 4.45% Semi- Annually (8.90% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
NEXT POTENTIAL MATURITY DATE 31/01/2028

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 30/01/2025
ISIN XS2913771221
COUNTERPARTY BBVA
TYPE Note

UNDERLYINGS

• Eurostoxx 50
• FTSE MIB
• Nikkei 225
• Russell 2000

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: USD: 4.00% Semi-Annual (8.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
NEXT POTENTIAL MATURITY DATE 30/01/2026

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 24/01/2025
ISIN XS2928390496
COUNTERPARTY Société Générale
TYPE Note

UNDERLYINGS

• Amazon.com
• Microsoft
• Nvidia Corporation
• Tesla Motors

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 60% Glider at month 12 Coupon Rate: USD: 6.00% Quarterly (24.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
NEXT POTENTIAL MATURITY DATE 24/07/2025

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 23/01/2025
ISIN XS2912654303
COUNTERPARTY Barclays
TYPE Note

UNDERLYINGS

• Eurostoxx 50
• Nikkei 225
• Russell 2000

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: GBP: 4.00% Semi-Annual (8.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
NEXT POTENTIAL MATURITY DATE 23/01/2026

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)
• FVC REPORT