INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Morgan Stanley 100% Capital Protected Autocall GBP Jan 2025
ISIN: XS2918073052
STRIKE DATE: 29/01/2025
INDICATIVE PRICE: 110.54%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 110.54% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22539,414.780066020.04
FTSE MIB36,371.670051497.21
FTSE 1008,557.810010471.72

STRIKE DATE 29/01/2025
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: 4.35% Semi-Annually (8.70% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2918073052
NEXT POTENTIAL MATURITY DATE 31/01/2028

EXPAND CLOSE
Morgan Stanley 100% Capital Protected Autocall USD Jan 2025
ISIN: XS2918073136
STRIKE DATE: 29/01/2025
INDICATIVE PRICE: 111.37%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 111.37% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22539,414.780066020.04
FTSE MIB36,371.670051497.21
FTSE 1008,557.810010471.72

STRIKE DATE 29/01/2025
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: 4.45% Semi- Annually (8.90% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2918073136
NEXT POTENTIAL MATURITY DATE 31/01/2028

EXPAND CLOSE
BBVA 75-60 Memory Income Autocall USD Jan 2025
ISIN: XS2913771221
STRIKE DATE: 30/01/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,282.21006187.63
FTSE MIB36,429.720051497.21
Nikkei 22539,513.970066020.04
Russell 20002,307.45102943.992

STRIKE DATE 30/01/2025
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: 4.00% Semi-Annual (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 XS2913771221
NEXT POTENTIAL MATURITY DATE 30/01/2026

EXPAND CLOSE
Barclays European Banks 1 Year Fixed Income December 2024 GBP
ISIN: XS2912599870
STRIKE DATE: 17/12/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG15.380036.83
UniCredit SpA38.200073.3
Deutsche Bank AG16.790028.74

STRIKE DATE 17/12/2024
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Income Rate: EUR: 7.50% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 7.50% p.a.
ISIN XS2912599870
NEXT POTENTIAL MATURITY DATE 17/12/2025

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle Autocall USD Jan 2025 – Factsheet on request
ISIN: XS2928390496
STRIKE DATE: 24/01/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com234.8500238.55
Microsoft444.0600390.74
Nvidia Corporation142.6200205.19
Tesla Motors406.5800

STRIKE DATE 24/01/2025
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 24.00% p.a.
ISIN XS2928390496
NEXT POTENTIAL MATURITY DATE 24/10/2025

EXPAND CLOSE
BNP Paribas Triple Index Reducing Autocall Dec 2024 ZAR
ISIN: XS2911451248
STRIKE DATE: 16/12/2024
INDICATIVE PRICE: 113.21%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 113.21% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
DAX20,313.810024635.3
Nikkei 22539,457.490066020.04
SMI11,701.510013708.02

STRIKE DATE 16/12/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level (reducing by 5% p.a.) Coupon Rate: USD: 13.60% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2911451248
NEXT POTENTIAL MATURITY DATE 16/12/2027

EXPAND CLOSE
Barclays 85-65 Memory Income Autocall GBP Jan 2025
ISIN: XS2912654303
STRIKE DATE: 23/01/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,217.50006187.63
Nikkei 22539,958.870066020.04
Russell 20002,314.59702943.992

STRIKE DATE 23/01/2025
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: 4.00% Semi-Annual (8.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2912654303
NEXT POTENTIAL MATURITY DATE 23/01/2026

EXPAND CLOSE
Marex US Stocks Defensive Autocall Dec 2024 USD
ISIN: XS2851775531
STRIKE DATE: 13/12/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Marex Group
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Royal Caribbean Cruise245.1700294.38
Meta Platform Inc620.3500566.98
Amazon.com227.4600238.55
Nvidia Corporation134.2500205.19

STRIKE DATE 13/12/2024
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: 4.00% Quarterly (16.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 16.00% p.a.
ISIN XS2851775531
NEXT POTENTIAL MATURITY DATE 13/06/2025

