INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BNP Paribas US Tech Early Low Hurdle December 2024 USD
ISIN: XS2911454424
STRIKE DATE: 23/12/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas US Tech Early Low Hurdle December 2024 USD
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com225.0600241.73
Microsoft435.2500433.5
Nvidia Corporation139.6700192.51
Advanced Micro Devices124.6000252.18

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 27.00% p.a.
ISIN XS2911454424
NEXT POTENTIAL MATURITY DATE 23/09/2025

    EXPAND CLOSE
    Morgan Stanley 100% Capital Protected Triple Index Autocall December 2024 GBP
    ISIN: XS2918056479
    STRIKE DATE: 23/12/2024
    INDICATIVE PRICE: 106.09%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY
    CURRENT PRICE 106.09% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    IBEX 3511,435.700017589.7
    FTSE MIB33,739.900045075.6
    SMI11,488.280013147.93

    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: 108.88%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Goldman Sachs Weighted Basket Participation Note December 2024 USD
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 108.88% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1008,102.720010171.76
    S&P 5005,974.07006969.01
    Eurostoxx 504,852.93005891.95
    iShares MSCI Emerging Markets (EEM)42.510060.44
    Nikkei 22539,161.340053375.6

    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: 99.46%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 99.46% (as at 30/01/2026 09:11 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,862.28005891.95
    FTSE 1008,084.610010171.76
    S&P 5005,930.85006969.01

    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: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Societe Generale
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Amazon.com224.9200241.73
    Microsoft436.6000433.5
    Nvidia Corporation134.7000192.51
    Tesla Motors421.0600

    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 16.72% p.a.
    ISIN XS2928328348
    NEXT POTENTIAL MATURITY DATE 22/09/2025

      EXPAND CLOSE
      UBS 75-60 Memory Income Autocall December 2024 GBP
      ISIN: XS2961099756
      STRIKE DATE: 19/12/2024
      INDICATIVE PRICE: 97.73%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY UBS
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 97.73% (as at 30/01/2026 09:11 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,879.00005891.95
      SMI11,414.840013147.93
      Nikkei 22538,813.580053375.6
      Russell 20002,221.49802654.776

      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: 97.63%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY UBS
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 97.63% (as at 30/01/2026 09:11 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,879.00005891.95
      SMI11,414.840013147.93
      Nikkei 22538,813.580053375.6
      Russell 20002,221.49802654.776

      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
      Natixis 3 Year Triple Index Fixed Income USD Jan 2025
      ISIN: XS2736694345
      STRIKE DATE: 31/01/2025
      INDICATIVE PRICE: 98.27%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Natixis
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 98.27% (as at 30/01/2026 09:11 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 505,286.87005891.95
      Russell 20002,287.69202654.776
      Nikkei 22539,572.490053375.6

      STRIKE DATE 31/01/2025
      RETURN & BARRIERS
      Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 7.00% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN
      ISIN XS2736694345
      NEXT POTENTIAL MATURITY DATE 31/01/2028

      EXPAND CLOSE
      Natixis 3 Year Triple Index Fixed Income GBP Jan 2025
      ISIN: XS2736694261
      STRIKE DATE: 31/01/2025
      INDICATIVE PRICE: 97.91%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Natixis
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 97.91% (as at 30/01/2026 09:11 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 505,286.87005891.95
      Russell 20002,287.69202654.776
      Nikkei 22539,572.490053375.6

      STRIKE DATE 31/01/2025
      RETURN & BARRIERS
      Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.50% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN
      ISIN XS2736694261
      NEXT POTENTIAL MATURITY DATE 31/01/2028

      EXPAND CLOSE
      Morgan Stanley 100% Capital Protected Autocall GBP Jan 2025
      ISIN: XS2918073052
      STRIKE DATE: 29/01/2025
      INDICATIVE PRICE: 106.50%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Morgan Stanley
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 106.50% (as at 30/01/2026 09:11 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Nikkei 22539,414.780053375.6
      FTSE MIB36,371.670045075.6
      FTSE 1008,557.810010171.76

      STRIKE DATE 29/01/2025
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Capital Protected Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 4.35% Semi-Annually (8.70% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
      P.A. RETURN
      ISIN XS2918073052
      NEXT POTENTIAL MATURITY DATE 31/01/2028

      EXPAND CLOSE
      Morgan Stanley 100% Capital Protected Autocall USD Jan 2025
      ISIN: XS2918073136
      STRIKE DATE: 29/01/2025
      INDICATIVE PRICE: 107.43%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Morgan Stanley
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 107.43% (as at 30/01/2026 09:11 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Nikkei 22539,414.780053375.6
      FTSE MIB36,371.670045075.6
      FTSE 1008,557.810010171.76

      STRIKE DATE 29/01/2025
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Capital Protected Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 4.45% Semi- Annually (8.90% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
      P.A. RETURN
      ISIN XS2918073136
      NEXT POTENTIAL MATURITY DATE 31/01/2028

      EXPAND CLOSE
      BBVA 75-60 Memory Income Autocall USD Jan 2025
      ISIN: XS2913771221
      STRIKE DATE: 30/01/2025
      INDICATIVE PRICE: 101.04%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 101.04% (as at 30/01/2026 09:11 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 505,282.21005891.95
      FTSE MIB36,429.720045075.6
      Nikkei 22539,513.970053375.6
      Russell 20002,307.45102654.776

