INTERNATIONAL PRODUCTS
COUNTERPARTY Marex Financial
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
---|---|---|
Royal Caribbean Cruise | 264.4300 | 264.43 |
Nvidia Corporation | 129.8400 | 129.84 |
Amazon.com | 229.1500 | 229.15 |
Meta Platform Inc | 714.5200 | 714.52 |
STRIKE DATE 07/02/2025
RETURN & BARRIERS
Maximum Term: 3 years, 3 months
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly (First Observation at 3 months)
Autocall Trigger: 85% of initial level
Coupon Rate: 3.675% Quarterly (14.70% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2845257364
NEXT POTENTIAL MATURITY DATE 07/05/2025
COUNTERPARTY XS2945458839
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
---|---|---|
FTSE 100 | 8,700.5300 | 8700.53 |
Eurostoxx 50 | 5,325.4000 | 5325.4 |
Nikkei 225 | 38,787.0200 | 38787.02 |
S&P 500 | 6,025.9900 | 6025.99 |
STRIKE DATE 07/02/2025
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly
(First Observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Income Trigger: 90% of initial level
Coupon Rate: USD: 1.4875% Quarterly (5.45% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN Barclays
NEXT POTENTIAL MATURITY DATE 07/05/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 0.00% (as at 10/02/2025 10:50 UK Time)
UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
---|---|---|
SMI | 12,593.3400 | 12593.34 |
Eurostoxx 50 | 5,325.4000 | 5325.4 |
Nikkei 225 | 38,787.0200 | 38787.02 |
Russell 2000 | 2,279.7080 | 2279.708 |
STRIKE DATE 07/02/2025
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD: 6.45% Semi-Annually (12.90% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2941028925
NEXT POTENTIAL MATURITY DATE 07/08/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 0.00% (as at 10/02/2025 10:50 UK Time)
UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
---|---|---|
SMI | 12,593.3400 | 12593.34 |
Eurostoxx 50 | 5,325.4000 | 5325.4 |
Nikkei 225 | 38,787.0200 | 38787.02 |
Russell 2000 | 2,279.7080 | 2279.708 |
STRIKE DATE 07/02/2025
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP: 5.15% Semi-Annually (10.30% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2941028842
NEXT POTENTIAL MATURITY DATE 07/08/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 0.00% (as at 10/02/2025 10:50 UK Time)
UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
---|---|---|
IBEX 35 | 12,688.9000 | 12688.9 |
Eurostoxx 50 | 5,325.4000 | 5325.4 |
Nikkei 225 | 38,787.0200 | 38787.02 |
Russell 2000 | 2,279.7080 | 2279.708 |
STRIKE DATE 07/02/2025
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP: 5.20% Semi-Annually (10.40% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2941028768
NEXT POTENTIAL MATURITY DATE 07/08/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 10/02/2025 10:50 UK Time)
UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
---|---|---|
FTSE MIB | 37,055.7000 | 37055.7 |
Nikkei 225 | 38,787.0200 | 38787.02 |
SMI | 12,593.3400 | 12593.34 |
Russell 2000 | 2,279.7080 | 2279.708 |
STRIKE DATE 07/02/2025
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 36 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD: 5.00% Semi-Annually (10.00% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2941021599
NEXT POTENTIAL MATURITY DATE 07/02/2028
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 99.50% (as at 10/02/2025 10:50 UK Time)
UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
---|---|---|
Eurostoxx 50 | 5,217.9100 | 5325.4 |
S&P 500 | 5,994.5700 | 6025.99 |
Nikkei 225 | 38,520.0900 | 38787.02 |
STRIKE DATE 03/02/2025
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: 2.3775% Semi-Annual (9.51% 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 XS2938749301
NEXT POTENTIAL MATURITY DATE 07/05/2025
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 98.49% (as at 10/02/2025 10:50 UK Time)
UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
---|---|---|
Eurostoxx 50 | 5,219.3700 | 5325.4 |
Russell 2000 | 2,307.7380 | 2279.708 |
FTSE 100 | 8,502.3500 | 8700.53 |
Nikkei 225 | 39,931.9800 | 38787.02 |
STRIKE DATE 24/01/2025
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Fixed Income
Fixed Income Rate: USD: 7.50% p.a. (Paid Annually)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2736696803
NEXT POTENTIAL MATURITY DATE 24/01/2029
COUNTERPARTY Citi
TYPE Note
CURRENCY EUR
CURRENT PRICE 99.92% (as at 10/02/2025 10:50 UK Time)
UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
---|---|---|
UniCredit SpA | 43.7550 | 47.025 |
Commerzbank AG | 18.1050 | 18.86 |
BBVA | 10.7200 | 11.65 |
Deutsche Bank AG | 19.0500 | 18.592 |
STRIKE DATE 24/01/2025
RETURN & BARRIERS
Maximum Term: 1 years
Investment Structure: Fixed Income
Fixed Income Rate: EUR: 6.85% p.a. (Paid Quarterly)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2978682925
NEXT POTENTIAL MATURITY DATE 26/01/2026
COUNTERPARTY Soc Gen
TYPE Note
CURRENCY USD
CURRENT PRICE 94.25% (as at 10/02/2025 10:50 UK Time)
UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
---|---|---|
Royal Caribbean Cruise | 241.8100 | 264.43 |
Nvidia Corporation | 137.7100 | 129.84 |
Amazon.com | 225.9400 | 229.15 |
Meta Platform Inc | 612.7700 | 714.52 |
STRIKE DATE 17/01/2025
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly (First Observation at 3 months)
Autocall Trigger: 85% of initial level
Coupon Rate: 4.65% Quarterly (18.60% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2928472112
NEXT POTENTIAL MATURITY DATE 17/04/2025
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.45% (as at 10/02/2025 10:50 UK Time)
UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
---|---|---|
FTSE 100 | 8,505.2200 | 8700.53 |
Eurostoxx 50 | 5,148.3000 | 5325.4 |
Russell 2000 | 2,275.8820 | 2279.708 |
Nikkei 225 | 38,451.4600 | 38787.02 |
STRIKE DATE 17/01/2025
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Fixed Income
Fixed Income Rate: USD: 29.85% paid at maturity
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2736695748
NEXT POTENTIAL MATURITY DATE 17/01/2029
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.50% (as at 10/02/2025 10:50 UK Time)
UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
---|---|---|
Eurostoxx 50 | 5,325.4000 | 5325.4 |
FTSE MIB | 37,055.7000 | 37055.7 |
Nikkei 225 | 38,787.0200 | 38787.02 |
Russell 2000 | 2,279.7080 | 2279.708 |
STRIKE DATE 07/02/2025
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: 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)
P.A. RETURN
ISIN XS2926364071
NEXT POTENTIAL MATURITY DATE 09/02/2026
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 96.78% (as at 10/02/2025 10:50 UK Time)
UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
---|---|---|
S&P 500 | 5,909.0300 | 6025.99 |
Nikkei 225 | 40,083.3000 | 38787.02 |
FTSE 100 | 8,245.2800 | 8700.53 |
STRIKE DATE 07/01/2025
RETURN & BARRIERS
Maximum Term: 6 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: 2.375% Semi Annual (4.75% p.a.)
Income Trigger: 90% of initial level
Capital Risk: None
Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2918020525
NEXT POTENTIAL MATURITY DATE 07/01/2031
COUNTERPARTY BNP Paribas US Tech Early Low Hurdle December 2024 USD
TYPE Note
CURRENCY USD
CURRENT PRICE 95.74% (as at 10/02/2025 10:50 UK Time)
UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
---|---|---|
Amazon.com | 225.0600 | 229.15 |
Microsoft | 435.2500 | 409.75 |
Nvidia Corporation | 139.6700 | 129.84 |
Advanced Micro Devices | 124.6000 | 107.56 |
STRIKE DATE 23/12/2024
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 60% Glider at month 12
Coupon Rate: USD: 6.75% Quarterly (27.00% p.a.)
