INTERNATIONAL PRODUCTS

PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
UBS Semi-Annual Classic Autocall Sept 2023 USD 
ISIN: XS2683117423
STRIKE DATE: 14/09/2023
INDICATIVE PRICE: 99.37%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE 99.37% (as at 17/04/2024 09:17 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,186.54707612.494
Eurostoxx 504,279.75004916.99
Nikkei 22533,168.100038471.2
S&P 5004,505.10005051.41

STRIKE DATE 14/09/2023
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: 5.25% Semi-Annually (10.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2683117423
NEXT POTENTIAL MATURITY DATE 17/09/2024

EXPAND CLOSE
UBS Semi-Annual Classic Autocall Sep 2023 GBP
ISIN: XS2683117340
STRIKE DATE: 14/09/2023
INDICATIVE PRICE: 99.75%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.75% (as at 17/04/2024 09:17 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,186.54707612.494
Eurostoxx 504,279.75004916.99
Nikkei 22533,168.100038471.2
S&P 5004,505.10005051.41

STRIKE DATE 14/09/2023
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: 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 XS2683117340
NEXT POTENTIAL MATURITY DATE 17/09/2024

EXPAND CLOSE
BBVA Global Markets Classic Autocall Sep 2023 GBP
ISIN: XS2580102643
STRIKE DATE: 14/09/2023
INDICATIVE PRICE: 99.67%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.67% (as at 17/04/2024 09:17 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,186.54707612.494
Nasdaq 10015,473.890017713.66
Nikkei 22533,168.100038471.2
S&P 5004,505.10005051.41

STRIKE DATE 14/09/2023
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: 5.34% Semi Annually Snowballing ( 10.68% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2580102643
NEXT POTENTIAL MATURITY DATE 16/09/2024

EXPAND CLOSE
BBVA Diversified Markets Classic Autocall Sept 2023 GBP
ISIN: XS2580102999
STRIKE DATE: 14/09/2023
INDICATIVE PRICE: 100.41%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.41% (as at 17/04/2024 09:17 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,186.54707612.494
Eurostoxx 504,279.75004916.99
Nikkei 22533,168.100038471.2
S&P 5004,505.10005051.41

STRIKE DATE 14/09/2023
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: 5.82% Semi-Annually (11.64% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2580102999
NEXT POTENTIAL MATURITY DATE 16/09/2024

EXPAND CLOSE
BBVA Diversified Markets Memory Income Autocall Sept 2023 GBP
ISIN: XS2580102726
STRIKE DATE: 14/09/2023
INDICATIVE PRICE: 93.59%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.59% (as at 17/04/2024 09:17 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,186.54707612.494
Eurostoxx 504,279.75004916.99
Nikkei 22533,168.100038471.2
S&P 5004,505.10005051.41

STRIKE DATE 14/09/2023
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: 3.58% Semi Annually (7.16% 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 XS2580102726
NEXT POTENTIAL MATURITY DATE 14/09/2024

EXPAND CLOSE
Investec Leveraged Fund Strategy December 2020 GBP
ISIN: XS2276756165
STRIKE DATE: 22/12/2020
INDICATIVE PRICE: 14.80%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE 14.80% (as at 17/04/2024 09:17 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL

STRIKE DATE 22/12/2020
RETURN & BARRIERS
Leveraged Vol Control
P.A. RETURN
ISIN XS2276756165
NEXT POTENTIAL MATURITY DATE 22/12/2025

EXPAND CLOSE
Société Générale Renewable Energy Enhanced 50-50 Memory Income Sep 2023 USD
ISIN: XS2659586726
STRIKE DATE: 11/09/2023
INDICATIVE PRICE: 41.59%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 41.59% (as at 17/04/2024 09:17 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Enphase Energy Inc122.1900110.47
Plug Power Inc7.99002.7
Sunrun Inc13.720010.33
Solaredge Technologies Inc148.260059.52

