INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA World Indices Drop Down Defensive Autocall July 2025 GBP
ISIN: XS3067081045
STRIKE DATE: 01/08/2025
INDICATIVE PRICE: 100.38%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.38% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB39,942.820053693.27
HSCEI8,804.42008426.49
TOPIX2,948.65004176.04
KOSPI 200420.72001071.24

STRIKE DATE 01/08/2025
RETURN & BARRIERS
2.00% Snowballing Quarterly Coupon if Autocalled, 100% Autocall Trigger from 12 months reducing 2.5% PQ floored at 85%,50% Final European barrier.
P.A. RETURN
ISIN XS3067081045
NEXT POTENTIAL MATURITY DATE 26/10/2026

EXPAND CLOSE
BBVA World Indices Drop Down Autocall July 2025 GBP
ISIN: XS3067080823
STRIKE DATE: 01/08/2025
INDICATIVE PRICE: 103.14%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE 103.14% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB39,942.820053693.27
HSCEI8,804.42008426.49
TOPIX2,948.65004176.04
KOSPI 200420.72001071.24

STRIKE DATE 01/08/2025
RETURN & BARRIERS
2.70% Snowballing Quarterly Coupon if Autocalled, 100% Autocall Trigger from 12 months reducing 2.5% PQ floored at 90%,60% Final European barrier.
P.A. RETURN
ISIN XS3067080823
NEXT POTENTIAL MATURITY DATE 26/10/2026

EXPAND CLOSE
Societe Generale US Large Cap Defensive Autocall July 2025 USD (XS3109388663)
ISIN: XS3109388663
STRIKE DATE: 31/07/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Royal Caribbean Cruise317.8700309.88
Eli Lilly & Company740.07001209
Nvidia Corporation177.8700225.3
Advanced Micro Devices176.3100483.01

STRIKE DATE 31/07/2025
RETURN & BARRIERS
4.625% Quarterly Snowballing coupon if Autocalled, 82% Quarterly Autocall trigger from 6 months, 65% Barrier (E).
P.A. RETURN 18.50% p.a.
ISIN XS3109388663
NEXT POTENTIAL MATURITY DATE 02/02/2026

EXPAND CLOSE
Barclays 70-60 Memory Income Autocall GBP Aug 2025
ISIN: XS3078690982
STRIKE DATE: 28/08/2025
INDICATIVE PRICE: 99.95%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.95% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,643.73503281.461
Nikkei 22542,828.790068308.59
Russell 20002,378.41303052.847
FTSE MIB42,447.100053693.27

STRIKE DATE 28/08/2025
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: 3.475% Semi-Annual (6.95% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3078690982
NEXT POTENTIAL MATURITY DATE 28/08/2026

EXPAND CLOSE
Barclays 70-60 Memory Income Autocall USD Aug 2025
ISIN: XS3078691014
STRIKE DATE: 28/08/2025
INDICATIVE PRICE: 98.86%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY USD
CURRENT PRICE 98.86% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,643.73503281.461
FTSE MIB42,447.100053693.27
Nikkei 22542,828.790068308.59
Russell 20002,378.41303052.847

STRIKE DATE 28/08/2025
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: 3. 50% Semi-Annual (7. 00% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3078691014
NEXT POTENTIAL MATURITY DATE 28/08/2026

EXPAND CLOSE
Citi 10Y Thematic Autocall July 2025 EUR
ISIN: XS3080663399
STRIKE DATE: 28/07/2025
INDICATIVE PRICE: 114.96%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Citi
TYPE
CURRENCY EUR
CURRENT PRICE 114.96% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
The MSCI Transatlantic Multi Sector Custom 20 Decrement 50 Point EUR Index840.16471167.216

STRIKE DATE 28/07/2025
RETURN & BARRIERS
Maximum Term: 10 years Investment Structure: Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 18 months) Autocall Trigger: 100% of initial level reducing by 0.75% p.q. Coupon Rate: EUR: 3.50% Quarterly (14.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3080663399
NEXT POTENTIAL MATURITY DATE 28/01/2027

