INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Société Générale US Tech Early Low Hurdle May 2025 USD-Factsheet available upon request
ISIN: XS3011681445
STRIKE DATE: 09/05/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Oracle150.3400154.04
Intel21.420091.67
Tesla Inc298.2600376.365
Nvidia Corporation116.6500228.45

STRIKE DATE 09/05/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level with 50% Glider at month 12 Coupon Rate: USD: 7.00% Quarterly (28.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 28.00% p.a.
ISIN XS3011681445
NEXT POTENTIAL MATURITY DATE 10/11/2025

EXPAND CLOSE
BNP Paribas Triple Index Classic Autocall March 2025 ZAR
ISIN: ZAE000345476
STRIKE DATE: 28/03/2025
INDICATIVE PRICE: 123.82%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 123.82% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,840.430014394.77
S&P 5005,580.94007747.71
STOXX Global Select Dividend 100 Index3,113.52004120.69

STRIKE DATE 28/03/2025
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: ZAR: 19.60% Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN ZAE000345476
NEXT POTENTIAL MATURITY DATE 28/03/2030

EXPAND CLOSE
CIBC Triple Index Classic Autocall USD Apr 2025
ISIN: XS3042852734
STRIKE DATE: 30/04/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,160.22006382.59
Nikkei 22536,045.380064214.48
Russell 20001,964.11902968.271

STRIKE DATE 30/04/2025
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 6.00% Semi-Annually (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 12.00% p.a.
ISIN XS3042852734
NEXT POTENTIAL MATURITY DATE 30/10/2025

EXPAND CLOSE
Barclays 85-65 Memory Income Autocall GBP Apr 2025
ISIN: XS2912755084
STRIKE DATE: 23/04/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001,919.14002968.271
FTSE MIB36,457.680052245.47
S&P/ASX 2007,920.51309020.093

STRIKE DATE 23/04/2025
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 XS2912755084
NEXT POTENTIAL MATURITY DATE 23/04/2026

EXPAND CLOSE
Barclays 85-65 Memory Income Autocall USD Apr 2025
ISIN: XS2912754947
STRIKE DATE: 23/04/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20001,919.14002968.271
FTSE MIB36,457.680052245.47
S&P/ASX 2007,920.51309020.093

STRIKE DATE 23/04/2025
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 XS2912754947
NEXT POTENTIAL MATURITY DATE 23/04/2026

EXPAND CLOSE
Barclays 70-55 Memory Income Autocall March 2025 USD
ISIN: XS2975902193
STRIKE DATE: 21/03/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Russell 20002,056.98302968.271
IBEX 3513,350.200020000.2
SMI13,075.400014394.77
Nikkei 22537,677.060064214.48

STRIKE DATE 21/03/2025
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: 2.07% Quarterly (8.28% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 8.28% p.a.
ISIN XS2975902193
NEXT POTENTIAL MATURITY DATE 22/06/2026

EXPAND CLOSE
Barclays 100% Capital Protected Autocall March 2025 USD
ISIN: XS2967219135
STRIKE DATE: 14/03/2025
INDICATIVE PRICE: 106.94%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 106.94% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,916.810014394.77
Nikkei 22537,053.100064214.48
FTSE 1008,632.330010831.52

STRIKE DATE 14/03/2025
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: 4.16% Semi Annually (8.32% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2967219135
NEXT POTENTIAL MATURITY DATE 14/03/2028

EXPAND CLOSE
UBS 75-60 Memory Income Autocall March 2025 USD
ISIN: XS3010452988
STRIKE DATE: 14/03/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,404.18006382.59
SMI12,916.810014394.77
Nikkei 22537,053.100064214.48
Russell 20002,044.09502968.271

STRIKE DATE 14/03/2025
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: 1.84% Quarterly (7.36% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.36% p.a.
ISIN XS3010452988
NEXT POTENTIAL MATURITY DATE 15/06/2026

EXPAND CLOSE
Barclays 75-60 Memory Income Autocall March 2025 GBP
ISIN: XS2959157491
STRIKE DATE: 14/03/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,404.18006382.59
SMI12,916.810014394.77
Nikkei 22537,053.100064214.48
Russell 20002,044.09502968.271

STRIKE DATE 14/03/2025
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: 1.75% 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 XS2959157491
NEXT POTENTIAL MATURITY DATE 15/06/2026

EXPAND CLOSE
UBS Developed Markets Semi-Annual Reducing Autocall EUR Apr 2025
ISIN: XS3030259363
STRIKE DATE: 22/04/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB35,947.890052245.47
S&P 5005,287.76007747.71
HSI21,562.320025213.31

STRIKE DATE 22/04/2025
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 for first 36 months, reducing to 95% for final 36 months. Coupon Rate: EUR: 5.10% Semi-Annually (10.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.20% p.a.
ISIN XS3030259363
NEXT POTENTIAL MATURITY DATE 22/04/2026

