INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 100% Capital Protected Autocall Jun 2024 USD
ISIN: XS2760221726
STRIKE DATE: 21/06/2024
INDICATIVE PRICE: 108.14%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 108.14% (as at 13/11/2025 09:54 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,012.870012793.74
Eurostoxx 504,907.30005787.31
Nikkei 22538,596.470051063.31
S&P 5005,464.62006850.92

STRIKE DATE 21/06/2024
RETURN & BARRIERS
Source: BBVA 24.05.2024 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: 4.50% Semi-Annually (9.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2760221726
NEXT POTENTIAL MATURITY DATE 21/06/2027

EXPAND CLOSE
CIBC S&P 500 Capital Protected Participation Note USD June 2024
ISIN: XS2829205223
STRIKE DATE: 24/06/2024
INDICATIVE PRICE: 117.74%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Canadian Imperial Bank of Commerce
TYPE Note
CURRENCY USD
CURRENT PRICE 117.74% (as at 13/11/2025 09:54 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5005,447.87006850.92

STRIKE DATE 24/06/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Growth Participation Averaging: Quarterly throughout the whole term Participation Rate: 140% Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2829205223
NEXT POTENTIAL MATURITY DATE 01/07/2030

EXPAND CLOSE
GS Capital Protected Growth Participation Note May 2024 USD
ISIN: XS2769401550
STRIKE DATE: 17/05/2024
INDICATIVE PRICE: 110.93%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 110.93% (as at 13/11/2025 09:54 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5005,303.27006850.92
Eurostoxx 505,064.14005787.31

STRIKE DATE 17/05/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Capital Protected Uncapped Participation Participation Rate: USD: 140% Uncapped Participation in the Averaged Basket at Maturity Capital Risk: 100% Capital protected
P.A. RETURN
ISIN XS2769401550
NEXT POTENTIAL MATURITY DATE 17/05/2029

EXPAND CLOSE
MS Cap Protected Weighted Basket Growth Participation USD May 2024
ISIN: XS2817427797
STRIKE DATE: 17/05/2024
INDICATIVE PRICE: 112.50%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 112.50% (as at 13/11/2025 09:54 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22538,787.380051063.31
S&P 5005,303.27006850.92
Eurostoxx 505,064.14005787.31
FTSE 1008,420.26009911.42

STRIKE DATE 17/05/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Capital Protected Capped Participation Participation Rate: USD: 144% Capped Participation in the Weighted Basket at Maturity Basket Growth Cap: 35% Max Return at Maturity: 50.40% Capital Risk: 100% Capital protected
P.A. RETURN
ISIN XS2817427797
NEXT POTENTIAL MATURITY DATE 17/05/2029

EXPAND CLOSE
UBS Semi-Annual Classic Autocall May 2024 GBP
ISIN: XS2816810365
STRIKE DATE: 17/05/2024
INDICATIVE PRICE: 116.49%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE 116.49% (as at 13/11/2025 09:54 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5005,303.27006850.92
FTSE MIB35,398.820044792.64
TOPIX2,745.62003359.33
KOSPI 200370.5800586.73

STRIKE DATE 17/05/2024
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: 6.045% Semi-Annually (12.09% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN
ISIN XS2816810365
NEXT POTENTIAL MATURITY DATE 17/11/2025

EXPAND CLOSE
UBS 85-60 Memory Income Autocall GBP June 2024 – Factsheet Upon Request
ISIN: XS2826668555
STRIKE DATE: 19/06/2024
INDICATIVE PRICE: 101.25%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE 101.25% (as at 13/11/2025 09:54 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,885.45005787.31
FTSE MIB33,220.310044792.64
Nikkei 22538,570.760051063.31
S&P 5005,473.17006850.92

STRIKE DATE 19/06/2024
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: 3.725% Semi-Annual (7.45% 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 XS2826668555
NEXT POTENTIAL MATURITY DATE 19/12/2025

