INTERNATIONAL PRODUCTS

PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Societe Generale Nikkei 225 Classic Autocall Apr 2024 USD
ISIN: XS2781254599
STRIKE DATE: 23/04/2024
INDICATIVE PRICE: 98.04%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 98.04% (as at 21/06/2024 10:02 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22537,552.160038633.02

STRIKE DATE 23/04/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 12.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2781254599
NEXT POTENTIAL MATURITY DATE 23/04/2025

EXPAND CLOSE
BBVA World Indices 75-60 Memory Income Autocall Apr 2024 USD
ISIN: XS2696281208
STRIKE DATE: 23/04/2024
INDICATIVE PRICE: 94.82%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 94.82% (as at 21/06/2024 10:02 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,008.17004947.73
Nikkei 22537,552.160038633.02
Nasdaq 10017,471.470019752.3
Russell 20002,002.64302017.391

STRIKE DATE 23/04/2024
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: 1.825% 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
ISIN XS2696281208
NEXT POTENTIAL MATURITY DATE 23/10/2025

EXPAND CLOSE
GS Capital Protected Growth Participation Note April 2024 USD
ISIN: XS2688537823
STRIKE DATE: 18/04/2024
INDICATIVE PRICE: 97.65%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 97.65% (as at 21/06/2024 10:02 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5005,011.12005473.17
Eurostoxx 504,936.57004947.73

STRIKE DATE 18/04/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Capital Protected Participation Participation Rate: USD: 140% Uncapped Participation in the Index at Maturity Capital Risk: 100% Capital protected
P.A. RETURN
ISIN XS2688537823
NEXT POTENTIAL MATURITY DATE 18/04/2029

EXPAND CLOSE
SG Global Banks 50-50 Memory Income Autocall Apr 2024 USD
ISIN: XS2781266411
STRIKE DATE: 23/04/2024
INDICATIVE PRICE: 94.51%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY GBP
CURRENT PRICE 94.51% (as at 21/06/2024 10:02 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG13.880014.265
UniCredit SpA35.330034.8
Goldman Sachs424.0000458.05
Barclays192.2400208.05

STRIKE DATE 23/04/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 2.875% Quarterly (11.50% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2781266411
NEXT POTENTIAL MATURITY DATE 23/04/2025

EXPAND CLOSE
SG Global Stocks Phoenix Defensive Reducing Autocall Apr 2024 USD
ISIN: XS2781310250
STRIKE DATE: 23/04/2024
INDICATIVE PRICE: 100.12%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 100.12% (as at 21/06/2024 10:02 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
ASML Holding NV834.3000988.9
Microsoft407.5700445.7
L'Oreal440.7000442.65
Sanofi88.850088.11

STRIKE DATE 23/04/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level (Reduced by 2.50% every 6 months) Memory Income Rate: USD: 5.44% Semi-Annual (10.88% 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 XS2781310250
NEXT POTENTIAL MATURITY DATE 23/04/2025

EXPAND CLOSE
SG Memory Income Reducing Knock-Out Autocall Apr 2024 USD
ISIN: XS2781310177
STRIKE DATE: 23/04/2024
INDICATIVE PRICE: 106.50%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 106.50% (as at 21/06/2024 10:02 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rivian Automotive Inc9.040010.33
NIO Inc4.01004.33
BYD Company Limited197.5000237.6

STRIKE DATE 23/04/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Reducing Knock-Out Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Knock Out Trigger: 70% of initial level (Reduced by 5% every 3 months) Memory Income Rate: USD: 6.40% Quarterly (25.60% p.a.) Income Trigger: 40% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Geared Put
P.A. RETURN
ISIN XS2781310177
NEXT POTENTIAL MATURITY DATE 23/04/2025

EXPAND CLOSE
SG US Stocks Phoenix Defensive Reducing Autocall Apr 2024 USD
ISIN: XS2781310334
STRIKE DATE: 23/04/2024
INDICATIVE PRICE: 102.85%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 102.85% (as at 21/06/2024 10:02 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com179.5400186.1
Meta Platform Inc496.1000501.7
Nvidia Corporation82.4230130.78
Tesla Motors144.6800181.57

