INTERNATIONAL PRODUCTS

PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Marex Financial US Stocks Defensive Autocall Feb 2025 USD
ISIN: XS2845257364
STRIKE DATE: 07/02/2025
INDICATIVE PRICE: Not available
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Marex Financial
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Royal Caribbean Cruise264.4300264.43
Nvidia Corporation129.8400129.84
Amazon.com229.1500229.15
Meta Platform Inc714.5200714.52

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

    EXPAND CLOSE
    Barclays Memory Income Cap Protected Autocall Feb 2025 USD
    ISIN: Barclays
    STRIKE DATE: 07/02/2025
    INDICATIVE PRICE: Not available
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY XS2945458839
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1008,700.53008700.53
    Eurostoxx 505,325.40005325.4
    Nikkei 22538,787.020038787.02
    S&P 5006,025.99006025.99

    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

      EXPAND CLOSE
      BBVA Developed Indices Classic Autocall Feb 2025 USD 
      ISIN: XS2941028925
      STRIKE DATE: 07/02/2025
      INDICATIVE PRICE: 0.00%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 0.00% (as at 10/02/2025 10:50 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI12,593.340012593.34
      Eurostoxx 505,325.40005325.4
      Nikkei 22538,787.020038787.02
      Russell 20002,279.70802279.708

      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

      EXPAND CLOSE
      BBVA Developed Indices Classic Autocall Feb 2025 GBP
      ISIN: XS2941028842
      STRIKE DATE: 07/02/2025
      INDICATIVE PRICE: 0.00%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 0.00% (as at 10/02/2025 10:50 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI12,593.340012593.34
      Eurostoxx 505,325.40005325.4
      Nikkei 22538,787.020038787.02
      Russell 20002,279.70802279.708

      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

      EXPAND CLOSE
      BBVA Diversified Indices Classic Autocall Feb 2025 GBP
      ISIN: XS2941028768
      STRIKE DATE: 07/02/2025
      INDICATIVE PRICE: 0.00%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 0.00% (as at 10/02/2025 10:50 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      IBEX 3512,688.900012688.9
      Eurostoxx 505,325.40005325.4
      Nikkei 22538,787.020038787.02
      Russell 20002,279.70802279.708

      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

      EXPAND CLOSE
      BBVA 100% Capital Protected Autocall Feb 2025 USD
      ISIN: XS2941021599
      STRIKE DATE: 07/02/2025
      INDICATIVE PRICE: 99.50%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 99.50% (as at 10/02/2025 10:50 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE MIB37,055.700037055.7
      Nikkei 22538,787.020038787.02
      SMI12,593.340012593.34
      Russell 20002,279.70802279.708

      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

      EXPAND CLOSE
      Barclays 85-60 Triple Index Memory Income Autocall January 2025 USD
      ISIN: XS2938749301
      STRIKE DATE: 03/02/2025
      INDICATIVE PRICE: 99.50%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 99.50% (as at 10/02/2025 10:50 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 505,217.91005325.4
      S&P 5005,994.57006025.99
      Nikkei 22538,520.090038787.02

      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

      EXPAND CLOSE
      Natixis 4 Year Global Markets Fixed Income Jan 2025 USD
      ISIN: XS2736696803
      STRIKE DATE: 24/01/2025
      INDICATIVE PRICE: 98.49%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY Natixis
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 98.49% (as at 10/02/2025 10:50 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 505,219.37005325.4
      Russell 20002,307.73802279.708
      FTSE 1008,502.35008700.53
      Nikkei 22539,931.980038787.02

      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

      EXPAND CLOSE
      Citi European Banks 1 Year Fixed Income Jan 2025 EUR 
      ISIN: XS2978682925
      STRIKE DATE: 24/01/2025
      INDICATIVE PRICE: 99.92%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY Citi
      TYPE Note
      CURRENCY EUR
      CURRENT PRICE 99.92% (as at 10/02/2025 10:50 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      UniCredit SpA43.755047.025
      Commerzbank AG18.105018.86
      BBVA10.720011.65
      Deutsche Bank AG19.050018.592

      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

      EXPAND CLOSE
      Societe Generale US Stocks Defensive Autocall January 2025 USD
      ISIN: XS2928472112
      STRIKE DATE: 17/01/2025
      INDICATIVE PRICE: 94.25%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Soc Gen
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 94.25% (as at 10/02/2025 10:50 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Royal Caribbean Cruise241.8100264.43
      Nvidia Corporation137.7100129.84
      Amazon.com225.9400229.15
      Meta Platform Inc612.7700714.52

