INTERNATIONAL PRODUCTS
CURRENCY EUR
STRIKE DATE 05/11/2026
ISIN XS3520242523
COUNTERPARTY Barclays
TYPE Note
UNDERLYINGS
- FTSE MIB
- Russell 2000
- Nikkei 225
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Defensive Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 12 months)
Autocall Trigger: 97.50% of initial level at 12 months (reducing to 95% from 18 months, with a 92.50% trigger on its final observation date)
Coupon Rate: EUR: 5.00% Semi-Annually (10.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
NEXT POTENTIAL MATURITY DATE 08/11/2027
CURRENCY USD
STRIKE DATE 05/11/2026
ISIN XS3431458291
COUNTERPARTY Natixis
TYPE Note
UNDERLYINGS
- SMI
- Nikkei 225
- Russell 2000
- FTSE MIB
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-annual(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 4.30% Semi-annually (8.60% p.a.)
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
NEXT POTENTIAL MATURITY DATE 05/11/2027
CURRENCY GBP
STRIKE DATE 22/10/2026
ISIN XS3229180891
COUNTERPARTY Goldman Sachs
TYPE Note
UNDERLYINGS
- SMI
- FTSE MIB
- Nikkei 225
- Russell 2000
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: 4.90% Semi-Annually (9.80% p.a.)
Capital Risk: None
Capital Protection Barrier: 100% Capital Protected
NEXT POTENTIAL MATURITY DATE 22/10/2029
CURRENCY USD
STRIKE DATE 22/10/2026
ISIN XS3041609184
COUNTERPARTY Goldman Sachs
TYPE Note
UNDERLYINGS
- SMI
- FTSE MIB
- Nikkei 225
- Russell 2000
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: 5.075% Semi-Annually (10.15% p.a.)
Capital Risk: None
Capital Protection Barrier: 100% Capital Protected
NEXT POTENTIAL MATURITY DATE 22/10/2029
CURRENCY USD
STRIKE DATE 21/10/2026
ISIN XS3476500643
COUNTERPARTY Société Générale
TYPE Note
UNDERLYINGS
- ASML Holding NV
- Intel
- Qualcomm Inc
- Nvidia Corporation
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Daily Fixed Knock-Out Autocall
Autocall Opportunities: Daily (First Observation at 12 months)
Autocall Trigger: 100% of initial level (with Memory Knock-Out)
Fixed Coupon Rate: USD 25.00%
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
NEXT POTENTIAL MATURITY DATE 21/10/2027
CURRENCY GBP
STRIKE DATE 20/10/2026
ISIN XS3500291334
COUNTERPARTY Barclays
TYPE Note
UNDERLYINGS
- OMX Stockholm 30
- FTSE MIB
- Nikkei 225
- Russell 2000
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP: 1.875% Quarterly (7.50% p.a.)
Income Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
NEXT POTENTIAL MATURITY DATE 20/10/2027
CURRENCY USD
STRIKE DATE 20/10/2026
ISIN XS3500291417
COUNTERPARTY Barclays
TYPE Note
UNDERLYINGS
- OMX Stockholm 30
- FTSE MIB
- Nikkei 225
- Russell 2000
RETURN & BARRIERS
Maximum Term: 5 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)
NEXT POTENTIAL MATURITY DATE 20/10/2027
CURRENCY GBP
STRIKE DATE 16/10/2026
ISIN XS3497783277
COUNTERPARTY BBVA
TYPE Note
UNDERLYINGS
- SMI
- Eurostoxx 50
- Nikkei 225
- S&P 500
RETURN & BARRIERS
Maximum Term: 5 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 18/10/2027
CURRENCY USD
STRIKE DATE 16/10/2026
ISIN XS3497783194
COUNTERPARTY BBVA
TYPE Note
UNDERLYINGS
- SMI
- Eurostoxx 50
- Nikkei 225
- S&P 500
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD: 7.10% Semi-Annually (14.20% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
NEXT POTENTIAL MATURITY DATE 18/10/2027
CURRENCY EUR
STRIKE DATE 29/10/2026
ISIN XS3499789462
COUNTERPARTY BBVA
TYPE Note
UNDERLYINGS
- FTSE MIB
- Russell 2000
- Nikkei 225
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi- Annual(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: EUR: 3.70% Semi- Annual(7.40% 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 29/10/2027
CURRENCY GBP
STRIKE DATE 15/10/2026
ISIN XS3497739709
COUNTERPARTY BBVA
TYPE Note
UNDERLYINGS
- Eurostoxx 50
- Russell 2000
- Nikkei 225
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Fixed Income
Fixed Income Rate: GBP: 7.64% p.a. (1.91% Quarterly)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
NEXT POTENTIAL MATURITY DATE 25/01/2027
CURRENCY USD
STRIKE DATE 15/10/2026
ISIN XS3497739535
COUNTERPARTY BBVA
TYPE Note
UNDERLYINGS
- Eurostoxx 50
- Russell 2000
- Nikkei 225
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Fixed Income
Fixed Income Rate: USD: 7.76% p.a. (1.94% Quarterly)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
NEXT POTENTIAL MATURITY DATE 25/01/2027
CURRENCY GBP
STRIKE DATE 14/10/2026
ISIN XS3497963176
COUNTERPARTY BBVA
TYPE Note
UNDERLYINGS
- FTSE MIB
- Nikkei 225
- OMX Stockholm 30
- Russell 2000
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Memory Income Reducing Autocall
Autocall Opportunities: Semi-Annually(First Observation at 12 months)
Autocall Trigger: 100% of initial level (Reducing by 2%, semi-annually)
Memory Income Rate: GBP: 4.25% Semi-Annual (8.50% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
NEXT POTENTIAL MATURITY DATE 14/10/2027
CURRENCY USD
STRIKE DATE 14/10/2026
ISIN XS3497963093
COUNTERPARTY BBVA
TYPE Note
UNDERLYINGS
- FTSE MIB
- Nikkei 225
- OMX Stockholm 30
- Russell 2000
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Memory Income Reducing Autocall
Autocall Opportunities: Semi-Annually(First Observation at 12 months)
Autocall Trigger: 100% of initial level (Reducing by 2%, semi-annually)
Memory Income Rate: USD: 4.50% Semi-Annual (9.00% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
NEXT POTENTIAL MATURITY DATE 14/10/2027