INTERNATIONAL PRODUCTS

PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA US Tech Stocks Reducing Autocall Feb 2024 GBP
ISIN: XS2696251391
STRIKE DATE: 28/02/2024
INDICATIVE PRICE: 86.60%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 86.60% (as at 17/04/2024 09:17 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Alphabet-C137.4300156
Amazon.com173.1600183.32
Meta Platform Inc484.0200499.76
Tesla Motors202.0400157.11

STRIKE DATE 28/02/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Reducing Autocall Coupon Rate: GBP: 3.5375% Quarterly(14.15% p.a.) Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level, 2.50% reducing every Quarter. Capital Risk: Not capital protected. Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2696251391
NEXT POTENTIAL MATURITY DATE 28/08/2024

EXPAND CLOSE
BNP Paribas Capital Protected 850% Participation Feb 2024 ZAR
ISIN: ZAE000333118
STRIKE DATE: 28/02/2024
INDICATIVE PRICE: 87.83%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 87.83% (as at 17/04/2024 09:17 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Global Diversified Index335.8598340.6061

STRIKE DATE 28/02/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: USD: 850% participation in the Underlying at maturity. Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN ZAE000333118
NEXT POTENTIAL MATURITY DATE 28/02/2029

EXPAND CLOSE
Citi 85-65 Memory Income Autocall Feb 2024 GBP 
ISIN: XS2758845023
STRIKE DATE: 28/02/2024
INDICATIVE PRICE: 96.76%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.76% (as at 17/04/2024 09:17 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,883.77004916.99
FTSE 1007,624.98007820.36
Nasdaq 10017,874.500017713.66
Nikkei 22539,208.030038471.2

STRIKE DATE 28/02/2024
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: 1.835% Quarterly 7.34% p.a.) Income Trigger: 85.50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2758845023
NEXT POTENTIAL MATURITY DATE 28/05/2024

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall GBP Mar 2024
ISIN: XS2720243323
STRIKE DATE: 26/03/2024
INDICATIVE PRICE: 91.81%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 91.81% (as at 17/04/2024 09:17 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,637.050011196.67
Eurostoxx 505,044.19004916.99
Nikkei 22540,414.120038471.2
S&P 5005,218.19005051.41

STRIKE DATE 26/03/2024
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: 5.10% Semi-Annually (10.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2720243323
NEXT POTENTIAL MATURITY DATE 26/03/2025

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD Mar 2024
ISIN: XS2720243240
STRIKE DATE: 26/03/2024
INDICATIVE PRICE: 91.43%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 91.43% (as at 17/04/2024 09:17 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,637.050011196.67
Eurostoxx 505,044.19004916.99
Nikkei 22540,414.120038471.2
S&P 5005,218.19005051.41

STRIKE DATE 26/03/2024
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: 6.20% Semi-Annually (12.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2720243240
NEXT POTENTIAL MATURITY DATE 26/03/2025

EXPAND CLOSE
BNP Paribas Memory Income Autocall Feb 2024 ZAR
ISIN: ZAE000331823
STRIKE DATE: 07/02/2024
INDICATIVE PRICE: 101.96%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 101.96% (as at 17/04/2024 09:17 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Euro Stoxx Banks117.4200134.85
Nasdaq 10017,755.070017713.66
Nikkei 22536,119.920038471.2

STRIKE DATE 07/02/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: ZAR: 6.50% Semi-Annually (13.00% p.a.) Income Trigger: 75.50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 13.00% p.a.
ISIN ZAE000331823
NEXT POTENTIAL MATURITY DATE 07/08/2024

EXPAND CLOSE
Barclays 100% Capital Protected GBP Mar 2024
ISIN: XS2724075929
STRIKE DATE: 26/03/2024
INDICATIVE PRICE: 92.04%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 92.04% (as at 17/04/2024 09:17 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,044.19004916.99
Nikkei 22540,414.120038471.2
HSI16,473.640016248.97

STRIKE DATE 26/03/2024
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: 3.825% Semi-Annually
P.A. RETURN
ISIN XS2724075929
NEXT POTENTIAL MATURITY DATE 30/03/2027

EXPAND CLOSE
Barclays 100% Capital Protected USD Mar 2024
ISIN: XS2724075846
STRIKE DATE: 26/03/2024
INDICATIVE PRICE: 91.50%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 91.50% (as at 17/04/2024 09:17 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,044.19004916.99
Nikkei 22540,414.120038471.2
HSI16,473.640016248.97

STRIKE DATE 26/03/2024
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: 4.325% Semi-Annually (8.65% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2724075846
NEXT POTENTIAL MATURITY DATE 30/03/2027

EXPAND CLOSE
UniCredit 3 Year HSI Recovery Note USD Jan 2024 
ISIN: DE000HD21J38
STRIKE DATE: 25/01/2024
INDICATIVE PRICE: 96.60%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 96.60% (as at 17/04/2024 09:17 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI30,844.720016248.97

STRIKE DATE 25/01/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Recovery Note Returns: Original Notional returned if above 50% of Strike Capital Risk: Not Capital Protected Capital Protection: 50% European Barrier
P.A. RETURN
ISIN DE000HD21J38
NEXT POTENTIAL MATURITY DATE 22/01/2027

EXPAND CLOSE
SOCIÉTÉ GÉNÉRALE ELECTRIC VEHICLES ENHANCED 50-50 MEMORY INCOME March 2024 USD – Factsheet upon request
ISIN: XS2746319297
STRIKE DATE: 15/03/2024
INDICATIVE PRICE: 76.15%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 76.15% (as at 17/04/2024 09:17 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rivian Automotive Inc11.04008.71
NIO Inc5.58003.81
BYD Company Limited210.2000205.2

