INTERNATIONAL PRODUCTS
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 12,948.6000 | 13708.02 |
| Eurostoxx 50 | 5,474.8500 | 6187.63 |
| FTSE MIB | 38,421.0500 | 51497.21 |
| Nasdaq 100 | 21,614.0800 | 29635.95 |
STRIKE DATE 21/02/2025
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: 6.37% Semi-Annually (12.74% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
Losses capped at a maximum of 50%
P.A. RETURN 12.74% p.a.
ISIN XS2941054681
NEXT POTENTIAL MATURITY DATE 23/02/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 12,948.6000 | 13708.02 |
| Eurostoxx 50 | 5,474.8500 | 6187.63 |
| FTSE MIB | 38,421.0500 | 51497.21 |
| Nasdaq 100 | 21,614.0800 | 29635.95 |
STRIKE DATE 21/02/2025
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: 5.46% Semi-Annually (10.92% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
Losses capped at a maximum of 50%
P.A. RETURN 10.92% p.a.
ISIN XS2941054764
NEXT POTENTIAL MATURITY DATE 23/02/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 12,948.6000 | 13708.02 |
| Eurostoxx 50 | 5,474.8500 | 6187.63 |
| FTSE 100 | 8,659.3700 | 10471.72 |
| Russell 2000 | 2,195.3490 | 2943.992 |
STRIKE DATE 21/02/2025
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: EUR: 2.025% Semi-Annually (4.05% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
Losses capped at a maximum of 50%
P.A. RETURN 4.05% p.a.
ISIN XS2941053790
NEXT POTENTIAL MATURITY DATE 23/02/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 12,948.6000 | 13708.02 |
| Eurostoxx 50 | 5,474.8500 | 6187.63 |
| FTSE 100 | 8,659.3700 | 10471.72 |
| Russell 2000 | 2,195.3490 | 2943.992 |
STRIKE DATE 21/02/2025
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: 5.35% Semi-Annually (10.70% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
Losses capped at a maximum of 50%
P.A. RETURN 10.70% p.a.
ISIN XS2941053527
NEXT POTENTIAL MATURITY DATE 23/02/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 12,948.6000 | 13708.02 |
| Eurostoxx 50 | 5,474.8500 | 6187.63 |
| FTSE 100 | 8,659.3700 | 10471.72 |
| Russell 2000 | 2,195.3490 | 2943.992 |
STRIKE DATE 21/02/2025
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: 4.575% Semi-Annually (9.15% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
Losses capped at a maximum of 50%
P.A. RETURN 9.15% p.a.
ISIN XS2941053444
NEXT POTENTIAL MATURITY DATE 23/02/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| OMX Stockholm 30 | 2,724.2600 | 3113.57 |
| Eurostoxx 50 | 5,474.8500 | 6187.63 |
| FTSE 100 | 8,659.3700 | 10471.72 |
| Russell 2000 | 2,195.3490 | 2943.992 |
STRIKE DATE 21/02/2025
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: 3.85% Semi-Annually (7.70%p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
Losses capped at a maximum of 50%
P.A. RETURN 7.70% p.a.
ISIN XS2941053360
NEXT POTENTIAL MATURITY DATE 23/02/2026
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 102.27% (as at 15/06/2026 10:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 10Y T-Note Fut ER | 184.5072 | 185.8796 |
| S&P 500 Futures Excess Return Index | 516.2500 | 596.69 |
STRIKE DATE 19/02/2025
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Capital Protected Uncapped Participation
Participation Rate: USD: 120% Participation on the Rainbow Basket (70% of Best, 30% of Worst) at Maturity
Capital Risk: 100% Capital protected
P.A. RETURN
ISIN XS2931411693
NEXT POTENTIAL MATURITY DATE 26/02/2030
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,461.1700 | 6187.63 |
| Nikkei 225 | 39,164.6100 | 66020.04 |
| S&P 500 | 6,144.1500 | 7431.46 |
STRIKE DATE 19/02/2025
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi Annual
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 3.65% Semi-Annual (7.30% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.30% p.a.
ISIN XS2945488745
NEXT POTENTIAL MATURITY DATE 19/02/2026
COUNTERPARTY CIBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,461.1700 | 6187.63 |
| Nikkei 225 | 39,164.6100 | 66020.04 |
| S&P 500 | 6,144.1500 | 7431.46 |
STRIKE DATE 19/02/2025
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP: 3.43% Semi-Annual (6.86% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.86% p.a.
ISIN XS2999586980
NEXT POTENTIAL MATURITY DATE 19/02/2026
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Russell 2000 | 2,056.9830 | 2943.992 |
| FTSE MIB | 39,035.7100 | 51497.21 |
| S&P/ASX 200 | 7,931.2310 | 8804.037 |
STRIKE DATE 21/03/2025
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: 3.95% Semi-Annual (7.90% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.90% p.a.
