INTERNATIONAL PRODUCTS
COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,935.4500 | 6168.26 |
| FTSE 100 | 8,269.3800 | 10840.35 |
| S&P 500 | 5,809.8600 | 7744.06 |
| Nikkei 225 | 38,143.2900 | 64425.95 |
STRIKE DATE 24/10/2024
RETURN & BARRIERS
4.80% Semi-Annual Snowballing Coupon
100% Autocall Trigger from 6 Months with 90% Low Hurdle Trigger on final observation date
60% European Barrier
P.A. RETURN 9.60% p.a.
ISIN XS2901358262
NEXT POTENTIAL MATURITY DATE 24/10/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 34,698.810 | 49397.55 |
| Nikkei 225 | 38,143.290 | 64425.95 |
| SMI | 12,173.040 | 14349.51 |
| Nasdaq 100 | 20,232.87 | 29935.59 |
STRIKE DATE 24/10/2024
RETURN & BARRIERS
2.55% Quarterly Snowballing Coupon
100% Autocall Trigger from 12 Months with 75% Low Hurdle Trigger on final observation date
60% European Barrier
P.A. RETURN 10.20% p.a.
ISIN XS2802417845
NEXT POTENTIAL MATURITY DATE 24/10/2025
COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 110.92% (as at 16/10/2026 10:16 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,789.0800 | 6168.26 |
| Nikkei 225 | 38,283.8500 | 64425.95 |
| S&P 500 | 5,969.3400 | 7744.06 |
| SMI | 11,716.5000 | 14349.51 |
STRIKE DATE 22/11/2024
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: 3.70% Semi-Annually (7.40% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2922143834
NEXT POTENTIAL MATURITY DATE 22/11/2027
COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 112.28% (as at 16/10/2026 10:16 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,789.0800 | 6168.26 |
| Nikkei 225 | 38,283.8500 | 64425.95 |
| S&P 500 | 5,969.3400 | 7744.06 |
| SMI | 11,716.5000 | 14349.51 |
STRIKE DATE 22/11/2024
RETURN & BARRIERS
Source: Santander 23.10.2024
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: 4.00% Semi- Annually (8.00% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2922143677
NEXT POTENTIAL MATURITY DATE 22/11/2027
COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,986.2700 | 6168.26 |
| FTSE 100 | 8,358.2500 | 10840.35 |
| Nikkei 225 | 38,981.7500 | 64425.95 |
| Russell 2000 | 2,276.0900 | 2767.269 |
STRIKE DATE 18/10/2024
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: 1.725% 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 XS2885373725
NEXT POTENTIAL MATURITY DATE 20/04/2026
COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,986.2700 | 6168.26 |
| FTSE 100 | 8,358.2500 | 10840.35 |
| Nikkei 225 | 38,981.7500 | 64425.95 |
| Russell 2000 | 2,276.0900 | 2767.269 |
STRIKE DATE 18/10/2024
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: 1.75% 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 XS2885373212
NEXT POTENTIAL MATURITY DATE 20/04/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,794.8500 | 6168.26 |
| FTSE MIB | 34,191.7900 | 49397.55 |
| Nikkei 225 | 38,642.9100 | 64425.95 |
| Russell 2000 | 2,303.8350 | 2767.269 |
STRIKE DATE 15/11/2024
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: 3.55% Semi-Annual (7.10% p.a.)
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.10% p.a.
ISIN XS2879181431
NEXT POTENTIAL MATURITY DATE 17/11/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,794.8500 | 6168.26 |
| FTSE MIB | 34,191.7900 | 49397.55 |
| Nikkei 225 | 38,642.9100 | 64425.95 |
| Russell 2000 | 2,303.8350 | 2767.269 |
STRIKE DATE 15/11/2024
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: 3.90% Semi-Annual (7.80% p.a.)
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.80% p.a.
ISIN XS2879181357
NEXT POTENTIAL MATURITY DATE 17/11/2025
COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Amazon.com | 202.6100 | 254.76 |
| Microsoft | 415.0000 | 539.44 |
| Tesla Motors | 320.7200 | |
| Nvidia Corporation | 141.9800 | 217.23 |
STRIKE DATE 15/11/2024
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: 5.75% Quarterly (23.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 23.00% p.a.
