INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
UniCredit Diversified Markets Memory Income Autocall Dec 2023 GBP
ISIN: DE000HD0Z6S3
STRIKE DATE: 14/12/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,648.980010372.93
S&P 5004,719.55007501.24
Nikkei 22532,686.250062654.05
Eurostoxx 504,539.16005934.96

STRIKE DATE 14/12/2023
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: 1.75% 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 DE000HD0Z6S3
NEXT POTENTIAL MATURITY DATE 15/12/2025

EXPAND CLOSE
BBVA Global Markets Classic Autocall Dec 2023 GBP
ISIN: XS2662791164
STRIKE DATE: 14/12/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,377.85608640.714
Eurostoxx 504,539.16005934.96
Nikkei 22532,686.250062654.05
S&P 5004,719.55007501.24

STRIKE DATE 14/12/2023
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: 4.75% Semi-Annually (9.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.50% p.a.
ISIN XS2662791164
NEXT POTENTIAL MATURITY DATE 16/12/2024

EXPAND CLOSE
UniCredit Diversified Markets Memory Income Autocall Dec 2023
ISIN: DE000HD0Z6T1
STRIKE DATE: 14/12/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Unicredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,648.980010372.93
S&P 5004,719.55007501.24
Nikkei 22532,686.250062654.05
Eurostoxx 504,539.16005934.96

STRIKE DATE 14/12/2023
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: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.40% p.a.
ISIN DE000HD0Z6T1
NEXT POTENTIAL MATURITY DATE 15/12/2025

EXPAND CLOSE
Barclays European Banks 1Y Fixed Income September 2023 GBP
ISIN: XS2581045791
STRIKE DATE: 08/09/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG36.63
UniCredit SpA72.35
Credit Agricole SA17.17

STRIKE DATE 08/09/2023
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: USD: 9.12% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 9.12% p.a.
ISIN XS2581045791
NEXT POTENTIAL MATURITY DATE 09/09/2024

EXPAND CLOSE
BBVA SEMI-ANNUAL CLASSIC AUTOCALL JAN 2024 GBP
ISIN: XS2676596567
STRIKE DATE: 30/01/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,666.310010372.93
Eurostoxx 504,662.70005934.96
Nikkei 22536,065.860062654.05
S&P 5004,924.97007501.24

STRIKE DATE 30/01/2024
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: 5.20% Semi-Annually (10.40% p.a.)
P.A. RETURN 10.40% p.a.
ISIN XS2676596567
NEXT POTENTIAL MATURITY DATE 30/01/2025

EXPAND CLOSE
BBVA SEMI-ANNUAL CLASSIC AUTOCALL JAN 2024 USD
ISIN: XS2676596484
STRIKE DATE: 30/01/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,666.310010372.93
Eurostoxx 504,662.70005934.96
Nikkei 22536,065.860062654.05
S&P 5004,924.97007501.24

STRIKE DATE 30/01/2024
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: 6.25% Semi-Annually (12.50% p.a.)
P.A. RETURN 12.50% p.a.
ISIN XS2676596484
NEXT POTENTIAL MATURITY DATE 30/01/2025

EXPAND CLOSE
BBVA Global Markets Memory Income Autocall Jan 2024 USD
ISIN: XS2676590362
STRIKE DATE: 23/01/2024
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 601,267.56201986.704
DAX16,889.920024456.26
IBEX 359,974.000017809.2
HSI15,899.870026389.04

STRIKE DATE 23/01/2024
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: 4.025% Semi-Annual (8.05% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.05% p.a.
ISIN XS2676590362
NEXT POTENTIAL MATURITY DATE 24/01/2025

EXPAND CLOSE
BBVA Global Markets Classic Autocall Jan 2024 USD
ISIN: XS2676590289
STRIKE DATE: 24/01/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,267.56201986.704
DAX16,889.920024456.26
IBEX 359,974.000017809.2
HSI15,899.870026389.04

STRIKE DATE 24/01/2024
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 XS2676590289
NEXT POTENTIAL MATURITY DATE 24/01/2025

EXPAND CLOSE
BNP Paribas Capital Protected Income & Growth Jan 2024 USD
ISIN: XS2676683886
STRIKE DATE: 23/01/2024
INDICATIVE PRICE: 109.15%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 109.15% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,485.730010372.93
Eurostoxx 504,465.91005934.96
S&P 5004,864.60007501.24
Nikkei 22536,517.570062654.05

STRIKE DATE 23/01/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: 100% Capital Protected Income & Growth Unconditional coupon: 18% at year 3 based on 50% of capital Participation Rate: 100% Capped at 135% Growth Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2676683886
NEXT POTENTIAL MATURITY DATE 01/02/2027

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Jan 2024 EUR
ISIN: XS2663319593
STRIKE DATE: 24/01/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,196.820013212.96
Eurostoxx 504,564.11005934.96
Nikkei 22536,226.480062654.05
S&P 5004,868.55007501.24