EXPAND CLOSE
Morgan Stanley 100% Capital Protected Autocall GBP Aug 2025
ISIN: XS3094982165
STRIKE DATE: 27/08/2025
INDICATIVE PRICE: 103.05%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 103.05% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB42,349.410053693.27
Nikkei 22542,520.270068308.59
FTSE 1009,255.500010772.67

STRIKE DATE 27/08/2025
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: 3.75% Semi-Annually (7.50% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 7.50% p.a.
ISIN XS3094982165
NEXT POTENTIAL MATURITY DATE 29/08/2028

EXPAND CLOSE
Morgan Stanley 100% Capital Protected Autocall USD Aug 2025
ISIN: XS3094982249
STRIKE DATE: 27/08/2025
INDICATIVE PRICE: 103.56%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 103.56% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB42,349.410053693.27
Nikkei 22542,520.270068308.59
FTSE 1009,255.500010772.67

STRIKE DATE 27/08/2025
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: 3.75% Semi-Annually (7.50% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity Underlying Basket Bloomberg
P.A. RETURN
ISIN XS3094982249
NEXT POTENTIAL MATURITY DATE 29/08/2028

EXPAND CLOSE
BBVA Global Banks Memory Income Autocall July 2025 USD
ISIN: XS3057448592
STRIKE DATE: 24/07/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG30.160039.86
Barclays358.4000519
UniCredit SpA61.240085.41
Morgan Stanley142.5000218.38

STRIKE DATE 24/07/2025
RETURN & BARRIERS
Maximum Term: 3 years, 6 months Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 3.75% Quarterly (15.00% p.a.) Income Trigger:55% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 15.00% p.a.
ISIN XS3057448592
NEXT POTENTIAL MATURITY DATE 24/07/2026

EXPAND CLOSE
UBS Quad Index Low Hurdle Autocall July 2025 EUR
ISIN: XS2880133736
STRIKE DATE: 24/07/2025
INDICATIVE PRICE: 105.86%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY EUR
CURRENT PRICE 105.86% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB40,599.680053693.27
HSI25,667.180025396.51
SMI12,045.780014475.13
Nasdaq 10023,219.870030084.5

STRIKE DATE 24/07/2025
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, with a Low Hurdle of 80% at Maturity Coupon Rate: EUR: 2.5625% Quarterly (10.25% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2880133736
NEXT POTENTIAL MATURITY DATE 26/10/2026

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall GBP Aug 2025
ISIN: XS3067149370
STRIKE DATE: 21/08/2025
INDICATIVE PRICE: 100.72%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 100.72% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,646.58403281.461
FTSE MIB43,013.440053693.27
Nikkei 22542,610.170068308.59
Russell 20002,274.09603052.847

STRIKE DATE 21/08/2025
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: 3.85% Semi-Annual (7.70% 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 XS3067149370
NEXT POTENTIAL MATURITY DATE 21/08/2026

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall USD Aug 2025
ISIN: XS3067149453
STRIKE DATE: 21/08/2025
INDICATIVE PRICE: 101.08%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 101.08% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,646.58403281.461
FTSE MIB43,013.440053693.27
Nikkei 22542,610.170068308.59
Russell 20002,274.09603052.847

STRIKE DATE 21/08/2025
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: 4.10% Semi-Annual (8.20% 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 XS3067149453
NEXT POTENTIAL MATURITY DATE 21/08/2026

EXPAND CLOSE
BBVA Japanese Low Hurdle Autocall July 2025 USD
ISIN: XS3056984159
STRIKE DATE: 22/07/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Sumitomo Corp3,726.00001779.5
Itochu Corp7,606.00002078
Mitsubishi Corp2,914.00004832
Marubeni Corp2,950.00004972

