INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 80-60 Memory Income Autocall USD July 2024
ISIN: XS2759864619
STRIKE DATE: 16/07/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,164.900010171.76
Eurostoxx 504,947.83005891.95
Nikkei 22541,275.080053375.6
S&P 5005,667.20006969.01

STRIKE DATE 16/07/2024
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 XS2759864619
NEXT POTENTIAL MATURITY DATE 16/01/2026

EXPAND CLOSE
BNP Paribas Semi-Annual Classic Autocall June 2024 USD
ISIN: XS2759263614
STRIKE DATE: 14/06/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,839.14005891.95
Nasdaq 10019,659.800025884.29
Nikkei 22538,814.560053375.6

STRIKE DATE 14/06/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Autocall Rate: USD: 6.05% Semi-Annual (12.10% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 12.10% p.a.
ISIN XS2759263614
NEXT POTENTIAL MATURITY DATE 15/12/2025

    EXPAND CLOSE
    BBVA Diversified Markets 75-60 Memory Income Autocall Jun 224 USD
    ISIN: XS2760222377
    STRIKE DATE: 14/06/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,839.14005891.95
    FTSE 1008,146.860010171.76
    Nikkei 22538,814.560053375.6
    Russell 20002,006.15902654.776

    STRIKE DATE 14/06/2024
    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: 2.00% Quarterly (8.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 8.00% p.a.
    ISIN XS2760222377
    NEXT POTENTIAL MATURITY DATE 16/09/2025

      EXPAND CLOSE
      BBVA Diversified Markets 75-60 Memory Income Autocall Jun 2024 GBP
      ISIN: XS2760222294
      STRIKE DATE: 14/06/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,839.14005891.95
      FTSE 1008,146.860010171.76
      Nikkei 22538,814.560053375.6
      Russell 20002,006.15902654.776

      STRIKE DATE 14/06/2024
      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: 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 7.30% p.a.
      ISIN XS2760222294
      NEXT POTENTIAL MATURITY DATE 16/09/2025

        EXPAND CLOSE
        BBVA 75-60 Memory Income Autocall Jun 2024 USD
        ISIN: XS2759825800
        STRIKE DATE: 14/06/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,839.14005891.95
        Nikkei 22538,814.560053375.6
        FTSE 1008,146.860010171.76
        Nasdaq 10019,659.800025884.29

        STRIKE DATE 14/06/2024
        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: 2.00% Quarterly (8.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 8.00% p.a.
        ISIN XS2759825800
        NEXT POTENTIAL MATURITY DATE 16/09/2025

          EXPAND CLOSE
          Citi Developed Markets Semi-Annual Classic Autocall EUR Jul 2024 – Factsheet upon request
          ISIN: XS2814639857
          STRIKE DATE: 11/07/2024
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: CONTACT

          COUNTERPARTY Citigroup Global Markets Funding Luxembourg
          TYPE Note
          CURRENCY EUR
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          FTSE MIB34,318.110045075.6
          HSI17,832.330027968.09
          S&P 5005,584.54006969.01

          STRIKE DATE 11/07/2024
          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: 5.44% Semi-Annually (10.88% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN 10.88% p.a.
          ISIN XS2814639857
          NEXT POTENTIAL MATURITY DATE 11/07/2025

          EXPAND CLOSE
          Marex 75-60 Memory Income Autocall USD Jul 2024
          ISIN: XS2748056095
          STRIKE DATE: 11/07/2024
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Marex
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Nikkei 22542,224.020053375.6
          Eurostoxx 504,976.13005891.95
          SMI12,255.780013147.93
          Russell 20002,125.03702654.776

          STRIKE DATE 11/07/2024
          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: 3.70% Semi-Annual (7.40% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN 7.40% p.a.
          ISIN XS2748056095
          NEXT POTENTIAL MATURITY DATE 12/01/2026

          EXPAND CLOSE
          Citi Semi-Annual Classic Autocall GBP JUL 2024 – Factsheet upon request
          ISIN: XS2814640780
          STRIKE DATE: 01/07/2024
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: CONTACT

          COUNTERPARTY Citigroup Global Markets Funding Luxembourg
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Eurostoxx 504,929.99005891.95
          FTSE MIB33,716.540045075.6
          Nikkei 22539,631.060053375.6
          S&P 5005,475.09006969.01

          STRIKE DATE 01/07/2024
          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: 5.525% Semi-Annually (11.05% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN 11.05% p.a.
          ISIN XS2814640780
          NEXT POTENTIAL MATURITY DATE 01/07/2025

