INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 100% Capital Protected Autocall USD May 2024
ISIN: XS2759797322
STRIKE DATE: 24/05/2024
INDICATIVE PRICE: 114.29%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 114.29% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,931.700013708.02
Eurostoxx 505,035.41006187.63
Nikkei 22538,646.110066020.04
S&P 5005,304.72007431.46

STRIKE DATE 24/05/2024
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: 4.20% Semi-Annually (8.40% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2759797322
NEXT POTENTIAL MATURITY DATE 24/05/2027

EXPAND CLOSE
BBVA Low Hurdle Classic Autocall April 2024 USD
ISIN: XS2696277511
STRIKE DATE: 23/04/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,008.17006187.63
FTSE 1008,044.810010471.72
Nikkei 22537,552.160066020.04
Nasdaq 10017,471.470029635.95

STRIKE DATE 23/04/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 3.00% Quarterly (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.00% p.a.
ISIN XS2696277511
NEXT POTENTIAL MATURITY DATE 23/07/2025

    EXPAND CLOSE
    Societe Generale Nikkei 225 Classic Autocall Apr 2024 USD
    ISIN: XS2781254599
    STRIKE DATE: 23/04/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Societe Generale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nikkei 22537,552.160066020.04

    STRIKE DATE 23/04/2024
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 12.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
    P.A. RETURN 12.50% p.a.
    ISIN XS2781254599
    NEXT POTENTIAL MATURITY DATE 23/04/2026

      EXPAND CLOSE
      BBVA World Indices 75-60 Memory Income Autocall Apr 2024 USD
      ISIN: XS2696281208
      STRIKE DATE: 23/04/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 505,008.17006187.63
      Nikkei 22537,552.160066020.04
      Nasdaq 10017,471.470029635.95
      Russell 20002,002.64302943.992

      STRIKE DATE 23/04/2024
      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: 1.825% 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 XS2696281208
      NEXT POTENTIAL MATURITY DATE 23/10/2025

        EXPAND CLOSE
        GS Capital Protected Growth Participation Note April 2024 USD
        ISIN: XS2688537823
        STRIKE DATE: 18/04/2024
        INDICATIVE PRICE: 123.77%
        STATUS: Live
        FACTSHEET: CONTACT

        COUNTERPARTY Goldman Sachs
        TYPE Note
        CURRENCY USD
        CURRENT PRICE 123.77% (as at 15/06/2026 10:26 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        S&P 5005,011.12007431.46
        Eurostoxx 504,936.57006187.63

        STRIKE DATE 18/04/2024
        RETURN & BARRIERS
        Maximum Term: 5 years Investment Structure: Capital Protected Participation Participation Rate: USD: 140% Uncapped Participation in the Index at Maturity Capital Risk: 100% Capital protected
        P.A. RETURN
        ISIN XS2688537823
        NEXT POTENTIAL MATURITY DATE 18/04/2029

        EXPAND CLOSE
        SG Global Banks 50-50 Memory Income Autocall Apr 2024 USD
        ISIN: XS2781266411
        STRIKE DATE: 23/04/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY Societe Generale
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Commerzbank AG13.880036.83
        UniCredit SpA35.330073.3
        Goldman Sachs424.00001062.75
        Barclays192.2400472.85

        STRIKE DATE 23/04/2024
        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: 2.875% Quarterly (11.50% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
        P.A. RETURN 11.50% p.a.
        ISIN XS2781266411
        NEXT POTENTIAL MATURITY DATE 23/04/2025

          EXPAND CLOSE
          SG Global Stocks Phoenix Defensive Reducing Autocall Apr 2024 USD
          ISIN: XS2781310250
          STRIKE DATE: 23/04/2024
          INDICATIVE PRICE: 83.53%
          STATUS: Live
          FACTSHEET: CONTACT

          COUNTERPARTY Societe Generale
          TYPE Note
          CURRENCY USD
          CURRENT PRICE 83.53% (as at 15/06/2026 10:26 UK Time)

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          ASML Holding NV834.30001629.6
          Microsoft407.5700390.74
          L'Oreal440.7000390.25
          Sanofi88.850076.59

          STRIKE DATE 23/04/2024
          RETURN & BARRIERS
          Maximum Term: 5 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level (Reduced by 2.50% every 6 months) Memory Income Rate: USD: 5.44% Semi-Annual (10.88% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN
          ISIN XS2781310250
          NEXT POTENTIAL MATURITY DATE 23/10/2026

          EXPAND CLOSE
          SG Memory Income Reducing Knock-Out Autocall Apr 2024 USD
          ISIN: XS2781310177
          STRIKE DATE: 23/04/2024
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: CONTACT

          COUNTERPARTY Societe Generale
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Rivian Automotive Inc9.040016.76
          NIO Inc4.01005.21
          BYD Company Limited197.500086.55

