INTERNATIONAL PRODUCTS
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Banco Santander | 4.4960 | 11.998 |
| Deutsche Bank AG | 14.7480 | 29.12 |
| ING Groep NV | 16.3940 | 29.62 |
| Societe Generale | 21.8300 | 64.6 |
STRIKE DATE 30/08/2024
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 12 months)
Knock-Out Trigger: 100% of initial level then reduced by 2.50% quarterly
Memory Income Rate: USD: 5.05% Semi-Annually (10.10% p.a.)
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 10.10% p.a.
ISIN XS2608300310
NEXT POTENTIAL MATURITY DATE 01/09/2025
COUNTERPARTY Marex
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Meta Platform Inc | 521.3100 | 736.72 |
| Microsoft | 417.1400 | 539.44 |
| Amazon.com | 178.5000 | 254.76 |
| Tesla Motors | 214.1100 |
STRIKE DATE 30/08/2024
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Low Hurdle Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level, reduced to 70% on the Final Observation
Coupon Rate: GBP: 5.788% Quarterly (23.152% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 23.152% p.a.
ISIN XS2774152750
NEXT POTENTIAL MATURITY DATE 28/02/2025
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 97.13% (as at 16/10/2026 10:16 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| US SOFR Rate | 4.8600 | 3.88 |
STRIKE DATE 16/10/2024
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Callable Range Accrual
Income Payments: Quarterly
Income Rate: 6.50% p.a. (1.625% per quarter)
SOFR Range: 3.25%-5.50%
Issuer Callable: Quarterly from 12 Months
Capital Risk: None
Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS2836595269
NEXT POTENTIAL MATURITY DATE 23/10/2026
COUNTERPARTY Citi
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 8,320.7600 | 10840.35 |
| FTSE MIB | 34,727.4000 | 49397.55 |
| HSI | 20,632.3000 | 24062.72 |
| S&P 500 | 5,738.1700 | 7744.06 |
STRIKE DATE 27/09/2024
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: EUR: 3.50% Semi-Annually (7.00% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.00% p.a.
ISIN XS2873431329
NEXT POTENTIAL MATURITY DATE 29/09/2025
COUNTERPARTY Citigroup Global Markets Limited
TYPE Note
CURRENCY GBP
CURRENT PRICE 112.09% (as at 16/10/2026 10:16 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,871.5400 | 6168.26 |
| Nikkei 225 | 37,723.9100 | 64425.95 |
| S&P 500 | 5,702.5500 | 7744.06 |
| SMI | 11,934.0700 | 14349.51 |
STRIKE DATE 20/09/2024
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: GBP: 3.70% Semi-Annually (7.40% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2873412022
NEXT POTENTIAL MATURITY DATE 21/09/2027
COUNTERPARTY Citigroup Global Markets Limited
TYPE Note
CURRENCY USD
CURRENT PRICE 111.60% (as at 16/10/2026 10:16 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,871.5400 | 6168.26 |
| Nikkei 225 | 37,723.9100 | 64425.95 |
| S&P 500 | 5,702.5500 | 7744.06 |
| SMI | 11,934.0700 | 14349.51 |
STRIKE DATE 20/09/2024
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: 3.65% Semi- Annually (7.30% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2873411644
NEXT POTENTIAL MATURITY DATE 21/09/2027
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Nasdaq 100 | 19,516.4400 | 29935.59 |
| Nikkei 225 | 38,110.2200 | 64425.95 |
| STOXX Europe 600 Banks Index | 198.0900 | 398.32 |
STRIKE DATE 26/08/2024
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: EUR= 3.40% Semi-annual
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 6.80% p.a.
ISIN XS2811999866
NEXT POTENTIAL MATURITY DATE 26/08/2025
COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE 93.92% (as at 16/10/2026 10:16 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 5,570.6400 | 7744.06 |
STRIKE DATE 22/08/2024
RETURN & BARRIERS
Investment Structure: Twin-Win: 100% Participation in the growth or decline of the S&P 500. Kick out barrier of 59% and 141% If barrier is breached 5.30% flat coupon is paid at maturity. 5.00% guaranteed coupon. 100% Capital Protected.
Capital Risk: Capital protected
P.A. RETURN
ISIN XS2873373372
NEXT POTENTIAL MATURITY DATE 22/08/2028
COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Amazon.com | 191.6000 (Knocked out) | 254.76 |
| Microsoft | 435.2700 | 539.44 |
| Tesla Motors | 238.2500 (Knocked out) | |
| Nvidia Corporation | 116.0000 (Knocked out) | 217.23 |
STRIKE DATE 20/09/2024
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Knock-Out Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Knock-Out Trigger: 95% of initial level
Coupon Rate: USD: 3.75% Quarterly (15.00% p.a.)
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 15.00% p.a.
