INTERNATIONAL PRODUCTS

PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Leonteq US Stocks Memory Income Autocall June 2024 USD
ISIN: CH1349987748
STRIKE DATE: 18/06/2024
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Leonteq
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 21/06/2024 10:02 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Advanced Micro Devices154.6300161.78
Carnival Corp15.950016.06
Microsoft446.3400445.7
Tesla Motors184.8600181.57

STRIKE DATE 18/06/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 9 months) Autocall Trigger: 75% of initial level Memory Income Rate: USD = 3.708% Quarterly Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN CH1349987748
NEXT POTENTIAL MATURITY DATE 18/03/2025

EXPAND CLOSE
UBS 75-60 Memory Income Autocall June 2024 USD
ISIN: XS2842883600
STRIKE DATE: 18/06/2024
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 21/06/2024 10:02 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB33,315.680033675.15
S&P 5005,487.03005473.17
TOPIX2,715.76002725.54
S&P/ASX 2007,778.08407769.437

STRIKE DATE 18/06/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.875% Quarterly (7.50% 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 XS2842883600
NEXT POTENTIAL MATURITY DATE 18/12/2025

EXPAND CLOSE
BNP Paribas Semi-Annual Classic Autocall June 2024 USD
ISIN: XS2759263614
STRIKE DATE: 14/06/2024
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 21/06/2024 10:02 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,839.14004947.73
Nasdaq 10019,659.800019752.3
Nikkei 22538,814.560038633.02

STRIKE DATE 14/06/2024
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 Autocall Rate: USD: 6.05% Semi-Annual (12.10% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2759263614
NEXT POTENTIAL MATURITY DATE 16/06/2025

EXPAND CLOSE
BBVA Diversified Markets 75-60 Memory Income Autocall Jun 224 USD
ISIN: XS2760222377
STRIKE DATE: 14/06/2024
INDICATIVE PRICE: 99.82%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.82% (as at 21/06/2024 10:02 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,839.14004947.73
FTSE 1008,146.86008272.46
Nikkei 22538,814.560038633.02
Russell 20002,006.15902017.391

STRIKE DATE 14/06/2024
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: 2.00% Quarterly (8.00% 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 XS2760222377
NEXT POTENTIAL MATURITY DATE 17/09/2024

EXPAND CLOSE
BBVA Diversified Markets 75-60 Memory Income Autocall Jun 2024 GBP
ISIN: XS2760222294
STRIKE DATE: 14/06/2024
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.50% (as at 21/06/2024 10:02 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,839.14004947.73
FTSE 1008,146.86008272.46
Nikkei 22538,814.560038633.02
Russell 20002,006.15902017.391

STRIKE DATE 14/06/2024
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: 1.825% Quarterly (7.30% 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 XS2760222294
NEXT POTENTIAL MATURITY DATE 17/09/2024

EXPAND CLOSE
BBVA 75-60 Memory Income Autocall Jun 2024 USD
ISIN: XS2759825800
STRIKE DATE: 14/06/2024
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 21/06/2024 10:02 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,839.14004947.73
Nikkei 22538,814.560038633.02
FTSE 1008,146.86008272.46
Nasdaq 10019,659.800019752.3

STRIKE DATE 14/06/2024
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: 2.00% Quarterly (8.00% 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 XS2759825800
NEXT POTENTIAL MATURITY DATE 17/09/2024

EXPAND CLOSE
UBS Triple Index Classic Autocall Jun 2024 USD
ISIN: XS2807331058
STRIKE DATE: 07/06/2024
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 21/06/2024 10:02 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22538,683.930038633.02
Eurostoxx 505,051.31004947.73
S&P 5005,346.99005473.17

STRIKE DATE 07/06/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 13.30% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2807331058
NEXT POTENTIAL MATURITY DATE 07/06/2027