          STRIKE DATE 23/04/2024
          RETURN & BARRIERS
          Maximum Term: 4 years Investment Structure: Memory Income Reducing Knock-Out Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Knock Out Trigger: 70% of initial level (Reduced by 5% every 3 months) Memory Income Rate: USD: 6.40% Quarterly (25.60% p.a.) Income Trigger: 40% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Geared Put
          P.A. RETURN 25.60% p.a.
          ISIN XS2781310177
          NEXT POTENTIAL MATURITY DATE 23/04/2025

            EXPAND CLOSE
            SG US Stocks Phoenix Defensive Reducing Autocall Apr 2024 USD
            ISIN: XS2781310334
            STRIKE DATE: 23/04/2024
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: CONTACT

            COUNTERPARTY Societe Generale
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Amazon.com179.5400238.55
            Meta Platform Inc496.1000566.98
            Nvidia Corporation82.4230205.19
            Tesla Motors144.6800

            STRIKE DATE 23/04/2024
            RETURN & BARRIERS
            Maximum Term: 5 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 90% of initial level (Reduced by 1.75% every 6 months) Memory Income Rate: USD: 8.60% Semi-Annual (17.20% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
            P.A. RETURN 17.20% p.a.
            ISIN XS2781310334
            NEXT POTENTIAL MATURITY DATE 23/04/2025

              EXPAND CLOSE
              SOCIÉTÉ GÉNÉRALE US TECH EARLY LOW HURDLE AUTOCALL May USD 2024 – FACTSHEET UPON REQUEST
              ISIN: XS2781342378
              STRIKE DATE: 24/05/2024
              INDICATIVE PRICE: Not available
              STATUS: Matured
              FACTSHEET: CONTACT

              COUNTERPARTY Société Générale
              TYPE Note
              CURRENCY USD
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              Amazon.com180.7500238.55
              Microsoft430.1600390.74
              Tesla Motors179.2400
              Nvidia Corporation106.4690205.19

              STRIKE DATE 24/05/2024
              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 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% p.a.
              ISIN XS2781342378
              NEXT POTENTIAL MATURITY DATE 25/11/2024

              EXPAND CLOSE
              Natixis 3 year triple index fixed income GBP May 2024
              ISIN: XS2662084057
              STRIKE DATE: 23/05/2024
              INDICATIVE PRICE: 98.78%
              STATUS: Live
              FACTSHEET: DOWNLOAD

              COUNTERPARTY Natixis
              TYPE Note
              CURRENCY GBP
              CURRENT PRICE 98.78% (as at 15/06/2026 10:26 UK Time)

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              Eurostoxx 505,037.60006187.63
              S&P 5005,267.84007431.46
              Nikkei 22539,103.220066020.04

              STRIKE DATE 23/05/2024
              RETURN & BARRIERS
              Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.45% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
              P.A. RETURN
              ISIN XS2662084057
              NEXT POTENTIAL MATURITY DATE 24/05/2027

              EXPAND CLOSE
              Natixis 3 year triple index fixed income USD May 2024
              ISIN: XS2662083919
              STRIKE DATE: 23/05/2024
              INDICATIVE PRICE: 99.36%
              STATUS: Live
              FACTSHEET: DOWNLOAD

              COUNTERPARTY Natixis
              TYPE Note
              CURRENCY USD
              CURRENT PRICE 99.36% (as at 15/06/2026 10:26 UK Time)

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              Eurostoxx 505,037.60006187.63
              S&P 5005,267.84007431.46
              Nikkei 22539,103.220066020.04

              STRIKE DATE 23/05/2024
              RETURN & BARRIERS
              Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 7.25% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
              P.A. RETURN
              ISIN XS2662083919
              NEXT POTENTIAL MATURITY DATE 24/05/2027

              EXPAND CLOSE
              BBVA Developed Indices Classic Autocall April 2024 USD
              ISIN: XS2696277867
              STRIKE DATE: 19/04/2024
              INDICATIVE PRICE: Not available
              STATUS: Matured
              FACTSHEET: DOWNLOAD

              COUNTERPARTY BBVA
              TYPE Note
              CURRENCY USD
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              S&P/TSX 601,307.47102050.451
              IBEX 3510,729.500018764.4
              Nikkei 22537,068.350066020.04
              S&P 5004,967.23007431.46

              STRIKE DATE 19/04/2024
              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: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
              P.A. RETURN 10.00% p.a.
              ISIN XS2696277867
              NEXT POTENTIAL MATURITY DATE 20/10/2025

              EXPAND CLOSE
              BBVA Diversified Indices Classic Autocall April 2024 USD
              ISIN: XS2696277784
              STRIKE DATE: 19/04/2024
              INDICATIVE PRICE: Not available
              STATUS: Matured
              FACTSHEET: DOWNLOAD

              COUNTERPARTY BBVA
              TYPE Note
              CURRENCY USD
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              OMX Stockholm 302,502.07003113.57
              IBEX 3510,729.500018764.4
              Nikkei 22537,068.350066020.04
              S&P 5004,967.23007431.46