STRIKE DATE 15/03/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observationat 12 months) Knock-Out Trigger:90% of initial level then reduced by 5% quarterly (floored at 50%) Memory Income Rate: USD: 5.20% Quarterly(20.80% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Strike with Geared Put (at maturity)
P.A. RETURN
ISIN XS2746319297
NEXT POTENTIAL MATURITY DATE 17/03/2025

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income Mar 2024 GBP
ISIN: XS2662072128
STRIKE DATE: 21/03/2024
INDICATIVE PRICE: 97.04%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.04% (as at 17/04/2024 09:17 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,052.31004916.99
S&P 5005,241.53005051.41
Nikkei 22540,815.660038471.2

STRIKE DATE 21/03/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.25% p.a. (Paid Quarterly)USD: 6.75% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2662072128
NEXT POTENTIAL MATURITY DATE 23/03/2027

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income Mar 2024 USD
ISIN: XS2662072045
STRIKE DATE: 21/03/2024
INDICATIVE PRICE: 96.57%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 96.57% (as at 17/04/2024 09:17 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,052.31004916.99
S&P 5005,241.53005051.41
Nikkei 22540,815.660038471.2

STRIKE DATE 21/03/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.75% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2662072045
NEXT POTENTIAL MATURITY DATE 23/03/2027

EXPAND CLOSE
Goldman Sachs Growth Participation Note February 2024 ZAR
ISIN: ZAE000330676
STRIKE DATE: 16/02/2024
INDICATIVE PRICE: 97.54%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 97.54% (as at 17/04/2024 09:17 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5005,005.57005051.41
Eurostoxx 504,765.65004916.99

STRIKE DATE 16/02/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Capital Protected Participation Participation Rate: USD: 100% participation in the basket at maturity (Capped at 150%) Capital Risk: 100% Capital protected
P.A. RETURN
ISIN ZAE000330676
NEXT POTENTIAL MATURITY DATE 16/02/2029

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Mar 2024 GBP
ISIN: XS2696264295
STRIKE DATE: 14/03/2024
INDICATIVE PRICE: 93.16%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 93.16% (as at 17/04/2024 09:17 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,720.700011196.67
Eurostoxx 504,993.12004916.99
Nikkei 22538,807.380038471.2
S&P 5005,150.48005051.41

STRIKE DATE 14/03/2024
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: 3.35% Semi-Annual (6.70% 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 XS2696264295
NEXT POTENTIAL MATURITY DATE 14/03/2025

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Mar 2024 USD
ISIN: XS2696263990
STRIKE DATE: 14/03/2024
INDICATIVE PRICE: 93.51%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 93.51% (as at 17/04/2024 09:17 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,720.700011196.67
Eurostoxx 504,993.12004916.99
Nikkei 22538,807.380038471.2
S&P 5005,150.48005051.41

STRIKE DATE 14/03/2024
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: USD: 4.00% Semi-Annual (8.00% 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 XS2696263990
NEXT POTENTIAL MATURITY DATE 14/03/2025

EXPAND CLOSE
Soc Gen US Stocks 80-60 Memory Income Autocall Feb 2024 USD
ISIN: XS2746251714
STRIKE DATE: 13/02/2024
INDICATIVE PRICE: 88.17%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 88.17% (as at 17/04/2024 09:17 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Microsoft406.3200414.58
Apple Inc185.0400169.38
Honeywell International193.9400190.77
Verizon Communications Inc40.130039.77

STRIKE DATE 13/02/2024
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 2.40% Quarterly (9.60% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.60% p.a.
ISIN XS2746251714
NEXT POTENTIAL MATURITY DATE 13/02/2025

EXPAND CLOSE
BBVA Microchips 70-70 Low Hurdle Autocall Feb 2024 GBP
ISIN: XS2696243539
STRIKE DATE: 05/02/2024
INDICATIVE PRICE: 83.08%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 83.08% (as at 17/04/2024 09:17 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Advanced Micro Devices174.2300163.46
Intel42.770036.26
Nvidia Corporation693.3200874.15

STRIKE DATE 05/02/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level, reduced to 70% on the Final Observation Coupon Rate: GBP: 10.30% Quarterly (20.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2696243539
NEXT POTENTIAL MATURITY DATE 05/02/2026

EXPAND CLOSE
BNP Paribas Triple Index Classic Autocall Mar 2024 EUR
ISIN: XS2712394753
STRIKE DATE: 08/03/2024
INDICATIVE PRICE: 91.46%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY EUR
CURRENT PRICE 91.46% (as at 17/04/2024 09:17 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,961.11004916.99
HSI16,353.390016248.97
S&P 5005,123.69005051.41

STRIKE DATE 08/03/2024
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: EUR: 4.50% Semi-Annually (9.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2712394753
NEXT POTENTIAL MATURITY DATE 10/03/2025

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Feb 2024 GBP
ISIN: XS2696236327
STRIKE DATE: 27/02/2024
INDICATIVE PRICE: Not available
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,683.02007820.36
Eurostoxx 504,885.74004916.99
Nikkei 22539,239.520038471.2
S&P 5005,078.18005051.41

STRIKE DATE 27/02/2024
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: 4.75% Semi-Annually (9.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2696236327
NEXT POTENTIAL MATURITY DATE 27/02/2025

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Feb 2024 USD
ISIN: XS2696235865
STRIKE DATE: 27/02/2024
INDICATIVE PRICE: 91.87%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 91.87% (as at 17/04/2024 09:17 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,683.02007820.36
Eurostoxx 504,885.74004916.99
Nikkei 22539,239.520038471.2
S&P 5005,078.18005051.41

STRIKE DATE 27/02/2024
RETURN & BARRIERS
Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 5.75% Semi-Annually (11.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2696235865
NEXT POTENTIAL MATURITY DATE 27/02/2025

EXPAND CLOSE