INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
SocGen US Stock Memory Income Reducing Autocall June 2024 USD
ISIN: XS2814027657
STRIKE DATE: 28/06/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Starbucks Corp77.8500103.04
Advanced Micro Devices162.2100511.57
Meta Platform Inc504.2200566.98
Wayfair Inc52.730077.59

STRIKE DATE 28/06/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Knock-Out Trigger: 100% of initial level then reduced by 2% quarterly Memory Income Rate: USD: 3.50% Quarterly(14.00% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Strike with Geared Put (at maturity)
P.A. RETURN 14.00% p.a.
ISIN XS2814027657
NEXT POTENTIAL MATURITY DATE 29/09/2025

EXPAND CLOSE
BBVA 60-60 Memory Income Autocall June 2024 USD
ISIN: XS2759856516
STRIKE DATE: 25/06/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,247.790010471.72
Eurostoxx 504,935.97006187.63
Nikkei 22539,173.150066020.04
S&P 5005,469.30007431.46

STRIKE DATE 25/06/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually (First Observation at 18 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 3.15% Semi-Annual (6.30% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.30% p.a.
ISIN XS2759856516
NEXT POTENTIAL MATURITY DATE 29/12/2025

EXPAND CLOSE
CIBC S&P 500 Capital Protected USD July 2024
ISIN: XS2853089253
STRIKE DATE: 24/07/2024
INDICATIVE PRICE: 123.36%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY GBP
CURRENT PRICE 123.36% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5005,399.22007431.46

STRIKE DATE 24/07/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Growth Participation Averaging: Quarterly throughout the whole term Participation Rate: 135% Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2853089253
NEXT POTENTIAL MATURITY DATE 24/07/2030

EXPAND CLOSE
BBVA 100% Capital Protected Autocall USD July 2024
ISIN: XS2759875573
STRIKE DATE: 23/07/2024
INDICATIVE PRICE: 111.96%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 111.96% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,278.820013708.02
Eurostoxx 504,916.80006187.63
Nikkei 22539,594.390066020.04
S&P 5005,555.74007431.46

STRIKE DATE 23/07/2024
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 (8.30% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2759875573
NEXT POTENTIAL MATURITY DATE 23/07/2027

EXPAND CLOSE
BBVA Diversified Markets 75-60 Memory Income Autocall Jul 2024 GBP
ISIN: XS2759868289
STRIKE DATE: 12/07/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,252.910010471.72
Eurostoxx 505,043.02006187.63
Nikkei 22541,190.680066020.04
Russell 20002,148.26702943.992

STRIKE DATE 12/07/2024
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: 1.875% 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 7.00% p.a.
ISIN XS2759868289
NEXT POTENTIAL MATURITY DATE 13/01/2026

    EXPAND CLOSE
    BBVA Diversified Markets 75-60 Memory Income Autocall Jul 2024 USD
    ISIN: XS2759868107
    STRIKE DATE: 12/07/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 505,043.02006187.63
    FTSE 1008,252.910010471.72
    Nikkei 22541,190.680066020.04
    Russell 20002,148.26702943.992

    STRIKE DATE 12/07/2024
    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: 1.875% 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 XS2759868107
    NEXT POTENTIAL MATURITY DATE 13/01/2026

      EXPAND CLOSE
      UBS 85-60 Memory Income Autocall GBP July 2024 – FACTSHEET UPON REQUEST
      ISIN: XS2850497509
      STRIKE DATE: 18/07/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY UBS
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,870.12006187.63
      FTSE MIB34,529.130051497.21
      Nikkei 22540,126.350066020.04
      S&P 5005,544.59007431.46

      STRIKE DATE 18/07/2024
      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: GBP: 3.875% Semi-Annual (7.75% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 7.75% p.a.
      ISIN XS2850497509
      NEXT POTENTIAL MATURITY DATE 20/01/2026