ISIN XS2846058969
NEXT POTENTIAL MATURITY DATE 20/06/2025
COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,840.5200 | 6168.26 |
| FTSE 100 | 8,311.4100 | 10840.35 |
| Nikkei 225 | 38,062.6700 | 64425.95 |
| Russell 2000 | 2,141.9210 | 2767.269 |
STRIKE DATE 16/08/2024
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: 1.75% 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 XS2873478551
NEXT POTENTIAL MATURITY DATE 17/02/2026
COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,840.5200 | 6168.26 |
| FTSE 100 | 8,311.4100 | 10840.35 |
| Nikkei 225 | 38,062.6700 | 64425.95 |
| Russell 2000 | 2,141.9210 | 2767.269 |
STRIKE DATE 16/08/2024
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: 1.625% Quarterly (6.50% p.a.)
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.50% p.a.
ISIN XS2873478635
NEXT POTENTIAL MATURITY DATE 17/02/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,871.4100 | 6168.26 |
| SMI | 12,275.2400 | 14349.51 |
| Nikkei 225 | 37,388.6200 | 64425.95 |
| Nasdaq 100 | 19,766.4900 | 29935.59 |
STRIKE DATE 19/08/2024
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level, reduced to 85% on the Final Observation
Coupon Rate: GBP: 2.50% Quarterly (10.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 10.00% p.a.
ISIN XS2580454242
NEXT POTENTIAL MATURITY DATE 19/11/2025
COUNTERPARTY CITI
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 33,780.28 | 49397.55 |
| Nikkei 225 | 36,203.2200 | 64425.95 |
| Eurostoxx 50 | 4,860.7800 | 6168.26 |
| S&P 500 | 5,634.5800 | 7744.06 |
STRIKE DATE 17/09/2024
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: 3.375% Semi-Annually (6.75% p.a.)
Income Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.75% p.a.
ISIN XS2873371327
NEXT POTENTIAL MATURITY DATE 17/09/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 33,780.2800 | 49397.55 |
| Nikkei 225 | 36,203.2200 | 64425.95 |
| S&P 500 | 5,634.5800 | 7744.06 |
| Eurostoxx 50 | 4,860.7800 | 6168.26 |
STRIKE DATE 17/09/2024
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annually
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 3.525% Semi-Annually (7.05% p.a.)
Income Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.05% p.a.
ISIN XS2873368299
NEXT POTENTIAL MATURITY DATE 17/09/2025
COUNTERPARTY UniCredit AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,807.7700 | 6168.26 |
| FTSE 100 | 8,347.3500 | 10840.35 |
| OMX Stockholm 30 | 2,522.8120 | 3256.08 |
| Nasdaq 100 | 19,490.1500 | 29935.59 |
STRIKE DATE 15/08/2024
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: 1.50% Quarterly (6.00% p.a.)
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000HD76JR9
NEXT POTENTIAL MATURITY DATE 16/02/2026
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSBC | 639.6000 | 1421.2 |
| BBVA | 8.8160 | 22.99 |
| UniCredit SpA | 34.1800 | 75.14 |
STRIKE DATE 09/08/2024
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 24 months)
Autocall Trigger: 100% of initial level (85% Low Hurdle at Final Observation)
Coupon Rate: GBP: 5.00% Semi-Annually (10.00% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 10.00% p.a.
ISIN XS2812993280
NEXT POTENTIAL MATURITY DATE 10/08/2026
COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Carnival Corp | 14.4900 | 26.46 |
| Tesla Motors | 198.8400 | |
| Advanced Micro Devices | 136.3200 | 562.23 |
| Meta Platform Inc | 509.6300 | 736.72 |
STRIKE DATE 09/08/2024
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly
(First Observation at 6 months)
Autocall Trigger: 78% of initial level
Memory Income Rate: USD: 4.00% Quarterly (16.00% p.a.)
Income Trigger: 65% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2845904908
NEXT POTENTIAL MATURITY DATE 09/08/2028
COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Amazon.com | 179.5500 | 254.76 |
| Microsoft | 414.2000 | 539.44 |
| Tesla Motors | 226.1700 | |
| Nvidia Corporation | 108.1000 | 217.23 |
STRIKE DATE 10/09/2024
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: 6.25% Quarterly (25.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 25.00% p.a.
ISIN XS2846015308
NEXT POTENTIAL MATURITY DATE 10/06/2025
COUNTERPARTY Citi
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,575.2200 | 6168.26 |
| Russell 2000 | 2,064.3020 | 2767.269 |
| S&P/ASX 200 | 7,680.6420 | 8719.719 |
STRIKE DATE 06/08/2024
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: 3.00% Quarterly (6.00% p.a.)
Income Trigger: 90% of initial level
Capital Risk: None
Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 6.00% p.a.
ISIN XS2828720727
NEXT POTENTIAL MATURITY DATE 06/08/2025
COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| BBVA | 8.6200 | 22.99 |
| Banco Santander | 3.9640 | 11.998 |
| UniCredit SpA | 32.6000 | 75.14 |
| Commerzbank AG | 13.1800 | 37.7 |
STRIKE DATE 06/08/2024
RETURN & BARRIERS
Maximum Term: 1 years
Investment Structure: Fixed Income
Fixed Income Rate: EUR: 6.00% p.a. (Paid Quarterly)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 6.00% p.a.
ISIN XS2808911346
NEXT POTENTIAL MATURITY DATE 06/08/2025