EXPAND CLOSE
UBS Triple Index Reducing Autocall Jun 2024 USD
ISIN: XS2806465717
STRIKE DATE: 07/06/2024
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 21/06/2024 10:02 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22538,683.930038633.02
Eurostoxx 505,051.31004947.73
S&P 5005,346.99005473.17

STRIKE DATE 07/06/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 90% of initial level (reducing by 5% p.a.) Coupon Rate: USD: 9.15% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2806465717
NEXT POTENTIAL MATURITY DATE 07/06/2027

EXPAND CLOSE
BBVA Developed Markets Semi-Annual Classic Autocall Jun 2024 USD
ISIN: XS2760247796
STRIKE DATE: 06/06/2024
INDICATIVE PRICE: 97.92%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.92% (as at 21/06/2024 10:02 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,241.250012128.16
Eurostoxx 505,069.09004947.73
Nikkei 22538,703.510038633.02
S&P 5005,352.96005473.17

STRIKE DATE 06/06/2024
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: 7.00% Semi-Annually (14.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2760247796
NEXT POTENTIAL MATURITY DATE 06/06/2025

EXPAND CLOSE
UBS 75-60 Memory Income Autocall June 2024 GBP
ISIN: XS2812385826
STRIKE DATE: 05/06/2024
INDICATIVE PRICE: 98.93%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.93% (as at 21/06/2024 10:02 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,035.66004947.73
FTSE 1008,246.95008272.46
Nikkei 22538,490.170038633.02
Russell 20002,063.87302017.391

STRIKE DATE 05/06/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 1.725% Quarterly (6.90% 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 XS2812385826
NEXT POTENTIAL MATURITY DATE 05/12/2025

EXPAND CLOSE
UBS 75-60 Memory Income Autocall June 2024 USD
ISIN: XS2812385743
STRIKE DATE: 05/06/2024
INDICATIVE PRICE: 98.67%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE 98.67% (as at 21/06/2024 10:02 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,035.66004947.73
FTSE 1008,246.95008272.46
Nikkei 22538,490.170038633.02
Russell 20002,063.87302017.391

STRIKE DATE 05/06/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.925% Quarterly (7.70% 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 XS2812385743
NEXT POTENTIAL MATURITY DATE 05/12/2025

EXPAND CLOSE
Marex Fixed Income Geared Put June 2024 USD
ISIN: XS2748050130
STRIKE DATE: 03/06/2024
INDICATIVE PRICE: 102.99%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE 102.99% (as at 21/06/2024 10:02 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Adobe Inc439.0200522.95
Nvidia Corporation115.0000130.78
Meta Platform Inc477.4900501.7
Netflix633.7900679.03

STRIKE DATE 03/06/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 10.332% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 70% Geared put strike
P.A. RETURN
ISIN XS2748050130
NEXT POTENTIAL MATURITY DATE 02/09/2024

EXPAND CLOSE
SocGen Banks Early Low Hurdle Autocall June 2024 USD
ISIN: XS2813989113
STRIKE DATE: 31/05/2024
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY SocGen
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 21/06/2024 10:02 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas SA67.700060.11
Deutsche Bank AG15.226014.742
BBVA9.94009.35
UniCredit SpA36.385034.8

STRIKE DATE 31/05/2024
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 75% Glider at month 12 Coupon Rate: USD: 5.00% Quarterly (20.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2813989113
NEXT POTENTIAL MATURITY DATE 02/12/2024

EXPAND CLOSE
Barclays European Banks 1 Year Fixed Income May 2024 EUR
ISIN: XS2772419276
STRIKE DATE: 31/05/2024
INDICATIVE PRICE: 94.85%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 94.85% (as at 21/06/2024 10:02 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG15.540014.265
UniCredit SpA36.385034.8
BBVA9.94009.35

STRIKE DATE 31/05/2024
RETURN & BARRIERS
Maximum Term: 1 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 6.25% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2772419276
NEXT POTENTIAL MATURITY DATE 02/06/2025

