INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Natixis 3 Year Triple Index Fixed Income USD Aug 2024
ISIN: XS2736679627
STRIKE DATE: 01/08/2024
INDICATIVE PRICE: 97.76%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 97.76% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,765.72005725.7
S&P 5005,446.68006846.61
Nikkei 22538,126.330050842.93

STRIKE DATE 01/08/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.50% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736679627
NEXT POTENTIAL MATURITY DATE 02/08/2027

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle Autocall USD Aug 2024
ISIN: XS2845773295
STRIKE DATE: 06/08/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com161.9300249.1
Microsoft399.6100508.68
Tesla Motors200.6400
Nvidia Corporation104.2500193.16

STRIKE DATE 06/08/2024
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: 6.00% 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 XS2845773295
NEXT POTENTIAL MATURITY DATE 06/02/2025

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall GBP Aug 2024
ISIN: XS2802359625
STRIKE DATE: 02/08/2024
INDICATIVE PRICE: 109.90%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 109.90% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,875.520012702.08
Eurostoxx 504,638.70005725.7
Nikkei 22535,909.700050842.93
S&P 5005,346.56006846.61

STRIKE DATE 02/08/2024
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: 5.50% Semi-Annually (11.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2802359625
NEXT POTENTIAL MATURITY DATE 02/02/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD Aug 2024
ISIN: XS2802359542
STRIKE DATE: 02/08/2024
INDICATIVE PRICE: 112.46%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 112.46% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,875.520012702.08
Eurostoxx 504,638.70005725.7
Nikkei 22535,909.700050842.93
S&P 5005,346.56006846.61

STRIKE DATE 02/08/2024
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: 6.40% Semi-Annually (12.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2802359542
NEXT POTENTIAL MATURITY DATE 02/02/2026

EXPAND CLOSE
SocGen US Stock Memory Income Reducing Autocall June 2024 USD
ISIN: XS2814027657
STRIKE DATE: 28/06/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Starbucks Corp77.850086.42
Advanced Micro Devices162.2100237.52
Meta Platform Inc504.2200627.08
Wayfair Inc52.7300110.54

STRIKE DATE 28/06/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Knock-Out Trigger: 100% of initial level then reduced by 2% quarterly Memory Income Rate: USD: 3.50% Quarterly(14.00% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Strike with Geared Put (at maturity)
P.A. RETURN 14.00% p.a.
ISIN XS2814027657
NEXT POTENTIAL MATURITY DATE 29/09/2025

EXPAND CLOSE
BBVA 60-60 Memory Income Autocall June 2024 USD
ISIN: XS2759856516
STRIKE DATE: 25/06/2024
INDICATIVE PRICE: 99.07%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.07% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,247.79009899.6
Eurostoxx 504,935.97005725.7
Nikkei 22539,173.150050842.93
S&P 5005,469.30006846.61

STRIKE DATE 25/06/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 3.15% Semi-Annual (6.30% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2759856516
NEXT POTENTIAL MATURITY DATE 29/12/2025

EXPAND CLOSE
CIBC S&P 500 Capital Protected USD July 2024
ISIN: XS2853089253
STRIKE DATE: 24/07/2024
INDICATIVE PRICE: 114.45%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY GBP
CURRENT PRICE 114.45% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5005,399.22006846.61

STRIKE DATE 24/07/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Growth Participation Averaging: Quarterly throughout the whole term Participation Rate: 135% Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2853089253
NEXT POTENTIAL MATURITY DATE 24/07/2030

EXPAND CLOSE
BBVA 100% Capital Protected Autocall USD July 2024
ISIN: XS2759875573
STRIKE DATE: 23/07/2024
INDICATIVE PRICE: 104.53%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 104.53% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,278.820012702.08
Eurostoxx 504,916.80005725.7
Nikkei 22539,594.390050842.93
S&P 5005,555.74006846.61

STRIKE DATE 23/07/2024
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: 4.15% Semi-Annually (8.30% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2759875573
NEXT POTENTIAL MATURITY DATE 23/07/2027

EXPAND CLOSE
BBVA Diversified Markets 75-60 Memory Income Autocall Jul 2024 GBP
ISIN: XS2759868289
STRIKE DATE: 12/07/2024
INDICATIVE PRICE: 96.77%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE
CURRENCY GBP
CURRENT PRICE 96.77% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,252.91009899.6
Eurostoxx 505,043.02005725.7
Nikkei 22541,190.680050842.93
Russell 20002,148.26702458.279

STRIKE DATE 12/07/2024
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: 1.875% 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
ISIN XS2759868289
NEXT POTENTIAL MATURITY DATE 13/01/2026

EXPAND CLOSE
BBVA Diversified Markets 75-60 Memory Income Autocall Jul 2024 USD
ISIN: XS2759868107
STRIKE DATE: 12/07/2024
INDICATIVE PRICE: 96.99%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.99% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,043.02005725.7
FTSE 1008,252.91009899.6
Nikkei 22541,190.680050842.93
Russell 20002,148.26702458.279

STRIKE DATE 12/07/2024
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: 1.875% 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
ISIN XS2759868107
NEXT POTENTIAL MATURITY DATE 13/01/2026

