INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 75-60 Memory Income Autocall Mar 2024 GBP
ISIN: XS2720253983
STRIKE DATE: 28/03/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,083.42005686.17
FTSE 1007,952.62009701.8
Nikkei 22540,168.070049303.45
Russell 20002,124.54702464.983

STRIKE DATE 28/03/2024
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% Semi-Annual (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 XS2720253983
NEXT POTENTIAL MATURITY DATE 29/09/2025

EXPAND CLOSE
BBVA 75-60 Memory Income Autocall Mar 2024 USD
ISIN: XS2720253801
STRIKE DATE: 28/03/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,083.42005686.17
FTSE 1007,952.62009701.8
Nikkei 22540,168.070049303.45
Russell 20002,124.54702464.983

STRIKE DATE 28/03/2024
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: 1.80% Semi-Annual (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 XS2720253801
NEXT POTENTIAL MATURITY DATE 29/09/2025

    EXPAND CLOSE
    Soc Gen Global Banks 55-55 Memory Income Autocall Mar 2024 GBP
    ISIN: XS2781129692
    STRIKE DATE: 28/03/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Société Générale
    TYPE
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Commerzbank AG12.730034.58
    UniCredit SpA35.175065.37
    BBVA11.040018.815
    Barclays183.2000436.4

    STRIKE DATE 28/03/2024
    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: 2.55% Quarterly (10.20% p.a.) Income Trigger: 55% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final Level Barrier (European Style)
    P.A. RETURN 10.20% p.a.
    ISIN XS2781129692
    NEXT POTENTIAL MATURITY DATE 28/03/2025

    EXPAND CLOSE
    BBVA World Indices Drop Down Autocall Mar 2024 GBP
    ISIN: XS2720280952
    STRIKE DATE: 28/03/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE MIB34,750.350043354.83
    HSCEI5,810.79009182.65
    TOPIX2,750.81003341.06
    KOSPI 200373.2200565.72

    STRIKE DATE 28/03/2024
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Drop Down Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level, then reduced by 2.5% every quarter, floored at 90%. Coupon Rate: GBP: 2.26% Quartlery (9.04% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 9.04% p.a.
    ISIN XS2720280952
    NEXT POTENTIAL MATURITY DATE 30/06/2025

    EXPAND CLOSE
    BBVA Developed Indices Classic Autocall March 2024 USD
    ISIN: XS2720292965
    STRIKE DATE: 28/03/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,952.62009701.8
    Eurostoxx 505,083.42005686.17
    Nikkei 22540,168.070049303.45
    Nasdaq 10018,254.690025555.86

    STRIKE DATE 28/03/2024
    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: 5.77% Semi-Annually (11.54% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 11.54% p.a.
    ISIN XS2720292965
    NEXT POTENTIAL MATURITY DATE 29/09/2025

    EXPAND CLOSE
    BBVA Global Markets Classic Autocall Mar 2024 USD
    ISIN: XS2720293005
    STRIKE DATE: 28/03/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI11,730.430012890.25
    FTSE MIB34,750.350043354.83
    TOPIX2,750.81003341.06
    KOSPI 200373.2200565.72

    STRIKE DATE 28/03/2024
    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: 7.41% Semi-Annually (14.82% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
    P.A. RETURN 14.82% p.a.
    ISIN XS2720293005
    NEXT POTENTIAL MATURITY DATE 29/09/2025

    EXPAND CLOSE
    UBS Global Markets Classic Autocall Mar 2024 USD
    ISIN: XS2793131603
    STRIKE DATE: 28/03/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UBS
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI11,730.430012890.25
    FTSE MIB34,750.350043354.83
    TOPIX2,750.81003341.06
    KOSPI 200373.2200565.72

    STRIKE DATE 28/03/2024
    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: 7.10% Semi-Annually (14.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
    P.A. RETURN 14.20% p.a.
    ISIN XS2793131603
    NEXT POTENTIAL MATURITY DATE 29/09/2025