STRIKE DATE 11/09/2023
RETURN & BARRIERS
Maximum Term : 4 years Investment Structure : Memory Income Autocall Autocall Opportunities : Quarterly (First Observation at 12 months) Knock-Out Trigger 90% of initial level then reduced by 5% quarterly floored at 50%) Memory Income Rate : USD: 5.00% Quarterly (20.00% p.a.) Income Trigger : 50% of initial level Capital Risk Not capital protected Capital Protection Barrier : 50% Leveraged Put at maturity.
P.A. RETURN
ISIN XS2659586726
NEXT POTENTIAL MATURITY DATE 11/09/2024

EXPAND CLOSE
Barclays European Banks 1Y Fixed Income Sept 2023 GBP
ISIN: XS2581045791
STRIKE DATE: 08/09/2023
INDICATIVE PRICE: 100.18%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.18% (as at 17/04/2024 09:17 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG9.296012.8
UniCredit SpA20.745033.645
Credit Agricole SA11.158013.57

STRIKE DATE 08/09/2023
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: GBP: 9.12% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2581045791
NEXT POTENTIAL MATURITY DATE 09/09/2024

EXPAND CLOSE
BBVA Low Hurdle Autocall Sep 2023 GBP
ISIN: XS2580093982
STRIKE DATE: 28/09/2023
INDICATIVE PRICE: 102.05%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 102.05% (as at 17/04/2024 09:17 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,048.63707612.494
Eurostoxx 504,174.66004916.99
Nikkei 22531,857.620038471.2
S&P 5004,288.05005051.41

STRIKE DATE 28/09/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level, reduced to 75% on the Final Observation Coupon Rate: GBP: 2.625% Quarterly (10.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2580093982
NEXT POTENTIAL MATURITY DATE 30/09/2024

EXPAND CLOSE
BBVA Diversified Markets Memory Income Autocall Aug 2023 USD
ISIN: XS2543364165
STRIKE DATE: 31/08/2023
INDICATIVE PRICE: 94.13%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 94.13% (as at 17/04/2024 09:17 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,305.26907612.494
S&P 5004,507.66005051.41
Nikkei 22532,619.340038471.2
Eurostoxx 504,297.11004916.99

STRIKE DATE 31/08/2023
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: 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 7.70% p.a.
ISIN XS2543364165
NEXT POTENTIAL MATURITY DATE 03/08/2024

EXPAND CLOSE
BBVA Diversified Markets Memory Income Autocall Aug 2023 GBP
ISIN: XS2543364082
STRIKE DATE: 31/08/2023
INDICATIVE PRICE: 94.84%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.84% (as at 17/04/2024 09:17 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,305.26907612.494
S&P 5004,507.66005051.41
Nikkei 22532,619.340038471.2
Eurostoxx 504,297.11004916.99

STRIKE DATE 31/08/2023
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: 1.925% 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 XS2543364082
NEXT POTENTIAL MATURITY DATE 03/08/2024

EXPAND CLOSE
BBVA Global Markets Memory Income Autocall Aug 2023 USD
ISIN: XS2580074842
STRIKE DATE: 31/08/2023
INDICATIVE PRICE: 83.00%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 83.00% (as at 17/04/2024 09:17 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,305.26907612.494
FTSE 1007,439.13007820.36
HSI18,382.060016248.97
Nikkei 22532,619.340038471.2

STRIKE DATE 31/08/2023
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: 1.97% Quarterly (7.88% 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 XS2580074842
NEXT POTENTIAL MATURITY DATE 02/09/2024

EXPAND CLOSE
Société Générale Green Energy Enhanced 50-50 Memory Income Sep 2023 USD
ISIN: XS2659578541
STRIKE DATE: 27/09/2023
INDICATIVE PRICE: 43.61%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 43.61% (as at 17/04/2024 09:17 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Enphase Energy Inc120.1100110.47
Plug Power Inc7.73002.7
Sunrun Inc12.410010.33
Solaredge Technologies Inc128.010059.52

