INTERNATIONAL PRODUCTS
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,196.6280 | 8927.526 |
| Eurostoxx 50 | 4,242.7000 | 5891.95 |
| Nikkei 225 | 33,242.5900 | 53375.6 |
| S&P 500 | 4,443.9500 | 6969.01 |
STRIKE DATE 19/09/2023
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: 4.00% 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 XS2580064298
NEXT POTENTIAL MATURITY DATE 19/09/2024
COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,196.6280 | 8927.526 |
| Eurostoxx 50 | 4,242.7000 | 5891.95 |
| Nikkei 225 | 33,242.5900 | 53375.6 |
| S&P 500 | 4,443.9500 | 6969.01 |
STRIKE DATE 19/09/2023
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: 4.05% 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 XS2580064371
NEXT POTENTIAL MATURITY DATE 19/09/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,196.6280 | 8927.526 |
| Eurostoxx 50 | 4,242.7000 | 5891.95 |
| Nikkei 225 | 33,242.5900 | 53375.6 |
| S&P 500 | 4,443.9500 | 6969.01 |
STRIKE DATE 19/09/2023
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: EUR: 3.10% Semi-Annual (6.20% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.20% p.a.
ISIN XS2580064025
NEXT POTENTIAL MATURITY DATE 19/09/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,186.5470 | 8927.526 |
| Eurostoxx 50 | 4,279.7500 | 5891.95 |
| Nikkei 225 | 33,168.1000 | 53375.6 |
| S&P 500 | 4,505.1000 | 6969.01 |
STRIKE DATE 14/09/2023
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: 6.50% 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 XS2580063563
NEXT POTENTIAL MATURITY DATE 17/09/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,186.5470 | 8927.526 |
| Eurostoxx 50 | 4,279.7500 | 5891.95 |
| Nikkei 225 | 33,168.1000 | 53375.6 |
| S&P 500 | 4,505.1000 | 6969.01 |
STRIKE DATE 14/09/2023
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 XS2580063647
NEXT POTENTIAL MATURITY DATE 17/09/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,186.5470 | 8927.526 |
| Eurostoxx 50 | 4,279.7500 | 5891.95 |
| Nikkei 225 | 33,168.1000 | 53375.6 |
| S&P 500 | 4,505.1000 | 6969.01 |
STRIKE DATE 14/09/2023
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: 5.00% Semi-Annually (10.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.00% p.a.
ISIN XS2580063480
NEXT POTENTIAL MATURITY DATE 17/09/2024
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,524.1600 | 10171.76 |
STRIKE DATE 11/08/2023
RETURN & BARRIERS
Maximum Term: 1 years
Investment Structure: Fixed Income
Fixed Income Rate: USD: 4.90 % p.a. (Paid at Maturity)
Kicker: 0.10% coupon paid if above 100% at Maturity
Capital Risk: None, 100% Capital Protected
P.A. RETURN 5.00% p.a.
ISIN XS2568043876
NEXT POTENTIAL MATURITY DATE 12/08/2024
COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Tesla Motors | 242.6500 | |
| Carnival Corp | 16.7900 | 31.15 |
| Advanced Micro Devices | 107.5700 | 252.18 |
| Meta Platform Inc | 301.6400 | 738.31 |
STRIKE DATE 11/08/2023
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly
(First Observation at 6 months)
Autocall Trigger: 80% of initial level
Memory Income Rate: USD: 4.125% Quarterly (16.50% p.a.)
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European Style)
P.A. RETURN 16.50% p.a.
ISIN XS2659415918
NEXT POTENTIAL MATURITY DATE 12/08/2024
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 120.32% (as at 30/01/2026 09:11 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,337.5000 | 5891.95 |
| Nikkei 225 | 32,254.5600 | 53375.6 |
| Nasdaq 100 | 15,407.8500 | 25884.29 |
STRIKE DATE 07/08/2023
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: GBP: 4.20% Semi-Annually (8.40% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2654961643
NEXT POTENTIAL MATURITY DATE 07/08/2026
COUNTERPARTY UniCredit AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,529.1600 | 10171.76 |
| S&P 500 | 4,501.8900 | 6969.01 |
| Nikkei 225 | 32,159.2800 | 53375.6 |
| Eurostoxx 50 | 4,304.6300 | 5891.95 |
STRIKE DATE 04/08/2023
RETURN & BARRIERS
Term: 6 years
Investment Structure: Quarterly Memory Income Autocall
Autocall opportunities: Annually (First observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 1.875% Quarterly
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 DE000HC897J0
NEXT POTENTIAL MATURITY DATE 04/08/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,325.3400 | 8927.526 |
| Eurostoxx 50 | 4,332.9100 | 5891.95 |
| Nikkei 225 | 32,192.7500 | 53375.6 |
| S&P 500 | 4,478.0300 | 6969.01 |
STRIKE DATE 04/08/2023
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annual (First Observation at 24 months)
Income Trigger: 75%
Autocall Trigger: 100% of initial level
Coupon Rate: USD: 3.60% Semi-Annualy(7.20% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Strike with Geared Put (at maturity)
P.A. RETURN 7.20% p.a.