    EXPAND CLOSE
    Barclays European Banks 1 Year Fixed Income December 2024 EUR
    ISIN: XS2912590739
    STRIKE DATE: 13/12/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Commerzbank AG15.105036.83
    UniCredit SpA38.930073.3
    BBVA9.704020.09
    Deutsche Bank AG17.064028.74

    STRIKE DATE 13/12/2024
    RETURN & BARRIERS
    Maximum Term: 1 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 6.35% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 6.35% p.a.
    ISIN XS2912590739
    NEXT POTENTIAL MATURITY DATE 15/12/2025

      EXPAND CLOSE
      BBVA Diversified Markets Memory Income Autocall December 2024 GBP
      ISIN: XS2892519526
      STRIKE DATE: 12/12/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,965.53006187.63
      SMI11,715.850013708.02
      Nikkei 22539,849.140066020.04
      Russell 20002,361.08102943.992

      STRIKE DATE 12/12/2024
      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: 1.75% Quarterly (7.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 7.00% p.a.
      ISIN XS2892519526
      NEXT POTENTIAL MATURITY DATE 12/12/2025

      EXPAND CLOSE
      BBVA Diversified Markets Memory Income Autocall December 2024 USD
      ISIN: XS2892519799
      STRIKE DATE: 12/12/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,965.53006187.63
      SMI11,715.850013708.02
      Nikkei 22539,849.140066020.04
      Russell 20002,361.08102943.992

      STRIKE DATE 12/12/2024
      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: 1.875% Quarterly (7.50% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 7.50% p.a.
      ISIN XS2892519799
      NEXT POTENTIAL MATURITY DATE 12/12/2025

      EXPAND CLOSE
      Goldman Sachs Triple Index Classic Autocall December 2024 USD
      ISIN: XS2688622856
      STRIKE DATE: 12/12/2024
      INDICATIVE PRICE: 115.73%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY Goldman Sachs
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 115.73% (as at 15/06/2026 10:26 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Nasdaq 10021,615.270029635.95
      Nikkei 22539,849.140066020.04
      Eurostoxx 504,965.53006187.63

      STRIKE DATE 12/12/2024
      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= 12.0% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) & 100% One Star Barrier
      P.A. RETURN
      ISIN XS2688622856
      NEXT POTENTIAL MATURITY DATE 13/12/2027

      EXPAND CLOSE
      BNP Rainbow Basket Cap Protected Participation Note Dec 2024 USD
      ISIN: XS2902286462
      STRIKE DATE: 06/12/2024
      INDICATIVE PRICE: 99.45%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY BNP Paribas
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 99.45% (as at 15/06/2026 10:26 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P 10Y T-Note Fut ER188.7408185.8796
      S&P 500 Futures Excess Return Index516.8100596.69

      STRIKE DATE 06/12/2024
      RETURN & BARRIERS
      Maximum Term: 5 years Investment Structure: Capital Protected Uncapped Participation Participation Rate: USD: 108% Participation on the Rainbow Basket (70% of Best, 30% of Worst) at Maturity Capital Risk: 100% Capital protected
      P.A. RETURN
      ISIN XS2902286462
      NEXT POTENTIAL MATURITY DATE 06/12/2029

      EXPAND CLOSE
      BBVA 85-60 Memory Income Autocall GBP Jan 2025
      ISIN: XS2903145188
      STRIKE DATE: 10/01/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,977.26006187.63
      FTSE MIB35,090.230051497.21
      Nikkei 22539,190.400066020.04
      Russell 20002,189.23302943.992

      STRIKE DATE 10/01/2025
      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: 4.40% Semi-Annual (8.80% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 8.80% p.a.
      ISIN XS2903145188
      NEXT POTENTIAL MATURITY DATE 13/01/2026