EXPAND CLOSE
UBS 85-60 Memory Income Autocall USD Jun 2024 – Factsheet Upon Request
ISIN: XS2826668472
STRIKE DATE: 19/06/2024
INDICATIVE PRICE: 101.72%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE 101.72% (as at 13/11/2025 09:54 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,885.45005787.31
FTSE MIB33,220.310044792.64
Nikkei 22538,570.760051063.31
S&P 5005,473.17006850.92

STRIKE DATE 19/06/2024
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: 4.175% Semi-Annual (8.45% 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 XS2826668472
NEXT POTENTIAL MATURITY DATE 19/12/2025

EXPAND CLOSE
Barclays 4 Year Triple Index Fixed Income May 2024 EUR
ISIN: XS2772410135
STRIKE DATE: 15/05/2024
INDICATIVE PRICE: 100.55%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 100.55% (as at 13/11/2025 09:54 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,100.90005787.31
S&P 5005,308.15006850.92
Nikkei 22538,385.730051063.31

STRIKE DATE 15/05/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 2.45% Semi-Annual (4.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2772410135
NEXT POTENTIAL MATURITY DATE 15/05/2028

EXPAND CLOSE
BBVA 70-60 Memory Income Autocall May 2024 USD
ISIN: XS2759819316
STRIKE DATE: 15/05/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,100.90005787.31
FTSE 1008,445.80009911.42
Nikkei 22538,385.730051063.31
Russell 20002,109.45902450.797

STRIKE DATE 15/05/2024
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: 1.975% Quarterly (7.90% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.90% p.a.
ISIN XS2759819316
NEXT POTENTIAL MATURITY DATE 15/08/2025

    EXPAND CLOSE
    BBVA 80-60 Memory Income Autocall GBP Jun 2024
    ISIN: XS2759826014
    STRIKE DATE: 17/06/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1008,142.15009911.42
    Eurostoxx 504,880.42005787.31
    Nikkei 22538,102.440051063.31
    S&P 5005,473.23006850.92

    STRIKE DATE 17/06/2024
    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: 3.50% Semi-Annual (7.00% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.00% p.a.
    ISIN XS2759826014
    NEXT POTENTIAL MATURITY DATE 17/06/2025

    EXPAND CLOSE
    BBVA 80-60 Memory Income Autocall USD Jun 2024
    ISIN: XS2759826105
    STRIKE DATE: 17/06/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1008,142.15009911.42
    Eurostoxx 504,880.42005787.31
    Nikkei 22538,102.440051063.31
    S&P 5005,473.23006850.92

    STRIKE DATE 17/06/2024
    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 7.60% p.a.
    ISIN XS2759826105
    NEXT POTENTIAL MATURITY DATE 17/06/2025

    EXPAND CLOSE
    UBS 85-60 Memory Income Autocall Jun 2024 EUR – FACTSHEET UPON REQUEST
    ISIN: XS2822443490
    STRIKE DATE: 12/06/2024
    INDICATIVE PRICE: 99.01%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY UBS
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE 99.01% (as at 13/11/2025 09:54 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5005,421.03006850.92
    FTSE MIB34,358.830044792.64
    Nikkei 22538,876.710051063.31

    STRIKE DATE 12/06/2024
    RETURN & BARRIERS
    Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: EUR: 1.53% Quarterly (6.12% 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 XS2822443490
    NEXT POTENTIAL MATURITY DATE 12/06/2026

    EXPAND CLOSE
    BBVA 75-60 Memory Income Autocall Apr 2024 USD
    ISIN: XS2720320923
    STRIKE DATE: 30/04/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,921.22005787.31
    FTSE 1008,144.13009911.42
    Nikkei 22538,405.660051063.31
    Russell 20001,973.90602450.797

    STRIKE DATE 30/04/2024
    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: GBP: 1.80% Quarterly (7.20% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.20% P.A.
    ISIN XS2720320923
    NEXT POTENTIAL MATURITY DATE 30/10/2025