STRIKE DATE 24/01/2024
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: EUR: 4.75% Semi-Annually (9.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 9.50% p.a.
ISIN XS2663319593
NEXT POTENTIAL MATURITY DATE 24/01/2025

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income Jan 2024 EUR
ISIN: XS2674270462
STRIKE DATE: 17/01/2024
INDICATIVE PRICE: 97.26%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE 97.26% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,403.08005934.96
S&P 5004,739.21007501.24
Nikkei 22535,477.750062654.05

STRIKE DATE 17/01/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 4.75% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2674270462
NEXT POTENTIAL MATURITY DATE 19/01/2027

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income Jan 2024 GBP
ISIN: XS2674270207
STRIKE DATE: 17/01/2024
INDICATIVE PRICE: 96.72%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.72% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,403.08005934.96
S&P 5004,739.21007501.24
Nikkei 22535,477.750062654.05

STRIKE DATE 17/01/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.38% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2674270207
NEXT POTENTIAL MATURITY DATE 25/01/2027

EXPAND CLOSE
Barclays 3 Year Triple Index Fixed Income Jan 2024 USD
ISIN: XS2674270389
STRIKE DATE: 17/01/2024
INDICATIVE PRICE: 96.52%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 96.52% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,403.08005934.96
S&P 5004,739.21007501.24
Nikkei 22535,477.750062654.05

STRIKE DATE 17/01/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.42% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2674270389
NEXT POTENTIAL MATURITY DATE 25/01/2027

EXPAND CLOSE
UniCredit Global Markets Memory Income Autocall Dec 2023
ISIN: DE000HD10SD9
STRIKE DATE: 06/12/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,515.380010372.93
S&P 5004,549.34007501.24
Nikkei 22533,445.900062654.05
Eurostoxx 504,483.26005934.96

STRIKE DATE 06/12/2023
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: 1.95% Quarterly (7.80% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 3.80% p.a.
ISIN DE000HD10SD9
NEXT POTENTIAL MATURITY DATE 08/12/2025

EXPAND CLOSE
BNP UK Banks 70-70 Low Hurdle Autocall Nov 2023
ISIN: XS2669935285
STRIKE DATE: 30/11/2023
INDICATIVE PRICE: 144.54%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE 144.54% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barclays141.0400434.7
HSBC587.88441350
Lloyds43.470096.6

STRIKE DATE 30/11/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Semi-Annual Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 8.55% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2669935285
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE
UniCredit Diversified Markets Memory Income Autocall Nov 2023 USD
ISIN: DE000HD0A9L1
STRIKE DATE: 30/11/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,453.750010372.93
S&P 5004,567.80007501.24
Nikkei 22533,486.890062654.05
Eurostoxx 504,382.47005934.96

STRIKE DATE 30/11/2023
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2.025% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.10% p.a.
ISIN DE000HD0A9L1
NEXT POTENTIAL MATURITY DATE 29/11/2024

EXPAND CLOSE
UniCredit Diversified Markets Memory Income Autocall Nov 2023 GBP
ISIN: DE000HD0A9M9
STRIKE DATE: 30/11/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,453.750010372.93
S&P 5004,567.80007501.24
Nikkei 22533,486.890062654.05
Eurostoxx 504,382.47005934.96

STRIKE DATE 30/11/2023
RETURN & BARRIERS
Investment Structure: Memory Income Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.90% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.60% p.a.
ISIN DE000HD0A9M9
NEXT POTENTIAL MATURITY DATE 29/11/2024

EXPAND CLOSE
BBVA Dual Index Fixed Income Nov 2023
ISIN: XS2641317073
STRIKE DATE: 28/11/2023
INDICATIVE PRICE: 98.61%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.61% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,455.240010372.93
S&P 5004,554.89007501.24

STRIKE DATE 28/11/2023
RETURN & BARRIERS
Maximum Term: 4 Years Investment Structure: Fixed Income Fixed Income Rate: USD: 5.85% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2641317073
NEXT POTENTIAL MATURITY DATE 29/11/2027

EXPAND CLOSE
Leonteq US Stock Classic Autocall Nov 2023 USD
ISIN: CH1300960593
STRIKE DATE: 28/11/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Leonteq
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Carnival Corp14.630025.2
Meta Platform Inc338.9900618.43
Microsoft382.7000409.43
Tesla Motors246.7200

STRIKE DATE 28/11/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 83% of initial level Coupon Rate: USD: 5.00% Quarterly (20.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 20.0%
ISIN CH1300960593
NEXT POTENTIAL MATURITY DATE 29/08/2024

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Jan 2024 GBP
ISIN: XS2663289077
STRIKE DATE: 10/01/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY XS2663289077
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,255.000013212.96
Eurostoxx 504,468.98005934.96
Nikkei 22534,441.720062654.05
S&P 5004,783.45007501.24

STRIKE DATE 10/01/2024
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually(First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 3.60% Semi-Annual (7.20% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.20% p.a.
ISIN XS2663289077
NEXT POTENTIAL MATURITY DATE 12/01/2026

EXPAND CLOSE