EXPAND CLOSE
UBS 75-60 Memory Income Autocall May 2024 USD
ISIN: XS2809257996
STRIKE DATE: 31/05/2024
INDICATIVE PRICE: 98.86%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE 98.86% (as at 21/06/2024 10:02 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,983.67004947.73
FTSE 1008,275.38008272.46
S&P/ASX 2007,701.73907769.437
S&P 5005,277.51005473.17

STRIKE DATE 31/05/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.625% Quarterly (6.50% 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 XS2809257996
NEXT POTENTIAL MATURITY DATE 01/12/2025

EXPAND CLOSE
Goldman Sachs Fixed Income Reducing Autocall May 2024 USD
ISIN: XS2773287714
STRIKE DATE: 24/05/2024
INDICATIVE PRICE: 98.56%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY CHF
CURRENT PRICE 98.56% (as at 21/06/2024 10:02 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
ABB Limited49.320051.24
Bloom Energy Corporation16.290014.01
General Electric Co167.3300165
Vestas Wind System A/S189.3500179.15

STRIKE DATE 24/05/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Fixed Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 18 months) Autocall Trigger: 100% of initial level (Reduced by 2.00% every 3 months) Fixed Income Rate: USD: 3.3875% Semi-Annual (13.55% 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 XS2773287714
NEXT POTENTIAL MATURITY DATE 01/12/2025

EXPAND CLOSE
GS Capital Protected Growth Participation Note May 2024 USD
ISIN: XS2769401550
STRIKE DATE: 17/05/2024
INDICATIVE PRICE: 97.26%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 97.26% (as at 21/06/2024 10:02 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5005,303.27005473.17
Eurostoxx 505,064.14004947.73

STRIKE DATE 17/05/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Capital Protected Uncapped Participation Participation Rate: USD: 140% Uncapped Participation in the Averaged Basket at Maturity Capital Risk: 100% Capital protected
P.A. RETURN
ISIN XS2769401550
NEXT POTENTIAL MATURITY DATE 17/05/2029

EXPAND CLOSE
MS Cap Protected Weighted Basket Growth Participation USD May 2024
ISIN: XS2817427797
STRIKE DATE: 17/05/2024
INDICATIVE PRICE: 97.93%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 97.93% (as at 21/06/2024 10:02 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22538,787.380038633.02
S&P 5005,303.27005473.17
Eurostoxx 505,064.14004947.73
FTSE 1008,420.26008272.46

STRIKE DATE 17/05/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Capital Protected Capped Participation Participation Rate: USD: 144% Capped Participation in the Weighted Basket at Maturity Basket Growth Cap: 35% Max Return at Maturity: 50.40% Capital Risk: 100% Capital protected
P.A. RETURN
ISIN XS2817427797
NEXT POTENTIAL MATURITY DATE 17/05/2029

EXPAND CLOSE
UBS Semi-Annual Classic Autocall May 2024 GBP
ISIN: XS2816810365
STRIKE DATE: 17/05/2024
INDICATIVE PRICE: 95.07%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE 95.07% (as at 21/06/2024 10:02 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5005,303.27005473.17
FTSE MIB35,398.820033675.15
TOPIX2,745.62002725.54
KOSPI 200370.5800384.78

STRIKE DATE 17/05/2024
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: 6.045% Semi-Annually (12.09% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN
ISIN XS2816810365
NEXT POTENTIAL MATURITY DATE 19/05/2025

EXPAND CLOSE
UBS 85-60 Memory Income Autocall GBP June 2024 – Factsheet Upon Request
ISIN: XS2826668555
STRIKE DATE: 19/06/2024
INDICATIVE PRICE: 99.50%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.50% (as at 21/06/2024 10:02 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,885.45004947.73
FTSE MIB33,220.310033675.15
Nikkei 22538,570.760038633.02
S&P 5005,473.17005473.17

STRIKE DATE 19/06/2024
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: 3.725% Semi-Annual (7.45% 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 XS2826668555
NEXT POTENTIAL MATURITY DATE 20/06/2025

EXPAND CLOSE