    EXPAND CLOSE
    UBS AG 75-60 Memory Income Autocall Apr 2024 GBP
    ISIN: XS2801328027
    STRIKE DATE: 30/04/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,921.22005787.31
    FTSE 1008,144.13009911.42
    Nikkei 22538,405.660051063.31
    Russell 20001,973.90602450.797

    STRIKE DATE 30/04/2024
    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: GBP: 1.575% Quarterly (6.30% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 6.30% p.a.
    ISIN XS2801328027
    NEXT POTENTIAL MATURITY DATE 30/04/2030

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall GBP May 2024
    ISIN: XS2759805018
    STRIKE DATE: 30/05/2024
    INDICATIVE PRICE: 113.48%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 113.48% (as at 13/11/2025 09:54 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI11,869.900012793.74
    Eurostoxx 504,982.18005787.31
    Nikkei 22538,054.130051063.31
    S&P 5005,235.48006850.92

    STRIKE DATE 30/05/2024
    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: 5.70% Semi-Annually (11.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2759805018
    NEXT POTENTIAL MATURITY DATE 01/12/2025

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall USD May 2024
    ISIN: XS2759805109
    STRIKE DATE: 30/05/2024
    INDICATIVE PRICE: 116.81%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 116.81% (as at 13/11/2025 09:54 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI11,869.900012793.74
    Eurostoxx 504,982.18005787.31
    Nikkei 22538,054.130051063.31
    S&P 5005,235.48006850.92

    STRIKE DATE 30/05/2024
    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: 6.80% Semi-Annually (13.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2759805109
    NEXT POTENTIAL MATURITY DATE 01/12/2025

    EXPAND CLOSE
    BNP 900% Uncapped Participation Growth Note Apr 2024 ZAR
    ISIN: ZAE000334504
    STRIKE DATE: 26/04/2024
    INDICATIVE PRICE: 112.30%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE 112.30% (as at 13/11/2025 09:54 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    BNP Paribas Multi Asset Global Diversified Index339.8298351.1718

    STRIKE DATE 26/04/2024
    RETURN & BARRIERS
    Investment Structure: Participation Maximum Term: 5 years Participation Rate: ZAR = 900% participation Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
    P.A. RETURN
    ISIN ZAE000334504
    NEXT POTENTIAL MATURITY DATE 26/04/2029

    EXPAND CLOSE
    UBS Major Indices 80-65 Memory Income Autocall Apr 2024 USD
    ISIN: XS2812388259
    STRIKE DATE: 26/04/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY UBS
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nasdaq 10017,718.300025517.33
    Russell 20002,002.00002450.797
    SMI11,344.320012793.74
    Nikkei 22537,934.760051063.31

    STRIKE DATE 26/04/2024
    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: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 8.50% p.a.
    ISIN XS2812388259
    NEXT POTENTIAL MATURITY DATE 27/10/2025

      EXPAND CLOSE
      UBS Major Markets 80-65 Memory Income Autocall Apr 2024 USD
      ISIN: XS2812388333
      STRIKE DATE: 26/04/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY UBS
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Nasdaq 10017,718.300025517.33
      Russell 20002,002.00002450.797
      SMI11,344.320012793.74
      Eurostoxx 505,006.85005787.31

      STRIKE DATE 26/04/2024
      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: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN 8.00% p.a.
      ISIN XS2812388333
      NEXT POTENTIAL MATURITY DATE 27/10/2025

        EXPAND CLOSE
        BBVA 80-65 Memory Income Autocall Apr 2024 GBP
        ISIN: XS2759796605
        STRIKE DATE: 26/04/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        SMI11,344.320012793.74
        Eurostoxx 505,006.85005787.31
        FTSE 1008,139.83009911.42
        Russell 20002,002.00002450.797

        STRIKE DATE 26/04/2024
        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: 3.575% Semi-Annual (7.15% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
        P.A. RETURN 7.15% p.a.
        ISIN XS2759796605
        NEXT POTENTIAL MATURITY DATE 27/10/2025

          EXPAND CLOSE