STRIKE DATE 27/09/2023
RETURN & BARRIERS
Maximum Term : 4 years Investment Structure : Memory Income Autocall Autocall Opportunities : Quarterly (First Observation at 12 months) Knock-Out Trigger 90% of initial level then reduced by 5% quarterly floored at 50%) Memory Income Rate : USD: 5.15% Quarterly (20.60% p. Income Trigger : 50% of initial level Capital Risk Not capital protected Capital Protection Barrier : 50% Strike with Geared Put (at maturity) See page 3 for more detail
P.A. RETURN
ISIN XS2659578541
NEXT POTENTIAL MATURITY DATE 27/09/2024

EXPAND CLOSE
Morgan Stanley Capital Protected Classic Autocall Sep 2023 GBP
ISIN: XS2655173669
STRIKE DATE: 28/09/2023
INDICATIVE PRICE: 101.47%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 101.47% (as at 17/04/2024 09:17 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,161.56004916.99
S&P/ASX 2007,024.75507612.494
Nikkei 22531,872.520038471.2

STRIKE DATE 28/09/2023
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: GBP: 4.77% Semi-Annually (9.54% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2655173669
NEXT POTENTIAL MATURITY DATE 28/09/2026

EXPAND CLOSE
Morgan Stanley Capital Protected Classic Autocall Sep 2023 USD
ISIN: XS2655173586
STRIKE DATE: 28/09/2023
INDICATIVE PRICE: 98.19%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 98.19% (as at 17/04/2024 09:17 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,161.56004916.99
S&P/ASX 2007,024.75507612.494
Nikkei 22531,872.520038471.2

STRIKE DATE 28/09/2023
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: 4.20% Semi-Annually (8.40% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2655173586
NEXT POTENTIAL MATURITY DATE 28/09/2026

EXPAND CLOSE
BBVA Global Stocks Memory Income Autocall Aug 2023 USD 
ISIN: XS2580050313
STRIKE DATE: 25/08/2023
INDICATIVE PRICE: 81.66%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 81.66% (as at 17/04/2024 09:17 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Air Products & Chemicals Inc288.3000227.76
Unilever4,036.50003744
Northrop Grumman Corp429.5600450.35
Procter & Gamble PG153.5400155.95

STRIKE DATE 25/08/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 2.515% Quarterly (10.06% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2580050313
NEXT POTENTIAL MATURITY DATE 25/08/2024

EXPAND CLOSE
Citi European Banks 1 Year Fixed Income Sep 2023 USD
ISIN: XS2663092521
STRIKE DATE: 26/09/2023
INDICATIVE PRICE: 99.79%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 99.79% (as at 17/04/2024 09:17 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG9.552012.8
UniCredit SpA22.560033.645
BBVA7.37009.962

STRIKE DATE 26/09/2023
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: USD: 11.252% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2663092521
NEXT POTENTIAL MATURITY DATE 26/09/2024

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income Aug 2023 GBP
ISIN: XS2567931642
STRIKE DATE: 24/08/2023
INDICATIVE PRICE: 97.40%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.40% (as at 17/04/2024 09:17 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,333.63007820.36
S&P 5004,376.31005051.41
Eurostoxx 504,232.22004916.99

STRIKE DATE 24/08/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.60 % p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2567931642
NEXT POTENTIAL MATURITY DATE 24/08/2026

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income Sep 2023 GBP
ISIN: XS2581071102
STRIKE DATE: 22/09/2023
INDICATIVE PRICE: 97.63%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.63% (as at 17/04/2024 09:17 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,683.91007820.36
S&P 5004,320.06005051.41
Nikkei 22532,402.410038471.2

STRIKE DATE 22/09/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 7.20% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2581071102
NEXT POTENTIAL MATURITY DATE 29/09/2026

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income Sep 2023 USD
ISIN: XS2581071284
STRIKE DATE: 22/09/2023
INDICATIVE PRICE: 95.90%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY USD
CURRENT PRICE 95.90% (as at 17/04/2024 09:17 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,683.91007820.36
S&P 5004,320.06005051.41
Nikkei 22532,402.410038471.2

STRIKE DATE 22/09/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.70% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2581071284
NEXT POTENTIAL MATURITY DATE 29/09/2026

EXPAND CLOSE