INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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 504,839.14006272.5
FTSE 1008,146.860010679.99
Nikkei 22538,814.560065513.99
Russell 20002,006.15902835.574

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 504,839.14006272.5
    FTSE 1008,146.860010679.99
    Nikkei 22538,814.560065513.99
    Russell 20002,006.15902835.574

    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
      BBVA 75-60 Memory Income Autocall Jun 2024 USD
      ISIN: XS2759825800
      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 504,839.14006272.5
      Nikkei 22538,814.560065513.99
      FTSE 1008,146.860010679.99
      Nasdaq 10019,659.800030478.86

      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 XS2759825800
      NEXT POTENTIAL MATURITY DATE 16/09/2025

        EXPAND CLOSE
        Citi Developed Markets Semi-Annual Classic Autocall EUR Jul 2024 – Factsheet upon request
        ISIN: XS2814639857
        STRIKE DATE: 11/07/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY Citigroup Global Markets Funding Luxembourg
        TYPE Note
        CURRENCY EUR
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        FTSE MIB34,318.110051543.45
        HSI17,832.330024761.13
        S&P 5005,584.54007704.13

        STRIKE DATE 11/07/2024
        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: 5.44% Semi-Annually (10.88% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 10.88% p.a.
        ISIN XS2814639857
        NEXT POTENTIAL MATURITY DATE 11/07/2025

        EXPAND CLOSE
        Marex 75-60 Memory Income Autocall USD Jul 2024
        ISIN: XS2748056095
        STRIKE DATE: 11/07/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Marex
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Nikkei 22542,224.020065513.99
        Eurostoxx 504,976.13006272.5
        SMI12,255.780013905.82
        Russell 20002,125.03702835.574

        STRIKE DATE 11/07/2024
        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: 3.70% Semi-Annual (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 XS2748056095
        NEXT POTENTIAL MATURITY DATE 12/01/2026

        EXPAND CLOSE
        Citi Semi-Annual Classic Autocall GBP JUL 2024 – Factsheet upon request
        ISIN: XS2814640780
        STRIKE DATE: 01/07/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY Citigroup Global Markets Funding Luxembourg
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,929.99006272.5
        FTSE MIB33,716.540051543.45
        Nikkei 22539,631.060065513.99
        S&P 5005,475.09007704.13

        STRIKE DATE 01/07/2024
        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: 5.525% Semi-Annually (11.05% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 11.05% p.a.
        ISIN XS2814640780
        NEXT POTENTIAL MATURITY DATE 01/07/2025

        EXPAND CLOSE
        UBS Triple Index Classic Autocall Jun 2024 USD
        ISIN: XS2807331058
        STRIKE DATE: 07/06/2024
        INDICATIVE PRICE: 129.73%
        STATUS: Live
        FACTSHEET: CONTACT

        COUNTERPARTY UBS
        TYPE Note
        CURRENCY USD
        CURRENT PRICE 129.73% (as at 25/09/2026 11:12 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Nikkei 22538,683.930065513.99
        Eurostoxx 505,051.31006272.5
        S&P 5005,346.99007704.13

        STRIKE DATE 07/06/2024
        RETURN & BARRIERS
        Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 13.30% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN
        ISIN XS2807331058
        NEXT POTENTIAL MATURITY DATE 07/06/2027

        EXPAND CLOSE
        UBS Triple Index Reducing Autocall Jun 2024 USD
        ISIN: XS2806465717
        STRIKE DATE: 07/06/2024
        INDICATIVE PRICE: 119.49%
        STATUS: Live
        FACTSHEET: CONTACT

        COUNTERPARTY UBS
        TYPE Note
        CURRENCY USD
        CURRENT PRICE 119.49% (as at 25/09/2026 11:12 UK Time)

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Nikkei 22538,683.930065513.99
        Eurostoxx 505,051.31006272.5
        S&P 5005,346.99007704.13