ISIN XS2543359835
NEXT POTENTIAL MATURITY DATE 04/08/2025
COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,314.2780 | 8927.526 |
| Eurostoxx 50 | 4,269.1600 | 5891.95 |
| Nikkei 225 | 33,036.7600 | 53375.6 |
| S&P 500 | 4,496.8300 | 6969.01 |
STRIKE DATE 05/09/2023
RETURN & BARRIERS
Memory Income Autocall
Autocall Opportunities: Semi-Annual(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 3.625% Semi-Annually (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 XS2665467341
NEXT POTENTIAL MATURITY DATE 05/09/2024
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 120.12% (as at 30/01/2026 09:11 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,315.3100 | 5891.95 |
| Nasdaq 100 | 15,462.4300 | 25884.29 |
| Nikkei 225 | 32,333.4600 | 53375.6 |
STRIKE DATE 30/08/2023
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: GBP: 4.40% Semi-Annually (8.80% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2654989149
NEXT POTENTIAL MATURITY DATE 30/08/2029
COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 111.25% (as at 30/01/2026 09:11 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| TUI AG | 7.1620 | 8.98 |
| Airbnb Inc | 148.9100 | 131.77 |
| TripAdvisor Inc | 18.3800 | 13.42 |
STRIKE DATE 01/08/2023
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Knock Out Autocall
Autocall Opportunities: Quarterly (First Observation at 24 months)
Knock Out Trigger: 95% of initial level
Coupon Rate: USD: 7.75% Quarterly (31.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2627698793
NEXT POTENTIAL MATURITY DATE 02/02/2026
COUNTERPARTY BNP Paribas Issuance B.V.
TYPE Note
CURRENCY GBP
CURRENT PRICE 117.84% (as at 30/01/2026 09:11 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,473.6700 | 10171.76 |
| Nikkei 225 | 32,333.4600 | 53375.6 |
| S&P 500 | 4,514.8700 | 6969.01 |
STRIKE DATE 30/08/2023
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: 3.85% Semi-Annually (7.70% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2567771261
NEXT POTENTIAL MATURITY DATE 07/09/2026
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Euro Stoxx Banks | 113.9100 | 270.55 |
| FTSE 100 | 7,699.4100 | 10171.76 |
| S&P 500 | 4,588.9600 | 6969.01 |
STRIKE DATE 31/07/2023
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi Annual (First Observation at 24 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD: 3.91% Semi Annually (7.82% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 7.82% p.a.
ISIN XS2538959938
NEXT POTENTIAL MATURITY DATE 31/07/2025
COUNTERPARTY UniCredit AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,699.4100 | 10171.76 |
| S&P 500 | 4,588.9600 | 6969.01 |
| Nikkei 225 | 33,172.2200 | 53375.6 |
| Eurostoxx 50 | 4,471.3100 | 5891.95 |
STRIKE DATE 31/07/2023
RETURN & BARRIERS
Term: 6 years
Investment Structure: Quarterly Memory Income Autocall
Autocall opportunities: Annually (First observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 2.02% Quarterly
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.08% p.a.
ISIN DE000HC7PSC9
NEXT POTENTIAL MATURITY DATE 31/07/2024
COUNTERPARTY UniCredit AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,699.4100 | 10171.76 |
| S&P 500 | 4,588.9600 | 6969.01 |
| Nikkei 225 | 33,172.2200 | 53375.6 |
| Eurostoxx 50 | 4,471.3100 | 5891.95 |
STRIKE DATE 31/07/2023
RETURN & BARRIERS
Term: 6 years
Investment Structure: Quarterly Memory Income Autocall
Autocall opportunities: Annually (First observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 1.96% Quarterly
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.84% p.a.
ISIN DE000HC7NRP8
NEXT POTENTIAL MATURITY DATE 31/07/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 109.26% (as at 30/01/2026 09:11 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| US CPI Urban Consumers NSA | 324.054 | |
| Goldman Sachs US Technology Equity 6% Volatility Target USD ER Index | 192.89 |
STRIKE DATE 15/08/2023
RETURN & BARRIERS
Investment Structure: Growth Participation Note
Participation Rate: USD = 100% Participation in the Inflation Index, and 100% Participation in the Underlying Index at maturity
Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2482811549
NEXT POTENTIAL MATURITY DATE 15/08/2028
COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Deutsche Bank AG | 10.1120 | 32.455 |
| Banco Santander | 3.6775 | 10.626 |
| Commerzbank AG | 10.8150 | 34.6 |
STRIKE DATE 28/07/2023
RETURN & BARRIERS
8.32% Annual Fixed Income paid quarterly
Capital Protection: 50% Final Barrier
P.A. RETURN 8.32% p.a.
ISIN XS2517475476
NEXT POTENTIAL MATURITY DATE 29/07/2024