          EXPAND CLOSE
          UBS Triple Index Classic Autocall Jun 2024 USD
          ISIN: XS2807331058
          STRIKE DATE: 07/06/2024
          INDICATIVE PRICE: 118.82%
          STATUS: Live
          FACTSHEET: CONTACT

          COUNTERPARTY UBS
          TYPE Note
          CURRENCY USD
          CURRENT PRICE 118.82% (as at 30/01/2026 09:11 UK Time)

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Nikkei 22538,683.930053375.6
          Eurostoxx 505,051.31005891.95
          S&P 5005,346.99006969.01

          STRIKE DATE 07/06/2024
          RETURN & BARRIERS
          Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 13.30% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN
          ISIN XS2807331058
          NEXT POTENTIAL MATURITY DATE 07/06/2027

          EXPAND CLOSE
          UBS Triple Index Reducing Autocall Jun 2024 USD
          ISIN: XS2806465717
          STRIKE DATE: 07/06/2024
          INDICATIVE PRICE: 112.01%
          STATUS: Live
          FACTSHEET: CONTACT

          COUNTERPARTY UBS
          TYPE Note
          CURRENCY USD
          CURRENT PRICE 112.01% (as at 30/01/2026 09:11 UK Time)

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Nikkei 22538,683.930053375.6
          Eurostoxx 505,051.31005891.95
          S&P 5005,346.99006969.01

          STRIKE DATE 07/06/2024
          RETURN & BARRIERS
          Maximum Term: 5 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 90% of initial level (reducing by 5% p.a.) Coupon Rate: USD: 9.15% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN
          ISIN XS2806465717
          NEXT POTENTIAL MATURITY DATE 07/06/2027

          EXPAND CLOSE
          BBVA Developed Markets Semi-Annual Classic Autocall Jun 2024 USD
          ISIN: XS2760247796
          STRIKE DATE: 06/06/2024
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: CONTACT

          COUNTERPARTY BBVA
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          SMI12,241.250013147.93
          Eurostoxx 505,069.09005891.95
          Nikkei 22538,703.510053375.6
          S&P 5005,352.96006969.01

          STRIKE DATE 06/06/2024
          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: 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 XS2760247796
          NEXT POTENTIAL MATURITY DATE 08/12/2025

            EXPAND CLOSE
            UBS 75-60 Memory Income Autocall June 2024 GBP
            ISIN: XS2812385826
            STRIKE DATE: 05/06/2024
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: DOWNLOAD

            COUNTERPARTY UBS
            TYPE Note
            CURRENCY GBP
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Eurostoxx 505,035.66005891.95
            FTSE 1008,246.950010171.76
            Nikkei 22538,490.170053375.6
            Russell 20002,063.87302654.776

            STRIKE DATE 05/06/2024
            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: 1.725% Quarterly (6.90% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
            P.A. RETURN 6.90% p.a.
            ISIN XS2812385826
            NEXT POTENTIAL MATURITY DATE 05/12/2025

            EXPAND CLOSE
            UBS 75-60 Memory Income Autocall June 2024 USD
            ISIN: XS2812385743
            STRIKE DATE: 05/06/2024
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: DOWNLOAD

            COUNTERPARTY UBS
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Eurostoxx 505,035.66005891.95
            FTSE 1008,246.950010171.76
            Nikkei 22538,490.170053375.6
            Russell 20002,063.87302654.776

            STRIKE DATE 05/06/2024
            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: USD: 1.925% Quarterly (7.70% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
            P.A. RETURN 7.70% p.a.
            ISIN XS2812385743
            NEXT POTENTIAL MATURITY DATE 05/12/2025

            EXPAND CLOSE
            Marex Fixed Income Geared Put June 2024 USD
            ISIN: XS2748050130
            STRIKE DATE: 03/06/2024
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: CONTACT

            COUNTERPARTY Marex
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Adobe Inc439.0200291.65
            Nvidia Corporation115.0000192.51
            Meta Platform Inc477.4900738.31
            Netflix633.790083.16

            STRIKE DATE 03/06/2024
            RETURN & BARRIERS
            Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 10.332% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 70% Geared put strike
            P.A. RETURN 10.332% p.a.
            ISIN XS2748050130
            NEXT POTENTIAL MATURITY DATE 03/12/2024

              EXPAND CLOSE
              SocGen Banks Early Low Hurdle Autocall June 2024 USD
              ISIN: XS2813989113
              STRIKE DATE: 31/05/2024
              INDICATIVE PRICE: Not available
              STATUS: Matured
              FACTSHEET: CONTACT