STRIKE DATE 23/04/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 90% of initial level (Reduced by 1.75% every 6 months) Memory Income Rate: USD: 8.60% Semi-Annual (17.20% 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 XS2781310334
NEXT POTENTIAL MATURITY DATE 23/04/2025

EXPAND CLOSE
SOCIÉTÉ GÉNÉRALE US TECH EARLY LOW HURDLE AUTOCALL May USD 2024 – FACTSHEET UPON REQUEST
ISIN: XS2781342378
STRIKE DATE: 24/05/2024
INDICATIVE PRICE: 96.00%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 96.00% (as at 21/06/2024 10:02 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com180.7500186.1
Microsoft430.1600445.7
Tesla Motors179.2400181.57
Nvidia Corporation106.4690130.78

STRIKE DATE 24/05/2024
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
ISIN XS2781342378
NEXT POTENTIAL MATURITY DATE 25/11/2024

EXPAND CLOSE
Natixis 3 year triple index fixed income GBP May 2024
ISIN: XS2662084057
STRIKE DATE: 23/05/2024
INDICATIVE PRICE: 99.91%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.91% (as at 21/06/2024 10:02 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,037.60004947.73
S&P 5005,267.84005473.17
Nikkei 22539,103.220038633.02

STRIKE DATE 23/05/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.45% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2662084057
NEXT POTENTIAL MATURITY DATE 24/05/2027

EXPAND CLOSE
Natixis 3 year triple index fixed income USD May 2024
ISIN: XS2662083919
STRIKE DATE: 23/05/2024
INDICATIVE PRICE: 99.92%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.92% (as at 21/06/2024 10:02 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,037.60004947.73
S&P 5005,267.84005473.17
Nikkei 22539,103.220038633.02

STRIKE DATE 23/05/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 7.25% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2662083919
NEXT POTENTIAL MATURITY DATE 24/05/2027

EXPAND CLOSE
BBVA Developed Indices Classic Autocall April 2024 USD
ISIN: XS2696277867
STRIKE DATE: 19/04/2024
INDICATIVE PRICE: 93.99%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 93.99% (as at 21/06/2024 10:02 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,307.47101287.665
IBEX 3510,729.500011160.5
Nikkei 22537,068.350038633.02
S&P 5004,967.23005473.17

STRIKE DATE 19/04/2024
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: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2696277867
NEXT POTENTIAL MATURITY DATE 21/04/2025

EXPAND CLOSE
BBVA Diversified Indices Classic Autocall April 2024 USD
ISIN: XS2696277784
STRIKE DATE: 19/04/2024
INDICATIVE PRICE: 94.91%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 94.91% (as at 21/06/2024 10:02 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
OMX Stockholm 302,502.07002573.771
IBEX 3510,729.500011160.5
Nikkei 22537,068.350038633.02
S&P 5004,967.23005473.17

STRIKE DATE 19/04/2024
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: 5.16% Semi-Annually (10.32% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2696277784
NEXT POTENTIAL MATURITY DATE 21/04/2025

EXPAND CLOSE
UBS 85-70 Memory Income Autocall GBP Apr 2024
ISIN: XS2806491804
STRIKE DATE: 17/04/2024
INDICATIVE PRICE: 97.28%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.28% (as at 21/06/2024 10:02 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,914.13004947.73
Nikkei 22537,961.800038633.02
Russell 20001,947.94702017.391

STRIKE DATE 17/04/2024
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: 3.875% Semi-Annual (7.75% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2806491804
NEXT POTENTIAL MATURITY DATE 17/10/2025

EXPAND CLOSE
Citi 85-65 Memory Income Autocall GBP May 2024 – Factsheet upon request
ISIN: XS2795457709
STRIKE DATE: 17/05/2024
INDICATIVE PRICE: 96.29%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Citigroup Global Markets Limited
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.29% (as at 21/06/2024 10:02 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,420.26008272.46
FTSE MIB35,398.820033675.15
S&P 5005,303.27005473.17