      EXPAND CLOSE
      BBVA 85-60 Memory Income Autocall USD Jan 2025
      ISIN: XS2903145006
      STRIKE DATE: 10/01/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,977.26006187.63
      FTSE MIB35,090.230051497.21
      Nikkei 22539,190.400066020.04
      Russell 20002,189.23302943.992

      STRIKE DATE 10/01/2025
      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: 4.85% Semi-Annual (9.70% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 9.70% p.a.
      ISIN XS2903145006
      NEXT POTENTIAL MATURITY DATE 13/01/2026

      EXPAND CLOSE
      BBVA 85-60 Memory Income Autocall EUR Jan 2025
      ISIN: XS2903144967
      STRIKE DATE: 10/01/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY EUR
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,977.26006187.63
      FTSE MIB35,090.230051497.21
      Nikkei 22539,190.400066020.04
      Russell 20002,189.23302943.992

      STRIKE DATE 10/01/2025
      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: 3.00% Semi-Annual (6.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 6.00% p.a.
      ISIN XS2903144967
      NEXT POTENTIAL MATURITY DATE 13/01/2026

      EXPAND CLOSE
      BBVA Semi-Annual Classic Autocall GBP Jan 2025
      ISIN: XS2903143647
      STRIKE DATE: 06/01/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI11,830.770013708.02
      Eurostoxx 505,011.82006187.63
      Nikkei 22540,083.300066020.04
      S&P 5005,909.03007431.46

      STRIKE DATE 06/01/2025
      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: 6.25% Semi-Annually (12.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 12.50% p.a.
      ISIN XS2903143647
      NEXT POTENTIAL MATURITY DATE 07/01/2026

      EXPAND CLOSE
      BBVA Semi-Annual Classic Autocall USD Jan 2025
      ISIN: XS2903143563
      STRIKE DATE: 07/01/2025
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI11,830.770013708.02
      Eurostoxx 505,011.82006187.63
      Nikkei 22540,083.300066020.04
      S&P 5005,909.03007431.46

      STRIKE DATE 07/01/2025
      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: 7.25% Semi-Annually (14.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 14.50% p.a.
      ISIN XS2903143563
      NEXT POTENTIAL MATURITY DATE 07/01/2026

      EXPAND CLOSE
      Goldman Sachs AI 70-70 Low Hurdle Autocall November 2024 USD
      ISIN: XS2926197232
      STRIKE DATE: 27/11/2024
      INDICATIVE PRICE: 78.56%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY Goldman Sachs
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 78.56% (as at 15/06/2026 10:26 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Oracle182.7000184.13
      IBM226.9200272.24
      UiPath Inc14.090010.55

      STRIKE DATE 27/11/2024
      RETURN & BARRIERS
      Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 30 months) Autocall Trigger: 100% of initial level, reduced to 70% on the Final Observation Coupon Rate: USD: 12.45% Quarterly (24.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
      P.A. RETURN
      ISIN XS2926197232
      NEXT POTENTIAL MATURITY DATE 27/05/2027

      EXPAND CLOSE
      BNP Rainbow Basket Cap Protected Participation Note Nov 2024 ZAR
      ISIN: XS2883786225
      STRIKE DATE: 01/11/2024
      INDICATIVE PRICE: 114.64%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY BNP Paribas
      TYPE Note
      CURRENCY ZAR
      CURRENT PRICE 114.64% (as at 15/06/2026 10:26 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P 10Y T-Note Fut ER186.6492185.8796
      S&P 500 Futures Excess Return Index487.9400596.69

      STRIKE DATE 01/11/2024
      RETURN & BARRIERS
      Investment Structure: Participation Maximum Term: 5 years Participation Rate: ZAR = 200% Uncapped Participation (No Maximum Return at Maturity) on the Rainbow Basket (70% of best performing underlying, 30% of the worst) Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
      P.A. RETURN
      ISIN XS2883786225
      NEXT POTENTIAL MATURITY DATE 01/11/2029

      EXPAND CLOSE