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall GBP Apr 2024
    ISIN: XS2720314017
    STRIKE DATE: 30/04/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SMI11,260.910012890.25
    Eurostoxx 504,921.22005686.17
    Nikkei 22538,405.660049303.45
    S&P 5005,035.69006829.37

    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: GBP: 4.875% Semi-Annually (9.75% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 9.75% p.a.
    ISIN XS2720314017
    NEXT POTENTIAL MATURITY DATE 30/10/2025

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall USD Apr 2024
    ISIN: XS2720314108
    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
    SMI11,260.910012890.25
    Eurostoxx 504,921.22005686.17
    Nikkei 22538,405.660049303.45
    S&P 5005,035.69006829.37

    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: USD: 6.10% Semi-Annually (12.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 12.20% p.a.
    ISIN XS2720314108
    NEXT POTENTIAL MATURITY DATE 30/10/2025

    EXPAND CLOSE
    Barclays 100% Capital Protected USD Apr 2024
    ISIN: XS2742917375
    STRIKE DATE: 26/04/2024
    INDICATIVE PRICE: 110.88%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 110.88% (as at 03/12/2025 09:50 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22537,934.760049303.45
    HSI17,651.150026095.05
    OMX Stockholm 302,557.69502783.527

    STRIKE DATE 26/04/2024
    RETURN & BARRIERS
    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: 4.15% Semi-Annually
    P.A. RETURN
    ISIN XS2742917375
    NEXT POTENTIAL MATURITY DATE 26/04/2027

    EXPAND CLOSE
    Barclays 100% Capital Protected GBP Apr 2024
    ISIN: XS2742917458
    STRIKE DATE: 26/04/2024
    INDICATIVE PRICE: 107.53%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 107.53% (as at 03/12/2025 09:50 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22537,934.760049303.45
    HSI17,651.150026095.05
    OMX Stockholm 302,557.69502783.527

    STRIKE DATE 26/04/2024
    RETURN & BARRIERS
    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: GBP: 3.55% Semi-Annually
    P.A. RETURN
    ISIN XS2742917458
    NEXT POTENTIAL MATURITY DATE 26/04/2027

    EXPAND CLOSE
    Natixis 3 Year Triple Index Fixed Income USD Apr 2024
    ISIN: XS2662080147
    STRIKE DATE: 23/04/2024
    INDICATIVE PRICE: 98.11%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 98.11% (as at 03/12/2025 09:50 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22537,552.160049303.45
    Eurostoxx 505,008.17005686.17
    S&P 5005,070.55006829.37

    STRIKE DATE 23/04/2024
    RETURN & BARRIERS
    Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.60% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN
    ISIN XS2662080147
    NEXT POTENTIAL MATURITY DATE 30/04/2027

    EXPAND CLOSE
    Barclays 3 Year Triple Index Fixed Income GBP Apr 2024
    ISIN: XS2742917532
    STRIKE DATE: 23/04/2024
    INDICATIVE PRICE: 97.62%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays Bank PLC
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 97.62% (as at 03/12/2025 09:50 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22537,552.160049303.45
    Eurostoxx 505,008.17005686.17
    OMX Stockholm 302,546.33202783.527

    STRIKE DATE 23/04/2024
    RETURN & BARRIERS
    Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.10% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN
    ISIN XS2742917532
    NEXT POTENTIAL MATURITY DATE 30/04/2027

    EXPAND CLOSE
    BNP Paribas Semi-annual Classic Autocall March 2024 GBP
    ISIN: XS2673666918
    STRIKE DATE: 21/03/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,052.31005686.17
    Nikkei 22540,815.660049303.45
    SMI11,703.660012890.25
    HSI16,863.100026095.05

    STRIKE DATE 21/03/2024
    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: 5.64% Semi-Annually (11.28% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 11.28% p.a.
    ISIN XS2673666918
    NEXT POTENTIAL MATURITY DATE 22/09/2025