EXPAND CLOSE
UBS 85-60 Memory Income Autocall GBP July 2024 – FACTSHEET UPON REQUEST
ISIN: XS2850497509
STRIKE DATE: 18/07/2024
INDICATIVE PRICE: 100.52%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.52% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,870.12005725.7
FTSE MIB34,529.130044438.88
Nikkei 22540,126.350050842.93
S&P 5005,544.59006846.61

STRIKE DATE 18/07/2024
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: 3.875% Semi-Annual (7.75% 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 XS2850497509
NEXT POTENTIAL MATURITY DATE 20/01/2026

EXPAND CLOSE
UBS 85-60 Memory Income Autocall USD July 2024 – FACTSHEET UPON REQUEST
ISIN: XS2850496873
STRIKE DATE: 18/07/2024
INDICATIVE PRICE: 100.85%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE 100.85% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,870.12005725.7
FTSE MIB34,529.130044438.88
Nikkei 22540,126.350050842.93
S&P 5005,544.59006846.61

STRIKE DATE 18/07/2024
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: 4.25% Semi-Annual (8.50% 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 XS2850496873
NEXT POTENTIAL MATURITY DATE 20/01/2026

EXPAND CLOSE
Leonteq US Stocks Memory Income Autocall June 2024 USD
ISIN: CH1349987748
STRIKE DATE: 18/06/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Leonteq
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Advanced Micro Devices154.6300237.52
Carnival Corp15.950026.79
Microsoft446.3400508.68
Tesla Motors184.8600

STRIKE DATE 18/06/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 9 months) Autocall Trigger: 75% of initial level Memory Income Rate: USD = 3.708% Quarterly Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 14.832% p.a.
ISIN CH1349987748
NEXT POTENTIAL MATURITY DATE 20/06/2025

EXPAND CLOSE
UBS 75-60 Memory Income Autocall June 2024 USD
ISIN: XS2842883600
STRIKE DATE: 18/06/2024
INDICATIVE PRICE: 99.58%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE 99.58% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB33,315.680044438.88
S&P 5005,487.03006846.61
TOPIX2,715.76003321.58
S&P/ASX 2007,778.08408818.793

STRIKE DATE 18/06/2024
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: 1.875% 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
ISIN XS2842883600
NEXT POTENTIAL MATURITY DATE 18/12/2025

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall GBP July 2024
ISIN: XS2759864536
STRIKE DATE: 16/07/2024
INDICATIVE PRICE: 98.27%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.27% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,164.90009899.6
Eurostoxx 504,947.83005725.7
Nikkei 22541,275.080050842.93
S&P 5005,667.20006846.61

STRIKE DATE 16/07/2024
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: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2759864536
NEXT POTENTIAL MATURITY DATE 16/01/2026

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall USD July 2024
ISIN: XS2759864619
STRIKE DATE: 16/07/2024
INDICATIVE PRICE: 98.86%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.86% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,164.90009899.6
Eurostoxx 504,947.83005725.7
Nikkei 22541,275.080050842.93
S&P 5005,667.20006846.61

STRIKE DATE 16/07/2024
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: 3.80% Semi-Annual (7.60% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2759864619
NEXT POTENTIAL MATURITY DATE 16/01/2026

EXPAND CLOSE
BNP Paribas Semi-Annual Classic Autocall June 2024 USD
ISIN: XS2759263614
STRIKE DATE: 14/06/2024
INDICATIVE PRICE: 115.57%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 115.57% (as at 12/11/2025 09:48 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,839.14005725.7
Nasdaq 10019,659.800025533.49
Nikkei 22538,814.560050842.93

STRIKE DATE 14/06/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Autocall Rate: USD: 6.05% Semi-Annual (12.10% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2759263614
NEXT POTENTIAL MATURITY DATE 15/12/2025

EXPAND CLOSE
BBVA Diversified Markets 75-60 Memory Income Autocall Jun 224 USD
ISIN: XS2760222377
STRIKE DATE: 14/06/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,839.14005725.7
FTSE 1008,146.86009899.6
Nikkei 22538,814.560050842.93
Russell 20002,006.15902458.279

STRIKE DATE 14/06/2024
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: 2.00% Quarterly (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 8.00% p.a.
ISIN XS2760222377
NEXT POTENTIAL MATURITY DATE 16/09/2025

    EXPAND CLOSE
    BBVA Diversified Markets 75-60 Memory Income Autocall Jun 2024 GBP
    ISIN: XS2760222294
    STRIKE DATE: 14/06/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,839.14005725.7
    FTSE 1008,146.86009899.6
    Nikkei 22538,814.560050842.93
    Russell 20002,006.15902458.279

    STRIKE DATE 14/06/2024
    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: 1.825% Quarterly (7.30% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.30% p.a.
    ISIN XS2760222294
    NEXT POTENTIAL MATURITY DATE 16/09/2025

      EXPAND CLOSE
      BBVA 75-60 Memory Income Autocall Jun 2024 USD
      ISIN: XS2759825800
      STRIKE DATE: 14/06/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,839.14005725.7
      Nikkei 22538,814.560050842.93
      FTSE 1008,146.86009899.6
      Nasdaq 10019,659.800025533.49

      STRIKE DATE 14/06/2024
      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: 2.00% Quarterly (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 8.00% p.a.
      ISIN XS2759825800
      NEXT POTENTIAL MATURITY DATE 16/09/2025

        EXPAND CLOSE