INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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 AG30.160041.6
Barclays358.4000493.4
UniCredit SpA61.240084.64
Morgan Stanley142.5000217.15

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: 107.92%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY EUR
CURRENT PRICE 107.92% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB40,599.680052245.47
HSI25,667.180025213.31
SMI12,045.780014394.77
Nasdaq 10023,219.870029482.32

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: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,646.58403278.19
FTSE MIB43,013.440052245.47
Nikkei 22542,610.170064214.48
Russell 20002,274.09602968.271

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 7.70% p.a.
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: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,646.58403278.19
FTSE MIB43,013.440052245.47
Nikkei 22542,610.170064214.48
Russell 20002,274.09602968.271

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 8.20% p.a.
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 Corp3,726.00001842
Itochu Corp7,606.00002212
Mitsubishi Corp2,914.00005059
Marubeni Corp2,950.00005201

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: 101.00%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 101.00% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB40,166.600052245.47
HSI24,994.140025213.31
Russell 20002,231.13302968.271

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: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,074.330014394.77
FTSE MIB42,653.970052245.47
S&P 5006,449.80007747.71
HSI25,270.070025213.31

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 7.10% p.a.
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: 105.47%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 105.47% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,377.15006382.59
SMI11,961.870014394.77
Nikkei 22539,901.190064214.48

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: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,071.880014394.77
Eurostoxx 505,434.64006382.59
Nikkei 22543,714.310064214.48
S&P 5006,449.15007747.71

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 12.00% p.a.
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: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,071.880014394.77
Eurostoxx 505,434.64006382.59
Nikkei 22543,714.310064214.48
S&P 5006,449.15007747.71

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 13.50% p.a.
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: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB42,653.970052245.47
S&P 5006,449.80007747.71
HSI25,270.070025213.31

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 10.00% p.a.
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 & Company799.34001159.6
Nvidia Corporation164.0700228.45
Meta Platform Inc720.9200610.68
Royal Caribbean Cruise342.0300265.55

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
    Santander 75-60 Memory Income Autocall Jul 2025 USD
    ISIN: XS3098957890
    STRIKE DATE: 14/07/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Santander
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,370.85006382.59
    SMI11,939.890014394.77
    Nikkei 22539,459.620064214.48
    Russell 20002,249.72902968.271

    STRIKE DATE 14/07/2025
    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: 1.9375% Quarterly (7.75% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.75% p.a.
    ISIN XS3098957890
    NEXT POTENTIAL MATURITY DATE 14/07/2026

    EXPAND CLOSE
    Barclays 75-60 Memory Income Autocall Jul 2025 GBP
    ISIN: XS3052655944
    STRIKE DATE: 14/07/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,370.85006382.59
    OMX Stockholm 302,532.28103278.19
    Nikkei 22539,459.620064214.48
    Russell 20002,249.72902968.271

    STRIKE DATE 14/07/2025
    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: 1.8375% Quarterly (7.35% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.35% p.a.
    ISIN XS3052655944
    NEXT POTENTIAL MATURITY DATE 14/07/2026

    EXPAND CLOSE
    SOCIÉTÉ GÉNÉRALE US TECH CASH BOOSTER AUTOCALL USD Aug 2025 – Factsheet upon request
    ISIN: XS3109256670
    STRIKE DATE: 12/08/2025
    INDICATIVE PRICE: 60.68%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Société Générale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 60.68% (as at 04/09/2026 10:16 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Oracle253.8600154.04
    Tesla Inc340.8400376.365
    Advanced Micro Devices174.9500456.16

    STRIKE DATE 12/08/2025
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level with 80% Glider at month 12, reducing to 85% from month 15 Fixed Coupon Rate: 15.00% paid at 12 months only Snowballing Coupon Rate: USD: 3.75% Quarterly (15.00% p.a.) from 15 months Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS3109256670
    NEXT POTENTIAL MATURITY DATE 12/11/2026

    EXPAND CLOSE
    SOCIÉTÉ GÉNÉRALE US TECH EARLY LOW HURDLE AUTOCALL USD Aug 2025
    ISIN: XS3109209083
    STRIKE DATE: 07/08/2025
    INDICATIVE PRICE: 75.05%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Société Générale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 75.05% (as at 04/09/2026 10:16 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Oracle249.3900154.04
    Intel19.770091.67
    Tesla Inc322.2700376.365
    Nvidia Corporation180.7700228.45

    STRIKE DATE 07/08/2025
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level with 60% Glider at month 12 Coupon Rate: USD: 7.00% Quarterly (28.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS3109209083
    NEXT POTENTIAL MATURITY DATE 09/11/2026

    EXPAND CLOSE
    Barclays Banks 1 Year Fixed Income July 2025 EUR
    ISIN: XS3052842385
    STRIKE DATE: 08/07/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    UniCredit SpA58.440084.64
    Commerzbank AG29.970041.6
    Morgan Stanley141.1300217.15

    STRIKE DATE 08/07/2025
    RETURN & BARRIERS
    Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: EUR: 7.55% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 7.55% p.a.
    ISIN XS3052842385
    NEXT POTENTIAL MATURITY DATE 08/07/2026

    EXPAND CLOSE
    Barclays Capital Protected Quad Index Autocall GBP Jul 2025
    ISIN: XS3062083731
    STRIKE DATE: 24/07/2025
    INDICATIVE PRICE: 101.40%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 101.40% (as at 04/09/2026 10:16 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Russell 20002,252.13302968.271
    FTSE MIB40,599.680052245.47
    Nikkei 22541,826.340064214.48
    S&P/ASX 2008,709.40909020.093

    STRIKE DATE 24/07/2025
    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: GBP: 3.75% Semi-Annually (7.50% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS3062083731
    NEXT POTENTIAL MATURITY DATE 24/07/2028

    EXPAND CLOSE
    Barclays Capital Protected Quad Index Autocall USD Jul 2025
    ISIN: XS3062083814
    STRIKE DATE: 24/07/2025
    INDICATIVE PRICE: 101.07%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 101.07% (as at 04/09/2026 10:16 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Russell 20002,252.13302968.271
    FTSE MIB40,599.680052245.47
    Nikkei 22541,826.340064214.48
    S&P/ASX 2008,709.40909020.093

    STRIKE DATE 24/07/2025
    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: 3.75% Semi-Annually (7.50% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS3062083814
    NEXT POTENTIAL MATURITY DATE 24/07/2028

    EXPAND CLOSE
    BNP Paribas Quad Index Classic Autocall June 2025 USD
    ISIN: XS2741509801
    STRIKE DATE: 27/06/2025
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI11,980.380014394.77
    S&P 5006,173.07007747.71
    Eurostoxx 505,325.64006382.59
    Nikkei 22540,150.790064214.48

    STRIKE DATE 27/06/2025
    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: 7.00% Semi-Annually (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 XS2741509801
    NEXT POTENTIAL MATURITY DATE 29/06/2026

    EXPAND CLOSE