      EXPAND CLOSE
      UBS 85-60 Memory Income Autocall USD July 2024 – FACTSHEET UPON REQUEST
      ISIN: XS2850496873
      STRIKE DATE: 18/07/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY UBS
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,870.12006187.63
      FTSE MIB34,529.130051497.21
      Nikkei 22540,126.350066020.04
      S&P 5005,544.59007431.46

      STRIKE DATE 18/07/2024
      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: 4.25% Semi-Annual (8.50% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 8.50% p.a.
      ISIN XS2850496873
      NEXT POTENTIAL MATURITY DATE 20/01/2026

      EXPAND CLOSE
      Leonteq US Stocks Memory Income Autocall June 2024 USD
      ISIN: CH1349987748
      STRIKE DATE: 18/06/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Leonteq
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Advanced Micro Devices154.6300511.57
      Carnival Corp15.950029.18
      Microsoft446.3400390.74
      Tesla Motors184.8600

      STRIKE DATE 18/06/2024
      RETURN & BARRIERS
      Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 9 months) Autocall Trigger: 75% of initial level Memory Income Rate: USD = 3.708% Quarterly Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN 14.832% p.a.
      ISIN CH1349987748
      NEXT POTENTIAL MATURITY DATE 20/06/2025

      EXPAND CLOSE
      UBS 75-60 Memory Income Autocall June 2024 USD
      ISIN: XS2842883600
      STRIKE DATE: 18/06/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY UBS
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE MIB33,315.680051497.21
      S&P 5005,487.03007431.46
      TOPIX2,715.76003881.96
      S&P/ASX 2007,778.08408804.037

      STRIKE DATE 18/06/2024
      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: 1.875% 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 XS2842883600
      NEXT POTENTIAL MATURITY DATE 18/12/2025

      EXPAND CLOSE
      BBVA 80-60 Memory Income Autocall GBP July 2024
      ISIN: XS2759864536
      STRIKE DATE: 16/07/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1008,164.900010471.72
      Eurostoxx 504,947.83006187.63
      Nikkei 22541,275.080066020.04
      S&P 5005,667.20007431.46

      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: GBP: 3.35% Semi-Annual (6.70% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 6.70% p.a.
      ISIN XS2759864536
      NEXT POTENTIAL MATURITY DATE 16/01/2026

      EXPAND CLOSE
      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 1008,164.900010471.72
      Eurostoxx 504,947.83006187.63
      Nikkei 22541,275.080066020.04
      S&P 5005,667.20007431.46

      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 504,839.14006187.63
      Nasdaq 10019,659.800029635.95
      Nikkei 22538,814.560066020.04

      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 504,839.14006187.63
        FTSE 1008,146.860010471.72
        Nikkei 22538,814.560066020.04
        Russell 20002,006.15902943.992

        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 504,839.14006187.63
          FTSE 1008,146.860010471.72
          Nikkei 22538,814.560066020.04
          Russell 20002,006.15902943.992

          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 504,839.14006187.63
            Nikkei 22538,814.560066020.04
            FTSE 1008,146.860010471.72
            Nasdaq 10019,659.800029635.95

            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 MIB34,318.110051497.21
              HSI17,832.330024718.1
              S&P 5005,584.54007431.46

              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 22542,224.020066020.04
              Eurostoxx 504,976.13006187.63
              SMI12,255.780013708.02
              Russell 20002,125.03702943.992

              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 504,929.99006187.63
              FTSE MIB33,716.540051497.21
              Nikkei 22539,631.060066020.04
              S&P 5005,475.09007431.46

              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: 125.23%
              STATUS: Live
              FACTSHEET: CONTACT

              COUNTERPARTY UBS
              TYPE Note
              CURRENCY USD
              CURRENT PRICE 125.23% (as at 15/06/2026 10:26 UK Time)

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              Nikkei 22538,683.930066020.04
              Eurostoxx 505,051.31006187.63
              S&P 5005,346.99007431.46

              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