ISIN XS2882050607
NEXT POTENTIAL MATURITY DATE 15/08/2025
COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Freeport-McMoRan Inc | 50.0300 | 70.06 |
| Glencore | 424.2500 | 574.1 |
| Newmont Corp | 54.3000 | 115.79 |
STRIKE DATE 11/10/2024
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 12 months)
Autocall Trigger: 95% of initial level then reduced by 5.00% every 6 months
Coupon Rate: USD: 6.90% Semi-Annually (13.80% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2881894633
NEXT POTENTIAL MATURITY DATE 13/04/2026
COUNTERPARTY Societe Generale
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Freeport-McMoRan Inc | 50.0300 | 70.06 |
| Glencore | 424.2500 | 574.1 |
| Newmont Corp | 54.3000 | 115.79 |
STRIKE DATE 11/10/2024
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 12 months)
Autocall Trigger: 95% of initial level then reduced by 5.00% every 6 months
Coupon Rate: GBP: 6.40% Semi-Annually (12.80% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2881895796
NEXT POTENTIAL MATURITY DATE 13/04/2026
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 102.48% (as at 16/10/2026 10:16 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,003.9200 | 6168.26 |
| Russell 2000 | 2,234.4100 | 2767.269 |
| FTSE 100 | 8,253.6500 | 10840.35 |
| Nikkei 225 | 39,605.8000 | 64425.95 |
STRIKE DATE 11/10/2024
RETURN & BARRIERS
Maximum Term: 4 Years
Investment Structure: Fixed Income
Fixed Income Rate: USD: 6.55% p.a.
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2736686671
NEXT POTENTIAL MATURITY DATE 11/10/2028
COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,851.9600 | 6168.26 |
| FTSE MIB | 33,981.2300 | 49397.55 |
| Nikkei 225 | 39,381.4100 | 64425.95 |
| S&P 500 | 5,973.1000 | 7744.06 |
STRIKE DATE 07/11/2024
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: 4.05% Semi-Annual (8.10% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.10% p.a.
ISIN XS2920448284
NEXT POTENTIAL MATURITY DATE 07/11/2025
COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,851.9600 | 6168.26 |
| FTSE MIB | 33,981.2300 | 49397.55 |
| Nikkei 225 | 39,381.4100 | 64425.95 |
| S&P 500 | 5,973.1000 | 7744.06 |
STRIKE DATE 07/11/2024
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: 4.20% Semi-Annual (8.40% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.40% p.a.
ISIN XS2920448367
NEXT POTENTIAL MATURITY DATE 07/11/2025
COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.85% (as at 16/10/2026 10:16 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,802.7600 | 6168.26 |
| S&P 500 | 5,995.5400 | 7744.06 |
| Nikkei 225 | 39,500.3700 | 64425.95 |
STRIKE DATE 08/11/2024
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Fixed Income
Fixed Income Rate: GBP: 6.15% p.a. (Paid Quarterly)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2901354436
NEXT POTENTIAL MATURITY DATE 11/11/2027
COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE 99.03% (as at 16/10/2026 10:16 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,802.7600 | 6168.26 |
| S&P 500 | 5,995.5400 | 7744.06 |
| Nikkei 225 | 39,500.3700 | 64425.95 |
STRIKE DATE 08/11/2024
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Fixed Income
Fixed Income Rate: USD: 6.40% p.a. (Paid Quarterly)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2901354519
NEXT POTENTIAL MATURITY DATE 11/11/2027
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Nasdaq 100 | 20,035.0200 | 29935.59 |
| Nikkei 225 | 38,635.6200 | 64425.95 |
| Eurostoxx 50 | 4,954.9400 | 6168.26 |
STRIKE DATE 04/10/2024
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
Coupon Rate: USD: 7.00% Semi-Annually (14.00% Annually)
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 14% p.a.
ISIN XS2877606710
NEXT POTENTIAL MATURITY DATE 06/10/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 11,967.2000 | 14349.51 |
| Eurostoxx 50 | 4,877.7500 | 6168.26 |
| Nikkei 225 | 38,053.6700 | 64425.95 |
| S&P 500 | 5,728.8000 | 7744.06 |
STRIKE DATE 01/11/2024
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: 6.50% Semi-Annually (13.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 13.00% p.a.
ISIN XS2802449533
NEXT POTENTIAL MATURITY DATE 04/11/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 11,967.2000 | 14349.51 |
| Eurostoxx 50 | 4,877.7500 | 6168.26 |
| Nikkei 225 | 38,053.6700 | 64425.95 |
| S&P 500 | 5,728.8000 | 7744.06 |
STRIKE DATE 01/11/2024
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: 6.00% Semi-Annually (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 XS2802449459
NEXT POTENTIAL MATURITY DATE 04/11/2025
COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 87.45% (as at 16/10/2026 10:16 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Starbucks Corp | 97.4700 | 96.88 |
| Nvidia Corporation | 124.0400 | 217.23 |
| Carnival Corp | 18.6800 | 26.46 |
| Oracle | 168.1000 | 134.47 |
STRIKE DATE 26/09/2024
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 2.00% quarterly
Memory Income Rate: USD: 3.50% Quarterly (14.00% p.a.)
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Geared Put
P.A. RETURN
ISIN XS2881880848
NEXT POTENTIAL MATURITY DATE 28/12/2026