EXPAND CLOSE
UBS 90-65 Memory Income Autocall March 2025 GBP
ISIN: XS3022292877
STRIKE DATE: 12/03/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,359.42006382.59
Nasdaq 10019,596.020029482.32
Nikkei 22536,819.090064214.48
S&P/ASX 2007,786.23809020.093

STRIKE DATE 12/03/2025
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: 2.00% Quarterly (8.00% p.a.) Income Trigger: 90% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS3022292877
NEXT POTENTIAL MATURITY DATE 12/03/2026

EXPAND CLOSE
Barclays 90-65 Memory Income Autocall March 2025 GBP
ISIN: XS2972157874
STRIKE DATE: 12/03/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,359.42006382.59
Nasdaq 10019,596.020029482.32
Nikkei 22536,819.090064214.48
S&P/ASX 2007,786.23809020.093

STRIKE DATE 12/03/2025
RETURN & BARRIERS
2.125% Quarterly Memory Coupon if all above 90%, 100% Autocall Trigger from 12 Months, 65% European Barrier
P.A. RETURN 8.50% p.a.
ISIN XS2972157874
NEXT POTENTIAL MATURITY DATE 12/03/2026

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall GBP Apr 2025
ISIN: XS2958109048
STRIKE DATE: 14/04/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,609.840014394.77
FTSE MIB35,843.820052245.47
Nikkei 22534,267.540064214.48
Russell 20001,882.92102968.271

STRIKE DATE 14/04/2025
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: 2.00% Quarterly (8.00% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2958109048
NEXT POTENTIAL MATURITY DATE 15/04/2026

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall USD Apr 2025
ISIN: XS2958108826
STRIKE DATE: 14/04/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,609.840014394.77
FTSE MIB35,843.820052245.47
Nikkei 22534,267.540064214.48
Russell 20001,882.92102968.271

STRIKE DATE 14/04/2025
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: 2.15% Quarterly (8.60% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.60% p.a.
ISIN XS2958108826
NEXT POTENTIAL MATURITY DATE 15/04/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall GBP Apr 2025
ISIN: XS2958109394
STRIKE DATE: 13/04/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,499.460014394.77
Eurostoxx 504,911.39006382.59
Nikkei 22533,982.360064214.48
S&P 5005,405.97007747.71

STRIKE DATE 13/04/2025
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: 6.35% Semi-Annually (12.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.70% p.a.
ISIN XS2958109394
NEXT POTENTIAL MATURITY DATE 14/04/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD Apr 2025
ISIN: XS2958109121
STRIKE DATE: 13/04/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,499.460014394.77
Eurostoxx 504,911.39006382.59
Nikkei 22533,982.360064214.48
S&P 5005,405.97007747.71

STRIKE DATE 13/04/2025
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: 7.00% 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 XS2958109121
NEXT POTENTIAL MATURITY DATE 14/04/2026

EXPAND CLOSE
Société Générale US Tech Memory Income Basket Star March 2025 USD
ISIN: XS2971144170
STRIKE DATE: 11/03/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Microsoft380.4500510.12
Intel19.780091.67
Tesla Motors230.5800
Nvidia Corporation108.7600228.45

STRIKE DATE 11/03/2025
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Basket Star Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD: 3.25% Quarterly (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style) Basket Star Barrier: 80% of the Equally Weighted Basket Performance
P.A. RETURN 13.00% p.a
ISIN XS2971144170
NEXT POTENTIAL MATURITY DATE 11/09/2025

EXPAND CLOSE
Morgan Stanley 100% Capital Protected Autocall GBP Apr 2025
ISIN: XS2996291634
STRIKE DATE: 16/04/2025
INDICATIVE PRICE: 111.59%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 111.59% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22533,920.400064214.48
FTSE MIB36,067.570052245.47
IBEX 3512,942.100020000.2

STRIKE DATE 16/04/2025
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: 4.40% Semi-Annually (8.80% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2996291634
NEXT POTENTIAL MATURITY DATE 18/04/2028

EXPAND CLOSE
Morgan Stanley 100% Capital Protected Autocall USD Apr 2025
ISIN: XS2996291477
STRIKE DATE: 16/04/2025
INDICATIVE PRICE: 111.27%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 111.27% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nikkei 22536,067.570064214.48
FTSE MIB36,067.570052245.47
IBEX 3512,942.100020000.2

STRIKE DATE 16/04/2025
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: 4.30% Semi-Annually (8.60% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2996291477
NEXT POTENTIAL MATURITY DATE 18/04/2028

EXPAND CLOSE
BBVA Capital Protected Memory Income Autocall March 2025 USD
ISIN: XS2958073004
STRIKE DATE: 07/03/2025
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,679.880010831.52
Eurostoxx 505,468.41006382.59
Nikkei 22536,887.170064214.48
Russell 20002,075.48302968.271

STRIKE DATE 07/03/2025
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: 1.34% Quarterly (5.36% p.a.) Income Trigger: 90% of initial level Capital Risk: 100% capital protected
P.A. RETURN 5.36% p.a.
ISIN XS2958073004
NEXT POTENTIAL MATURITY DATE 09/03/2026

EXPAND CLOSE