      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

      EXPAND CLOSE
      Natixis 4 Year Digi Fixed Income Note January 2025 USD
      ISIN: XS2736695748
      STRIKE DATE: 17/01/2025
      INDICATIVE PRICE: 99.45%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Natixis
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 99.45% (as at 10/02/2025 10:50 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1008,505.22008700.53
      Eurostoxx 505,148.30005325.4
      Russell 20002,275.88202279.708
      Nikkei 22538,451.460038787.02

      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

      EXPAND CLOSE
      BBVA 85-60 Memory Income Autocall GBP Feb 2024
      ISIN: XS2926364071
      STRIKE DATE: 07/02/2025
      INDICATIVE PRICE: 99.50%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 99.50% (as at 10/02/2025 10:50 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 505,325.40005325.4
      FTSE MIB37,055.700037055.7
      Nikkei 22538,787.020038787.02
      Russell 20002,279.70802279.708

      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

      EXPAND CLOSE
      Morgan Stanley Capital Protected Income Autocall January 2025 USD
      ISIN: XS2918020525
      STRIKE DATE: 07/01/2025
      INDICATIVE PRICE: 96.78%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Morgan Stanley
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 96.78% (as at 10/02/2025 10:50 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P 5005,909.03006025.99
      Nikkei 22540,083.300038787.02
      FTSE 1008,245.28008700.53

      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

      EXPAND CLOSE
      BNP Paribas US Tech Early Low Hurdle December 2024 USD
      ISIN: XS2911454424
      STRIKE DATE: 23/12/2024
      INDICATIVE PRICE: 95.74%
      STATUS: Live
      FACTSHEET: CONTACT

      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)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Amazon.com225.0600229.15
      Microsoft435.2500409.75
      Nvidia Corporation139.6700129.84
      Advanced Micro Devices124.6000107.56

      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

      EXPAND CLOSE
      Morgan Stanley 100% Capital Protected Triple Index Autocall December 2024 GBP
      ISIN: XS2918056479
      STRIKE DATE: 23/12/2024
      INDICATIVE PRICE: 100.36%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY Morgan Stanley
      TYPE Note
      CURRENCY
      CURRENT PRICE 100.36% (as at 10/02/2025 10:50 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      IBEX 3511,435.700012688.9
      FTSE MIB33,739.900037055.7
      SMI11,488.280012593.34

      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

      EXPAND CLOSE
      Goldman Sachs Weighted Basket Participation Note December 2024 USD
      ISIN: XS2814245564
      STRIKE DATE: 23/12/2024
      INDICATIVE PRICE: 98.49%
      STATUS: Live
      FACTSHEET: CONTACT

      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)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1008,102.72008700.53
      S&P 5005,974.07006025.99
      Eurostoxx 504,852.93005325.4
      iShares MSCI Emerging Markets (EEM)42.510043.2
      Nikkei 22539,161.340038787.02

      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

      EXPAND CLOSE
      Morgan Stanley Capital Protected Income Dec 2024 USD
      ISIN: XS2918020103
      STRIKE DATE: 20/12/2024
      INDICATIVE PRICE: 100.70%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY Morgan Stanley
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 100.70% (as at 10/02/2025 10:50 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,862.28005325.4
      FTSE 1008,084.61008700.53
      S&P 5005,930.85006025.99

      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

      EXPAND CLOSE
      Soc Gen US Tech Reducing Autocall Dec 2024 GBP
      ISIN: XS2928328348
      STRIKE DATE: 20/12/2024
      INDICATIVE PRICE: 88.48%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY Societe Generale
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 88.48% (as at 10/02/2025 10:50 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Amazon.com224.9200229.15
      Microsoft436.6000409.75
      Nvidia Corporation134.7000129.84
      Tesla Motors421.0600361.62

      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

      EXPAND CLOSE
      UBS 75-60 Memory Income Autocall December 2024 GBP
      ISIN: XS2961099756
      STRIKE DATE: 19/12/2024
      INDICATIVE PRICE: 99.14%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY UBS
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 99.14% (as at 10/02/2025 10:50 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,879.00005325.4
      SMI11,414.840012593.34
      Nikkei 22538,813.580038787.02
      Russell 20002,221.49802279.708

      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

      EXPAND CLOSE
      UBS 75-60 Memory Income Autocall December 2024 USD
      ISIN: XS2961099673
      STRIKE DATE: 19/12/2024
      INDICATIVE PRICE: 98.89%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY UBS
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 98.89% (as at 10/02/2025 10:50 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,879.00005325.4
      SMI11,414.840012593.34
      Nikkei 22538,813.580038787.02
      Russell 20002,221.49802279.708

      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

      EXPAND CLOSE