      STRIKE DATE 30/01/2025
      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: USD: 4.00% Semi-Annual (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 XS2913771221
      NEXT POTENTIAL MATURITY DATE 30/01/2026

      EXPAND CLOSE
      Barclays European Banks 1 Year Fixed Income December 2024 GBP
      ISIN: XS2912599870
      STRIKE DATE: 17/12/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Commerzbank AG15.380034.6
      UniCredit SpA38.200072.24
      Deutsche Bank AG16.790032.455

      STRIKE DATE 17/12/2024
      RETURN & BARRIERS
      Maximum Term: 1 year Investment Structure: Fixed Income Fixed Income Rate: EUR: 7.50% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN 7.50% p.a.
      ISIN XS2912599870
      NEXT POTENTIAL MATURITY DATE 17/12/2025

      EXPAND CLOSE
      Société Générale US Tech Early Low Hurdle Autocall USD Jan 2025 – Factsheet on request
      ISIN: XS2928390496
      STRIKE DATE: 24/01/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Société Générale
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Amazon.com234.8500241.73
      Microsoft444.0600433.5
      Nvidia Corporation142.6200192.51
      Tesla Motors406.5800

      STRIKE DATE 24/01/2025
      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: 6.00% Quarterly (24.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN 24.00% p.a.
      ISIN XS2928390496
      NEXT POTENTIAL MATURITY DATE 24/10/2025

      EXPAND CLOSE
      BNP Paribas Triple Index Reducing Autocall Dec 2024 ZAR
      ISIN: XS2911451248
      STRIKE DATE: 16/12/2024
      INDICATIVE PRICE: 107.63%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY BNP Paribas
      TYPE Note
      CURRENCY ZAR
      CURRENT PRICE 107.63% (as at 30/01/2026 09:11 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      DAX20,313.810024309.46
      Nikkei 22539,457.490053375.6
      SMI11,701.510013147.93

      STRIKE DATE 16/12/2024
      RETURN & BARRIERS
      Maximum Term: 5 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level (reducing by 5% p.a.) Coupon Rate: USD: 13.60% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN
      ISIN XS2911451248
      NEXT POTENTIAL MATURITY DATE 16/12/2027

      EXPAND CLOSE
      Barclays 85-65 Memory Income Autocall GBP Jan 2025
      ISIN: XS2912654303
      STRIKE DATE: 23/01/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 505,217.50005891.95
      Nikkei 22539,958.870053375.6
      Russell 20002,314.59702654.776

      STRIKE DATE 23/01/2025
      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: 4.00% Semi-Annual (8.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN 8.00% p.a.
      ISIN XS2912654303
      NEXT POTENTIAL MATURITY DATE 23/01/2026

      EXPAND CLOSE
      Marex US Stocks Defensive Autocall Dec 2024 USD
      ISIN: XS2851775531
      STRIKE DATE: 13/12/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Marex Group
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Royal Caribbean Cruise245.1700345.98
      Meta Platform Inc620.3500738.31
      Amazon.com227.4600241.73
      Nvidia Corporation134.2500192.51

      STRIKE DATE 13/12/2024
      RETURN & BARRIERS
      Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 82% of initial level Coupon Rate: 4.00% Quarterly (16.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 16.00% p.a.
      ISIN XS2851775531
      NEXT POTENTIAL MATURITY DATE 13/06/2025

        EXPAND CLOSE
        Barclays European Banks 1 Year Fixed Income December 2024 EUR
        ISIN: XS2912590739
        STRIKE DATE: 13/12/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY Barclays
        TYPE Note
        CURRENCY EUR
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Commerzbank AG15.105034.6
        UniCredit SpA38.930072.24
        BBVA9.704021.03
        Deutsche Bank AG17.064032.455

        STRIKE DATE 13/12/2024
        RETURN & BARRIERS
        Maximum Term: 1 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 6.35% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
        P.A. RETURN 6.35% p.a.
        ISIN XS2912590739
        NEXT POTENTIAL MATURITY DATE 15/12/2025

          EXPAND CLOSE
          BBVA Diversified Markets Memory Income Autocall December 2024 GBP
          ISIN: XS2892519526
          STRIKE DATE: 12/12/2024
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: DOWNLOAD

          COUNTERPARTY BBVA
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Eurostoxx 504,965.53005891.95
          SMI11,715.850013147.93
          Nikkei 22539,849.140053375.6
          Russell 20002,361.08102654.776

          STRIKE DATE 12/12/2024
          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: 1.75% Quarterly (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 7.00% p.a.
          ISIN XS2892519526
          NEXT POTENTIAL MATURITY DATE 12/12/2025

          EXPAND CLOSE
          BBVA Diversified Markets Memory Income Autocall December 2024 USD
          ISIN: XS2892519799
          STRIKE DATE: 12/12/2024
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: DOWNLOAD

          COUNTERPARTY BBVA
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Eurostoxx 504,965.53005891.95
          SMI11,715.850013147.93
          Nikkei 22539,849.140053375.6
          Russell 20002,361.08102654.776

          STRIKE DATE 12/12/2024
          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: 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 7.50% p.a.
          ISIN XS2892519799
          NEXT POTENTIAL MATURITY DATE 12/12/2025

          EXPAND CLOSE