INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Dual Index 90% Cap Protected Participation Note Jun 2024 USD
ISIN: XS2759826287
STRIKE DATE: 21/06/2024
INDICATIVE PRICE: 114.62%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 114.62% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,907.30006545.47
S&P 5005,464.62007798.99

STRIKE DATE 21/06/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Protected Participation Participation Rate: 155% Cap: 15% Basket Growth Averaging: EQW Basket growth Averaged over last 6 months Capital Risk: Capital protected Capital Protection Barrier: 90% capital Protected ( 1-1 downside between 90-100%)
P.A. RETURN
ISIN XS2759826287
NEXT POTENTIAL MATURITY DATE 28/06/2027

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income USD Aug 2024
ISIN: XS2736679627
STRIKE DATE: 01/08/2024
INDICATIVE PRICE: 99.15%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.15% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,765.72006545.47
S&P 5005,446.68007798.99
Nikkei 22538,126.330068308.59

STRIKE DATE 01/08/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.50% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2736679627
NEXT POTENTIAL MATURITY DATE 02/08/2027

EXPAND CLOSE
Société Générale US Tech Early Low Hurdle Autocall USD Aug 2024
ISIN: XS2845773295
STRIKE DATE: 06/08/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com161.9300265.13
Microsoft399.6100496.88
Tesla Motors200.6400
Nvidia Corporation104.2500225.3

STRIKE DATE 06/08/2024
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 24.00% p.a.
ISIN XS2845773295
NEXT POTENTIAL MATURITY DATE 06/02/2025

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall GBP Aug 2024
ISIN: XS2802359625
STRIKE DATE: 02/08/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,875.520014475.13
Eurostoxx 504,638.70006545.47
Nikkei 22535,909.700068308.59
S&P 5005,346.56007798.99

STRIKE DATE 02/08/2024
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: 5.50% Semi-Annually (11.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 11.00% p.a.
ISIN XS2802359625
NEXT POTENTIAL MATURITY DATE 02/02/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD Aug 2024
ISIN: XS2802359542
STRIKE DATE: 02/08/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,875.520014475.13
Eurostoxx 504,638.70006545.47
Nikkei 22535,909.700068308.59
S&P 5005,346.56007798.99

STRIKE DATE 02/08/2024
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: 6.40% Semi-Annually (12.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.80% p.a.
ISIN XS2802359542
NEXT POTENTIAL MATURITY DATE 02/02/2026

EXPAND CLOSE
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 Corp77.8500108.55
Advanced Micro Devices162.2100483.01
Meta Platform Inc504.2200594.97
Wayfair Inc52.7300101.13

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 1008,247.790010772.67
Eurostoxx 504,935.97006545.47
Nikkei 22539,173.150068308.59
S&P 5005,469.30007798.99

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: 126.23%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY CIBC
TYPE Note
CURRENCY GBP
CURRENT PRICE 126.23% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5005,399.22007798.99

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: 114.86%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 114.86% (as at 14/08/2026 08:49 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,278.820014475.13
Eurostoxx 504,916.80006545.47
Nikkei 22539,594.390068308.59
S&P 5005,555.74007798.99

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 1008,252.910010772.67
Eurostoxx 505,043.02006545.47
Nikkei 22541,190.680068308.59
Russell 20002,148.26703052.847

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 505,043.02006545.47
    FTSE 1008,252.910010772.67
    Nikkei 22541,190.680068308.59
    Russell 20002,148.26703052.847

    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 504,870.12006545.47
      FTSE MIB34,529.130053693.27
      Nikkei 22540,126.350068308.59
      S&P 5005,544.59007798.99

      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 504,870.12006545.47
      FTSE MIB34,529.130053693.27
      Nikkei 22540,126.350068308.59
      S&P 5005,544.59007798.99

      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 Devices154.6300483.01
      Carnival Corp15.950028.42
      Microsoft446.3400496.88
      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 MIB33,315.680053693.27
      S&P 5005,487.03007798.99
      TOPIX2,715.76004176.04
      S&P/ASX 2007,778.08409188.494

      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 1008,164.900010772.67
      Eurostoxx 504,947.83006545.47
      Nikkei 22541,275.080068308.59
      S&P 5005,667.20007798.99

      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 1008,164.900010772.67
      Eurostoxx 504,947.83006545.47
      Nikkei 22541,275.080068308.59
      S&P 5005,667.20007798.99

      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 504,839.14006545.47
      Nasdaq 10019,659.800030084.5
      Nikkei 22538,814.560068308.59

      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 504,839.14006545.47
        FTSE 1008,146.860010772.67
        Nikkei 22538,814.560068308.59
        Russell 20002,006.15903052.847

        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 504,839.14006545.47
          FTSE 1008,146.860010772.67
          Nikkei 22538,814.560068308.59
          Russell 20002,006.15903052.847

          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