ISIN XS2959660767
NEXT POTENTIAL MATURITY DATE 23/03/2026
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Russell 2000 | 2,056.9830 | 2943.992 |
| FTSE MIB | 39,035.7100 | 51497.21 |
| S&P/ASX 200 | 7,931.2310 | 8804.037 |
STRIKE DATE 21/03/2025
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: 4.30% Semi-Annual (8.60% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.60% p.a.
ISIN XS2959660684
NEXT POTENTIAL MATURITY DATE 23/03/2026
COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Microsoft | 391.2600 | 390.74 |
| Intel | 24.2600 | 124.57 |
| Tesla Motors | 248.7100 | |
| Nvidia Corporation | 117.7000 | 205.19 |
STRIKE DATE 21/03/2025
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Knock-out Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Knock-Out Trigger: 95% of initial level
Memory Income Rate: USD: 4.00% Quarterly (16.00% p.a.)
Income Trigger:60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 16.00% p.a.
ISIN XS2971115311
NEXT POTENTIAL MATURITY DATE 22/09/2025
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 123.05% (as at 15/06/2026 10:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,493.4000 | 6187.63 |
| Nikkei 225 | 39,149.4300 | 66020.04 |
| S&P 500 | 6,114.6300 | 7431.46 |
STRIKE DATE 14/02/2025
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Participation Growth Note
Participation Rate: ZAR: 290% Capped Participation on the Performance of the Weighted Basket at Maturity (Averaged in and out 3 months), Capped at 30% Growth
Capital Risk: 60% European
P.A. RETURN
ISIN ZAE000342994
NEXT POTENTIAL MATURITY DATE 14/02/2030
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 102.27% (as at 15/06/2026 10:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 10Y T-Note Fut ER | 185.1158 | 185.8796 |
| S&P 500 Futures Excess Return Index | 513.6500 | 596.69 |
STRIKE DATE 14/02/2025
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Capital Protected Uncapped Participation
Participation Rate: USD: 125% Participation on the Rainbow Basket (70% of Best, 30% of Worst) at Maturity
Capital Risk: 100% Capital protected
P.A. RETURN
ISIN XS2940991073
NEXT POTENTIAL MATURITY DATE 21/02/2030
COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,493.4000 | 6187.63 |
| SMI | 12,839.8700 | 13708.02 |
| Nikkei 225 | 39,149.4300 | 66020.04 |
| Russell 2000 | 2,279.9810 | 2943.992 |
STRIKE DATE 14/02/2025
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: 1.8250% Quarterly (7.30% p.a.)
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 7.30% p.a.
ISIN XS2969698005
NEXT POTENTIAL MATURITY DATE 17/02/2026
COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,493.4000 | 6187.63 |
| SMI | 12,839.8700 | 13708.02 |
| Nikkei 225 | 39,149.4300 | 66020.04 |
| Russell 2000 | 2,279.9810 | 2943.992 |
STRIKE DATE 14/02/2025
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: 1.8250% Quarterly (7.30% p.a.)
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 XS2969698187
NEXT POTENTIAL MATURITY DATE 17/02/2026
COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 6,114.6300 | 7431.46 |
| Eurostoxx 50 | 5,493.4000 | 6187.63 |
| SMI | 12,839.8700 | 13708.02 |
| Nikkei 225 | 39,149.4300 | 66020.04 |
STRIKE DATE 14/02/2025
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: 1.8875% Quarterly (7.55% p.a.)
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.55% p.a.
ISIN XS2992309372
NEXT POTENTIAL MATURITY DATE 17/02/2026
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,493.4000 | 6187.63 |
| FTSE 100 | 8,732.4600 | 10471.72 |
| Nikkei 225 | 39,149.4300 | 66020.04 |
| Russell 2000 | 2,279.9810 | 2943.992 |
STRIKE DATE 14/02/2025
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: 1.7875% Quarterly (7.15% p.a.)
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.15% p.a.
ISIN XS2945413222
NEXT POTENTIAL MATURITY DATE 17/02/2026
COUNTERPARTY Marex Financial
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Royal Caribbean Cruise | 264.4300 | 294.38 |
| Nvidia Corporation | 129.8400 | 205.19 |
| Amazon.com | 229.1500 | 238.55 |
| Meta Platform Inc | 714.5200 | 566.98 |
STRIKE DATE 07/02/2025
RETURN & BARRIERS
Maximum Term: 3 years, 3 months
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly (First Observation at 3 months)
Autocall Trigger: 85% of initial level
Coupon Rate: 3.675% Quarterly (14.70% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 14.70% p.a.
ISIN XS2845257364
NEXT POTENTIAL MATURITY DATE 07/08/2025
COUNTERPARTY XS2945458839
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 8,700.5300 | 10471.72 |
| Eurostoxx 50 | 5,325.4000 | 6187.63 |
| Nikkei 225 | 38,787.0200 | 66020.04 |
| S&P 500 | 6,025.9900 | 7431.46 |
STRIKE DATE 07/02/2025
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly
(First Observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Income Trigger: 90% of initial level
Coupon Rate: USD: 1.4875% Quarterly (5.45% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN Barclays
NEXT POTENTIAL MATURITY DATE 07/11/2027