STRIKE DATE 17/05/2024
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 Rate: GBP: 1.65% Quarterly (6.60% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2795457709
NEXT POTENTIAL MATURITY DATE 18/05/2026

EXPAND CLOSE
Citi 85-65 Memory Income Autocall USD May 2024 – Factsheet upon request
ISIN: XS2795457881
STRIKE DATE: 17/05/2024
INDICATIVE PRICE: 96.45%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Citigroup Global Markets Limited
TYPE Note
CURRENCY USD
CURRENT PRICE 96.45% (as at 21/06/2024 10:02 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,420.26008272.46
FTSE MIB35,398.820033675.15
S&P 5005,303.27005473.17

STRIKE DATE 17/05/2024
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 Rate: USD: 1.85% Quarterly (7.40% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2795457881
NEXT POTENTIAL MATURITY DATE 18/05/2026

EXPAND CLOSE
UBS 85-60 Memory Income Autocall GBP May 2024
ISIN: XS2805535817
STRIKE DATE: 15/05/2024
INDICATIVE PRICE: 97.15%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.15% (as at 21/06/2024 10:02 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,100.90004947.73
FTSE 1008,445.80008272.46
Nikkei 22538,385.730038633.02
S&P 5005,308.15005473.17

STRIKE DATE 15/05/2024
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: 3.6250% Semi-Annual (7.25% 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 XS2805535817
NEXT POTENTIAL MATURITY DATE 15/05/2025

EXPAND CLOSE
UBS 85-60 Memory Income Autocall USD May 2024
ISIN: XS2805535734
STRIKE DATE: 15/05/2024
INDICATIVE PRICE: 97.43%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE 97.43% (as at 21/06/2024 10:02 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,100.90004947.73
FTSE 1008,445.80008272.46
Nikkei 22538,385.730038633.02
S&P 5005,308.15005473.17

STRIKE DATE 15/05/2024
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: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2805535734
NEXT POTENTIAL MATURITY DATE 15/05/2025

EXPAND CLOSE
BBVA Global Markets Classic Autocall Apr 2024 AUD
ISIN: XS2720304307
STRIKE DATE: 09/04/2024
INDICATIVE PRICE: 90.72%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY AUD
CURRENT PRICE 90.72% (as at 21/06/2024 10:02 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,824.24407769.437
Eurostoxx 504,990.90004947.73
Nikkei 22539,773.130038633.02
S&P 5005,209.91005473.17

STRIKE DATE 09/04/2024
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: AUD: 5.575% Semi-Annually (11.15% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2720304307
NEXT POTENTIAL MATURITY DATE 09/04/2025

EXPAND CLOSE
BNP Paribas Triple Index Classic Autocall EUR Apr 2024 – Factsheet upon request
ISIN: XS2749313370
STRIKE DATE: 30/04/2024
INDICATIVE PRICE: 93.09%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY EUR
CURRENT PRICE 93.09% (as at 21/06/2024 10:02 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB33,746.660033675.15
HSI17,763.030018335.32
S&P 5005,035.69005473.17

STRIKE DATE 30/04/2024
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: EUR: 4.80% Semi-Annually (9.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2749313370
NEXT POTENTIAL MATURITY DATE 30/04/2025

EXPAND CLOSE
BBVA Dual Index 90% Capital Protected Participation Note USD Apr 2024
ISIN: XS2720286561
STRIKE DATE: 23/04/2024
INDICATIVE PRICE: 96.72%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.72% (as at 21/06/2024 10:02 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,008.17004947.73
S&P 5005,070.55005473.17

STRIKE DATE 23/04/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Capped Participation Growth Participation Rate: 155.00% Basket Growth Cap: 15.00% Maximum Return: 23.25% plus Capital at Maturity Final Observation Level: Performance of the equally weighted basket from its initial strike level. Capital Risk: 10% Capital at Risk Capital Protection Barrier: 90% Capital Protected (1-for-1 downside between 100% - 90%)
P.A. RETURN
ISIN XS2720286561
NEXT POTENTIAL MATURITY DATE 23/04/2027

EXPAND CLOSE