STRIKE DATE 22/07/2025
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First observation at 12 months) Autocall Trigger: 100% of initial level, reduce to 80% on the final observation). Coupon Rate: USD: 3.50% quarterly (14.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 14.00% p.a.
ISIN XS3056984159
NEXT POTENTIAL MATURITY DATE 21/10/2026

EXPAND CLOSE
Barclays 100% Capital Protected Autocall July 2025 USD
ISIN: XS3058047542
STRIKE DATE: 21/07/2025
INDICATIVE PRICE: 100.36%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 100.36% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB40,166.600053693.27
HSI24,994.140025396.51
Russell 20002,231.13303052.847

STRIKE DATE 21/07/2025
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: 4.20% Semi-Annually (8.40% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3058047542
NEXT POTENTIAL MATURITY DATE 21/07/2028

EXPAND CLOSE
UBS 85-60 Memory Income Autocall Aug 2025 EUR
ISIN: XS2880165340
STRIKE DATE: 15/08/2025
INDICATIVE PRICE: 99.42%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY EUR
CURRENT PRICE 99.42% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,074.330014475.13
FTSE MIB42,653.970053693.27
S&P 5006,449.80007798.99
HSI25,270.070025396.51

STRIKE DATE 15/08/2025
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: EUR: 3.55% Semi-Annual (7.10% 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 XS2880165340
NEXT POTENTIAL MATURITY DATE 17/08/2026

EXPAND CLOSE
Morgan Stanley Quad Index Capital Protected Autocall July 25 USD
ISIN: XS3094797183
STRIKE DATE: 17/07/2025
INDICATIVE PRICE: 105.53%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 105.53% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,377.15006545.47
SMI11,961.870014475.13
Nikkei 22539,901.190068308.59

STRIKE DATE 17/07/2025
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: 4.00% Semi-Annually (8.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3094797183
NEXT POTENTIAL MATURITY DATE 18/07/2028

EXPAND CLOSE
BBVA Semi Annual Classic Autocall GBP Aug 2025
ISIN: XS3067103898
STRIKE DATE: 18/08/2025
INDICATIVE PRICE: 108.90%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 108.90% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,071.880014475.13
Eurostoxx 505,434.64006545.47
Nikkei 22543,714.310068308.59
S&P 5006,449.15007798.99

STRIKE DATE 18/08/2025
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: 6.00% Semi-Annually (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3067103898
NEXT POTENTIAL MATURITY DATE 18/08/2026

EXPAND CLOSE
BBVA Semi Annual Classic Autocall USD Aug 2025
ISIN: XS3067103971
STRIKE DATE: 18/08/2025
INDICATIVE PRICE: 110.51%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 110.51% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,071.880014475.13
Eurostoxx 505,434.64006545.47
Nikkei 22543,714.310068308.59
S&P 5006,449.15007798.99

STRIKE DATE 18/08/2025
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: 6.75% Semi-Annually (13.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3067103971
NEXT POTENTIAL MATURITY DATE 18/08/2026

EXPAND CLOSE
UBS Triple Index Defensive Autocall EUR Aug 2025
ISIN: XS2879606114
STRIKE DATE: 15/08/2025
INDICATIVE PRICE: 108.20%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY EUR
CURRENT PRICE 108.20% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB42,653.970053693.27
S&P 5006,449.80007798.99
HSI25,270.070025396.51

STRIKE DATE 15/08/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 97.50% of initial level Coupon Rate: EUR: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2879606114
NEXT POTENTIAL MATURITY DATE 17/08/2026

EXPAND CLOSE
Societe Generale US Stocks Defensive Autocall Jul 2025 USD
ISIN: XS3085501099
STRIKE DATE: 14/07/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eli Lilly & Company799.34001209
Nvidia Corporation164.0700225.3
Meta Platform Inc720.9200594.97
Royal Caribbean Cruise342.0300309.88

STRIKE DATE 14/07/2025
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: 4.75% Quarterly (19.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 19.00% p.a.
ISIN XS3085501099
NEXT POTENTIAL MATURITY DATE 14/04/2026

    EXPAND CLOSE