INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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 505,035.66005930.25
FTSE 1008,246.950010498.09
Nikkei 22538,490.170059349.17
Russell 20002,063.87302764.97

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 505,035.66005930.25
FTSE 1008,246.950010498.09
Nikkei 22538,490.170059349.17
Russell 20002,063.87302764.97

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 Inc439.0200247.18
Nvidia Corporation115.0000199.88
Meta Platform Inc477.4900668.84
Netflix633.790092.58

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 SA67.700092.14
    Deutsche Bank AG15.226028.06
    BBVA9.940019.23
    UniCredit SpA36.385067.01

    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 AG15.540035.94
      UniCredit SpA36.385067.01
      BBVA9.940019.23

      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 504,983.67005930.25
      FTSE 1008,275.380010498.09
      S&P/ASX 2007,701.73908949.393
      S&P 5005,277.51007064.01

      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
      SMI12,049.610013134.14
      Eurostoxx 504,929.99005930.25
      Nikkei 22539,631.060059349.17
      S&P 5005,475.09007064.01

      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
      SMI12,049.610013134.14
      Eurostoxx 504,929.99005930.25
      Nikkei 22539,631.060059349.17
      S&P 5005,475.09007064.01

      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.com197.5900249.91
      Microsoft460.7700424.16
      Nvidia Corporation128.2800199.88
      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
      SOCIÉTÉ GÉNÉRALE Global Banks Low Hurdle Memory Knock-Out Autocall USD JUN 2024 – Factsheet upon request
      ISIN: XS2814006735
      STRIKE DATE: 24/06/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Société Générale
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      UniCredit SpA35.365067.01
      Commerzbank AG14.230035.94
      BBVA9.392019.23
      Morgan Stanley97.1000189.31

      STRIKE DATE 24/06/2024
      RETURN & BARRIERS
      Maximum Term: 4 years Investment Structure: Memory Knock-Out Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Knock-Out Trigger: 95% of initial level, reduced to 70% on the Final Observation Coupon Rate: USD: 3.80% Quarterly (15.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN 15.20% p.a.
      ISIN XS2814006735
      NEXT POTENTIAL MATURITY DATE 27/12/2024

      EXPAND CLOSE
      Natixis 3 Year Triple Index Fixed Income GBP JUL 2024
      ISIN: XS2736676102
      STRIKE DATE: 02/07/2024
      INDICATIVE PRICE: 97.62%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Natixis
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 97.62% (as at 22/04/2026 09:46 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,906.33005930.25
      S&P 5005,509.01007064.01
      Nikkei 22540,074.690059349.17

      STRIKE DATE 02/07/2024
      RETURN & BARRIERS
      Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.20% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN
      ISIN XS2736676102
      NEXT POTENTIAL MATURITY DATE 09/07/2027

      EXPAND CLOSE
      Natixis 3 Year Triple Index Fixed Income USD JUL 2024
      ISIN: XS2736676284
      STRIKE DATE: 02/07/2024
      INDICATIVE PRICE: 98.18%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Natixis
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 98.18% (as at 22/04/2026 09:46 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,906.33005930.25
      S&P 5005,509.01007064.01
      Nikkei 22540,074.690059349.17

      STRIKE DATE 02/07/2024
      RETURN & BARRIERS
      Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.70% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN
      ISIN XS2736676284
      NEXT POTENTIAL MATURITY DATE 09/07/2027

      EXPAND CLOSE
      Natixis 3 Year Triple Index Fixed Income EUR JUL 2024
      ISIN: XS2736676367
      STRIKE DATE: 02/07/2024
      INDICATIVE PRICE: 98.04%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Natixis
      TYPE Note
      CURRENCY EUR
      CURRENT PRICE 98.04% (as at 22/04/2026 09:46 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,906.33005930.25
      S&P 5005,509.01007064.01
      Nikkei 22540,074.690059349.17

      STRIKE DATE 02/07/2024
      RETURN & BARRIERS
      Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 5.00% p.a. (paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN
      ISIN XS2736676367
      NEXT POTENTIAL MATURITY DATE 09/07/2027

      EXPAND CLOSE
      Goldman Sachs Fixed Income Reducing Autocall May 2024 USD
      ISIN: XS2773287714
      STRIKE DATE: 24/05/2024
      INDICATIVE PRICE: 99.36%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY Goldman Sachs
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 99.36% (as at 22/04/2026 09:46 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      ABB Limited49.320074.2
      Bloom Energy Corporation16.2900220.91
      General Electric Co167.3300286.73
      Vestas Wind System A/S189.3500193