If it reaches maturity: 208% participation if above 95%
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2911454424
NEXT POTENTIAL MATURITY DATE 23/06/2025
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY
CURRENT PRICE 100.36% (as at 10/02/2025 10:50 UK Time)
UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
---|---|---|
IBEX 35 | 11,435.7000 | 12688.9 |
FTSE MIB | 33,739.9000 | 37055.7 |
SMI | 11,488.2800 | 12593.34 |
STRIKE DATE 23/12/2024
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 24 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP: 3.65% Semi-Annually (7.30% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2918056479
NEXT POTENTIAL MATURITY DATE 23/12/2026
COUNTERPARTY Goldman Sachs Weighted Basket Participation Note December 2024 USD
TYPE Note
CURRENCY USD
CURRENT PRICE 98.49% (as at 10/02/2025 10:50 UK Time)
UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
---|---|---|
FTSE 100 | 8,102.7200 | 8700.53 |
S&P 500 | 5,974.0700 | 6025.99 |
Eurostoxx 50 | 4,852.9300 | 5325.4 |
iShares MSCI Emerging Markets (EEM) | 42.5100 | 43.2 |
Nikkei 225 | 39,161.3400 | 38787.02 |
STRIKE DATE 23/12/2024
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Participation Growth Note
Participation Rate: USD: 100% Capped Participation on the Performance of the Weighted Basket at Maturity, Capped at 40% Growth
Capital Risk: 60% European
P.A. RETURN
ISIN XS2814245564
NEXT POTENTIAL MATURITY DATE 27/12/2029
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 100.70% (as at 10/02/2025 10:50 UK Time)
UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
---|---|---|
Eurostoxx 50 | 4,862.2800 | 5325.4 |
FTSE 100 | 8,084.6100 | 8700.53 |
S&P 500 | 5,930.8500 | 6025.99 |
STRIKE DATE 20/12/2024
RETURN & BARRIERS
Maximum Term: 2 years
Investment Structure: Memory Income
Memory Income Rate: USD: 6.83% Annually
Income Trigger: 90% of initial level
Capital Risk: Yes
Capital Protection: 95% Capital Protected at maturity
P.A. RETURN
ISIN XS2918020103
NEXT POTENTIAL MATURITY DATE 21/12/2026
COUNTERPARTY Societe Generale
TYPE Note
CURRENCY GBP
CURRENT PRICE 88.48% (as at 10/02/2025 10:50 UK Time)
UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
---|---|---|
Amazon.com | 224.9200 | 229.15 |
Microsoft | 436.6000 | 409.75 |
Nvidia Corporation | 134.7000 | 129.84 |
Tesla Motors | 421.0600 | 361.62 |
STRIKE DATE 20/12/2024
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Reducing Autocall
Autocall Opportunities: Quarterly
(First Observation at 6 months)
Autocall Trigger: 95% of initial level (Reducing by
2.50% per quarter)
Coupon Rate: GBP: 4.18% Quarterly (16.72% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2928328348
NEXT POTENTIAL MATURITY DATE 20/06/2025
COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.14% (as at 10/02/2025 10:50 UK Time)
UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
---|---|---|
Eurostoxx 50 | 4,879.0000 | 5325.4 |
SMI | 11,414.8400 | 12593.34 |
Nikkei 225 | 38,813.5800 | 38787.02 |
Russell 2000 | 2,221.4980 | 2279.708 |
STRIKE DATE 19/12/2024
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: 1.75% Semi-Annual (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 XS2961099756
NEXT POTENTIAL MATURITY DATE 19/06/2026
COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE 98.89% (as at 10/02/2025 10:50 UK Time)
UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
---|---|---|
Eurostoxx 50 | 4,879.0000 | 5325.4 |
SMI | 11,414.8400 | 12593.34 |
Nikkei 225 | 38,813.5800 | 38787.02 |
Russell 2000 | 2,221.4980 | 2279.708 |
STRIKE DATE 19/12/2024
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: 1.7575% Semi-Annual (7.03% 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 XS2961099673
NEXT POTENTIAL MATURITY DATE 19/06/2026