    EXPAND CLOSE
    GS 6 Year Uncapped Averaged Participation Growth Mar 2024 USD
    ISIN: XS2653907068
    STRIKE DATE: 20/03/2024
    INDICATIVE PRICE: 123.22%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 123.22% (as at 03/12/2025 09:50 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5005224.626829.37

    STRIKE DATE 20/03/2024
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Participation Growth Note Participation Rate: USD: 150% Uncapped Participation quarterly arithmetic averaged performance of the Index Capital Risk: 100% Capital Protected
    P.A. RETURN
    ISIN XS2653907068
    NEXT POTENTIAL MATURITY DATE 20/03/2030

    EXPAND CLOSE
    Goldman Sachs 5 Year Capped Participation Growth Note Mar 2024
    ISIN: XS2481734759
    STRIKE DATE: 18/03/2024
    INDICATIVE PRICE: 108.86%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 108.86% (as at 03/12/2025 09:50 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Morgan Stanley Invesment Fund Global High Yield Bond Fun Share Class A USD27.2500

    STRIKE DATE 18/03/2024
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: USD: 100% Capped Participation in positive performance of the Underlying at Maturity, Capped at 30% Growth Capital Risk: 100% Capital Protected
    P.A. RETURN
    ISIN XS2481734759
    NEXT POTENTIAL MATURITY DATE 19/03/2029

    EXPAND CLOSE
    Barclays 80-70 Memory Income Autocall March 2024 GBP
    ISIN: XS2728016812
    STRIKE DATE: 19/03/2024
    INDICATIVE PRICE: 98.95%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 98.95% (as at 03/12/2025 09:50 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22540,003.600049303.45
    FTSE MIB34,262.360043354.83
    OMX Stockholm 302,514.92502783.527

    STRIKE DATE 19/03/2024
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 2.00% Quarterly (8.00% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
    P.A. RETURN
    ISIN XS2728016812
    NEXT POTENTIAL MATURITY DATE 19/03/2026

    EXPAND CLOSE
    Citi European Banks 1 Year Fixed Income Mar 2024 EUR
    ISIN: XS2770597032
    STRIKE DATE: 18/03/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    BBVA10.385018.815
    Commerzbank AG11.880034.58
    UniCredit SpA33.170065.37

    STRIKE DATE 18/03/2024
    RETURN & BARRIERS
    Maximum Term: 1 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 6.09% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 6.09% p.a.
    ISIN XS2770597032
    NEXT POTENTIAL MATURITY DATE 18/03/2025

    EXPAND CLOSE
    BNP World Indices Hybrid Memory Income Autocall March 2024 USD
    ISIN: XS2358206683
    STRIKE DATE: 15/03/2024
    INDICATIVE PRICE: 102.27%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 102.27% (as at 03/12/2025 09:50 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,986.02005686.17
    FTSE 1007,727.42009701.8
    Nasdaq 10017,808.250025555.86
    OMX Stockholm 302,533.62002783.527

    STRIKE DATE 15/03/2024
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Hybrid Memory Income Autocall Income Trigger: 80% of initial level Income Rate: USD = 2.875% Semi-Annual (5.75% p.a.) Autocall Opportunities: Semi Annually (First Observation at 24 months) Autocall Trigger: 100% of initial level Autocall Coupon Rate: USD = 1.00% Semi-Annual (2.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.75% p.a.
    ISIN XS2358206683
    NEXT POTENTIAL MATURITY DATE 16/03/2026

    EXPAND CLOSE
    BBVA Global Stocks 80-60 Memory Income Autocall Mar 2024 USD
    ISIN: XS2720246003
    STRIKE DATE: 14/03/2024
    INDICATIVE PRICE: 92.19%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 92.19% (as at 03/12/2025 09:50 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nestle S.A.95.080079
    AXA SA34.005038.59
    Sanofi88.210086.15
    Unilever3,885.00004483

    STRIKE DATE 14/03/2024
    RETURN & BARRIERS
    Maximum Term: 4 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: 2.7875% Quarterly (11.15% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2720246003
    NEXT POTENTIAL MATURITY DATE 15/12/2025

    EXPAND CLOSE