              STRIKE DATE 19/04/2024
              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: 5.16% Semi-Annually (10.32% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
              P.A. RETURN 10.32% p.a.
              ISIN XS2696277784
              NEXT POTENTIAL MATURITY DATE 20/10/2025

              EXPAND CLOSE
              UBS 85-70 Memory Income Autocall GBP Apr 2024
              ISIN: XS2806491804
              STRIKE DATE: 17/04/2024
              INDICATIVE PRICE: Not available
              STATUS: Matured
              FACTSHEET: CONTACT

              COUNTERPARTY UBS AG
              TYPE Note
              CURRENCY GBP
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              Eurostoxx 504,914.13006187.63
              Nikkei 22537,961.800066020.04
              Russell 20001,947.94702943.992

              STRIKE DATE 17/04/2024
              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: 70% Final level (European style)
              P.A. RETURN 7.75% p.a.
              ISIN XS2806491804
              NEXT POTENTIAL MATURITY DATE 17/10/2025

                EXPAND CLOSE
                Citi 85-65 Memory Income Autocall GBP May 2024 – Factsheet upon request
                ISIN: XS2795457709
                STRIKE DATE: 17/05/2024
                INDICATIVE PRICE: Not available
                STATUS: Matured
                FACTSHEET: CONTACT

                COUNTERPARTY Citigroup Global Markets Limited
                TYPE Note
                CURRENCY GBP
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                FTSE 1008,420.260010471.72
                FTSE MIB35,398.820051497.21
                S&P 5005,303.27007431.46

                STRIKE DATE 17/05/2024
                RETURN & BARRIERS
                Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 1.65% Quarterly (6.60% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
                P.A. RETURN 6.60% p.a.
                ISIN XS2795457709
                NEXT POTENTIAL MATURITY DATE 18/05/2026

                EXPAND CLOSE
                Citi 85-65 Memory Income Autocall USD May 2024 – Factsheet upon request
                ISIN: XS2795457881
                STRIKE DATE: 17/05/2024
                INDICATIVE PRICE: Not available
                STATUS: Matured
                FACTSHEET: CONTACT

                COUNTERPARTY Citigroup Global Markets Limited
                TYPE Note
                CURRENCY USD
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                FTSE 1008,420.260010471.72
                FTSE MIB35,398.820051497.21
                S&P 5005,303.27007431.46

                STRIKE DATE 17/05/2024
                RETURN & BARRIERS
                Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.85% Quarterly (7.40% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
                P.A. RETURN 7.40% p.a.
                ISIN XS2795457881
                NEXT POTENTIAL MATURITY DATE 18/05/2026

                EXPAND CLOSE
                UBS 85-60 Memory Income Autocall GBP May 2024
                ISIN: XS2805535817
                STRIKE DATE: 15/05/2024
                INDICATIVE PRICE: Not available
                STATUS: Matured
                FACTSHEET: DOWNLOAD

                COUNTERPARTY UBS AG
                TYPE Note
                CURRENCY GBP
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                Eurostoxx 505,100.90006187.63
                FTSE 1008,445.800010471.72
                Nikkei 22538,385.730066020.04
                S&P 5005,308.15007431.46

                STRIKE DATE 15/05/2024
                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: 3.6250% Semi-Annual (7.25% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                P.A. RETURN 7.25% p.a.
                ISIN XS2805535817
                NEXT POTENTIAL MATURITY DATE 17/11/2025

                EXPAND CLOSE
                UBS 85-60 Memory Income Autocall USD May 2024
                ISIN: XS2805535734
                STRIKE DATE: 15/05/2024
                INDICATIVE PRICE: Not available
                STATUS: Matured
                FACTSHEET: DOWNLOAD

                COUNTERPARTY UBS AG
                TYPE Note
                CURRENCY USD
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                Eurostoxx 505,100.90006187.63
                FTSE 1008,445.800010471.72
                Nikkei 22538,385.730066020.04
                S&P 5005,308.15007431.46

                STRIKE DATE 15/05/2024
                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: 4.00% Semi-Annual (8.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                P.A. RETURN 8.00% p.a.
                ISIN XS2805535734
                NEXT POTENTIAL MATURITY DATE 17/11/2025

                EXPAND CLOSE
                BBVA Global Markets Classic Autocall Apr 2024 AUD
                ISIN: XS2720304307
                STRIKE DATE: 09/04/2024
                INDICATIVE PRICE: Not available
                STATUS: Matured
                FACTSHEET: DOWNLOAD

                COUNTERPARTY BBVA
                TYPE Note
                CURRENCY AUD
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                S&P/ASX 2007,824.24408804.037
                Eurostoxx 504,990.90006187.63
                Nikkei 22539,773.130066020.04
                S&P 5005,209.91007431.46

                STRIKE DATE 09/04/2024
                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: AUD: 5.575% Semi-Annually (11.15% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                P.A. RETURN 11.15% p.a.
                ISIN XS2720304307
                NEXT POTENTIAL MATURITY DATE 09/10/2025

                EXPAND CLOSE