      STRIKE DATE 24/05/2024
      RETURN & BARRIERS
      Maximum Term: 4 years Investment Structure: Fixed Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 18 months) Autocall Trigger: 100% of initial level (Reduced by 2.00% every 3 months) Fixed Income Rate: USD: 3.3875% Quarterly (13.55% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN
      ISIN XS2773287714
      NEXT POTENTIAL MATURITY DATE 01/06/2026

      EXPAND CLOSE
      BBVA 100% Capital Protected Autocall Jun 2024 USD
      ISIN: XS2760221726
      STRIKE DATE: 21/06/2024
      INDICATIVE PRICE: 112.64%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 112.64% (as at 22/04/2026 09:46 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      SMI12,012.870013134.14
      Eurostoxx 504,907.30005930.25
      Nikkei 22538,596.470059349.17
      S&P 5005,464.62007064.01

      STRIKE DATE 21/06/2024
      RETURN & BARRIERS
      Source: BBVA 24.05.2024 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: 4.50% Semi-Annually (9.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
      P.A. RETURN
      ISIN XS2760221726
      NEXT POTENTIAL MATURITY DATE 21/06/2027

      EXPAND CLOSE
      CIBC S&P 500 Capital Protected Participation Note USD June 2024
      ISIN: XS2829205223
      STRIKE DATE: 24/06/2024
      INDICATIVE PRICE: 120.78%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Canadian Imperial Bank of Commerce
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 120.78% (as at 22/04/2026 09:46 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P 5005,447.87007064.01

      STRIKE DATE 24/06/2024
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Growth Participation Averaging: Quarterly throughout the whole term Participation Rate: 140% Capital Risk: None Capital Protection: 100% Capital Protected at maturity
      P.A. RETURN
      ISIN XS2829205223
      NEXT POTENTIAL MATURITY DATE 01/07/2030

      EXPAND CLOSE
      GS Capital Protected Growth Participation Note May 2024 USD
      ISIN: XS2769401550
      STRIKE DATE: 17/05/2024
      INDICATIVE PRICE: 113.11%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY Goldman Sachs
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 113.11% (as at 22/04/2026 09:46 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P 5005,303.27007064.01
      Eurostoxx 505,064.14005930.25

      STRIKE DATE 17/05/2024
      RETURN & BARRIERS
      Maximum Term: 5 years Investment Structure: Capital Protected Uncapped Participation Participation Rate: USD: 140% Uncapped Participation in the Averaged Basket at Maturity Capital Risk: 100% Capital protected
      P.A. RETURN
      ISIN XS2769401550
      NEXT POTENTIAL MATURITY DATE 17/05/2029

      EXPAND CLOSE
      MS Cap Protected Weighted Basket Growth Participation USD May 2024
      ISIN: XS2817427797
      STRIKE DATE: 17/05/2024
      INDICATIVE PRICE: 115.76%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY Morgan Stanley
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 115.76% (as at 22/04/2026 09:46 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Nikkei 22538,787.380059349.17
      S&P 5005,303.27007064.01
      Eurostoxx 505,064.14005930.25
      FTSE 1008,420.260010498.09

      STRIKE DATE 17/05/2024
      RETURN & BARRIERS
      Maximum Term: 5 years Investment Structure: Capital Protected Capped Participation Participation Rate: USD: 144% Capped Participation in the Weighted Basket at Maturity Basket Growth Cap: 35% Max Return at Maturity: 50.40% Capital Risk: 100% Capital protected
      P.A. RETURN
      ISIN XS2817427797
      NEXT POTENTIAL MATURITY DATE 17/05/2029

      EXPAND CLOSE
      UBS Semi-Annual Classic Autocall May 2024 GBP
      ISIN: XS2816810365
      STRIKE DATE: 17/05/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY UBS
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P 5005,303.27007064.01
      FTSE MIB35,398.820047903.29
      TOPIX2,745.62003770.38
      KOSPI 200370.5800962.26

      STRIKE DATE 17/05/2024
      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: 6.045% Semi-Annually (12.09% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 55% Final level (European style)
      P.A. RETURN 12.09% p.a.
      ISIN XS2816810365
      NEXT POTENTIAL MATURITY DATE 17/11/2025

      EXPAND CLOSE
      UBS 85-60 Memory Income Autocall GBP June 2024 – Factsheet Upon Request
      ISIN: XS2826668555
      STRIKE DATE: 19/06/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY UBS
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,885.45005930.25
      FTSE MIB33,220.310047903.29
      Nikkei 22538,570.760059349.17
      S&P 5005,473.17007064.01

      STRIKE DATE 19/06/2024
      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: 3.725% Semi-Annual (7.45% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 7.45% p.a.
      ISIN XS2826668555
      NEXT POTENTIAL MATURITY DATE 19/12/2025

      EXPAND CLOSE