              COUNTERPARTY SocGen
              TYPE Note
              CURRENCY USD
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              BNP Paribas SA67.700090.04
              Deutsche Bank AG15.226032.455
              BBVA9.940021.03
              UniCredit SpA36.385072.24

              STRIKE DATE 31/05/2024
              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 75% Glider at month 12 Coupon Rate: USD: 5.00% Quarterly (20.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
              P.A. RETURN 20.00% p.a.
              ISIN XS2813989113
              NEXT POTENTIAL MATURITY DATE 28/02/2025

                EXPAND CLOSE
                Barclays European Banks 1 Year Fixed Income May 2024 EUR
                ISIN: XS2772419276
                STRIKE DATE: 31/05/2024
                INDICATIVE PRICE: Not available
                STATUS: Matured
                FACTSHEET: DOWNLOAD

                COUNTERPARTY Barclays
                TYPE Note
                CURRENCY EUR
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                Commerzbank AG15.540034.6
                UniCredit SpA36.385072.24
                BBVA9.940021.03

                STRIKE DATE 31/05/2024
                RETURN & BARRIERS
                Maximum Term: 1 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 6.25% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
                P.A. RETURN 6.25% p.a.
                ISIN XS2772419276
                NEXT POTENTIAL MATURITY DATE 02/06/2025

                EXPAND CLOSE
                UBS 75-60 Memory Income Autocall May 2024 USD
                ISIN: XS2809257996
                STRIKE DATE: 31/05/2024
                INDICATIVE PRICE: Not available
                STATUS: Matured
                FACTSHEET: DOWNLOAD

                COUNTERPARTY UBS
                TYPE Note
                CURRENCY USD
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                Eurostoxx 504,983.67005891.95
                FTSE 1008,275.380010171.76
                S&P/ASX 2007,701.73908927.526
                S&P 5005,277.51006969.01

                STRIKE DATE 31/05/2024
                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: USD: 1.625% Quarterly (6.50% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                P.A. RETURN 6.50% p.a.
                ISIN XS2809257996
                NEXT POTENTIAL MATURITY DATE 01/12/2025

                EXPAND CLOSE
                BBVA Semi-Annual Classic Autocall GBP JUL 2024
                ISIN: XS2760231014
                STRIKE DATE: 01/07/2024
                INDICATIVE PRICE: Not available
                STATUS: Matured
                FACTSHEET: DOWNLOAD

                COUNTERPARTY BBVA
                TYPE Note
                CURRENCY GBP
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                SMI12,049.610013147.93
                Eurostoxx 504,929.99005891.95
                Nikkei 22539,631.060053375.6
                S&P 5005,475.09006969.01

                STRIKE DATE 01/07/2024
                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: 5.85% Semi-Annually (11.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                P.A. RETURN 11.70% p.a.
                ISIN XS2760231014
                NEXT POTENTIAL MATURITY DATE 05/01/2026

                EXPAND CLOSE
                BBVA Semi-Annual Classic Autocall USD JUL 2024
                ISIN: XS2760229463
                STRIKE DATE: 01/07/2024
                INDICATIVE PRICE: Not available
                STATUS: Matured
                FACTSHEET: DOWNLOAD

                COUNTERPARTY BBVA
                TYPE Note
                CURRENCY USD
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                SMI12,049.610013147.93
                Eurostoxx 504,929.99005891.95
                Nikkei 22539,631.060053375.6
                S&P 5005,475.09006969.01

                STRIKE DATE 01/07/2024
                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 13.60% p.a.
                ISIN XS2760229463
                NEXT POTENTIAL MATURITY DATE 05/01/2026

                EXPAND CLOSE
                SOCIÉTÉ GÉNÉRALE US Tech Early Low Hurdle Autocall USD JUL 2024
                ISIN: XS2814005844
                STRIKE DATE: 03/07/2024
                INDICATIVE PRICE: Not available
                STATUS: Matured
                FACTSHEET: CONTACT

                COUNTERPARTY Société Générale
                TYPE Note
                CURRENCY USD
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                Amazon.com197.5900241.73
                Microsoft460.7700433.5
                Nvidia Corporation128.2800192.51
                Tesla Motors246.3900

                STRIKE DATE 03/07/2024
                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: 5.25% Quarterly (21.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
                P.A. RETURN 21.00% p.a.
                ISIN XS2814005844
                NEXT POTENTIAL MATURITY DATE 03/07/2025

                EXPAND CLOSE