        STRIKE DATE 07/06/2024
        RETURN & BARRIERS
        Maximum Term: 5 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 90% of initial level (reducing by 5% p.a.) Coupon Rate: USD: 9.15% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN
        ISIN XS2806465717
        NEXT POTENTIAL MATURITY DATE 07/06/2027

        EXPAND CLOSE
        BBVA Developed Markets Semi-Annual Classic Autocall Jun 2024 USD
        ISIN: XS2760247796
        STRIKE DATE: 06/06/2024
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        SMI12,241.250013905.82
        Eurostoxx 505,069.09006272.5
        Nikkei 22538,703.510065513.99
        S&P 5005,352.96007704.13

        STRIKE DATE 06/06/2024
        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: 7.00% Semi-Annually (14.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 14.00% p.a.
        ISIN XS2760247796
        NEXT POTENTIAL MATURITY DATE 08/12/2025

          EXPAND CLOSE
          UBS 75-60 Memory Income Autocall June 2024 GBP
          ISIN: XS2812385826
          STRIKE DATE: 05/06/2024
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: DOWNLOAD

          COUNTERPARTY UBS
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Eurostoxx 505,035.66006272.5
          FTSE 1008,246.950010679.99
          Nikkei 22538,490.170065513.99
          Russell 20002,063.87302835.574

          STRIKE DATE 05/06/2024
          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: GBP: 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 XS2812385826
          NEXT POTENTIAL MATURITY DATE 05/12/2025

          EXPAND CLOSE
          UBS 75-60 Memory Income Autocall June 2024 USD
          ISIN: XS2812385743
          STRIKE DATE: 05/06/2024
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: DOWNLOAD

          COUNTERPARTY UBS
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Eurostoxx 505,035.66006272.5
          FTSE 1008,246.950010679.99
          Nikkei 22538,490.170065513.99
          Russell 20002,063.87302835.574

          STRIKE DATE 05/06/2024
          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: 1.925% Quarterly (7.70% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN 7.70% p.a.
          ISIN XS2812385743
          NEXT POTENTIAL MATURITY DATE 05/12/2025

          EXPAND CLOSE
          Marex Fixed Income Geared Put June 2024 USD
          ISIN: XS2748050130
          STRIKE DATE: 03/06/2024
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: CONTACT

          COUNTERPARTY Marex
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Adobe Inc439.0200238.93
          Nvidia Corporation115.0000224.58
          Meta Platform Inc477.4900777.59
          Netflix633.790071.72

          STRIKE DATE 03/06/2024
          RETURN & BARRIERS
          Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 10.332% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 70% Geared put strike
          P.A. RETURN 10.332% p.a.
          ISIN XS2748050130
          NEXT POTENTIAL MATURITY DATE 03/12/2024

            EXPAND CLOSE
            SocGen Banks Early Low Hurdle Autocall June 2024 USD
            ISIN: XS2813989113
            STRIKE DATE: 31/05/2024
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: CONTACT

            COUNTERPARTY SocGen
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            BNP Paribas SA67.700098.43
            Deutsche Bank AG15.226030.93
            BBVA9.940024.88
            UniCredit SpA36.385082.18

            STRIKE DATE 31/05/2024
            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 75% Glider at month 12 Coupon Rate: USD: 5.00% Quarterly (20.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
            P.A. RETURN 20.00% p.a.
            ISIN XS2813989113
            NEXT POTENTIAL MATURITY DATE 28/02/2025

              EXPAND CLOSE
              Barclays European Banks 1 Year Fixed Income May 2024 EUR
              ISIN: XS2772419276
              STRIKE DATE: 31/05/2024
              INDICATIVE PRICE: Not available
              STATUS: Matured
              FACTSHEET: DOWNLOAD

              COUNTERPARTY Barclays
              TYPE Note
              CURRENCY EUR
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              Commerzbank AG15.540041.07
              UniCredit SpA36.385082.18
              BBVA9.940024.88

              STRIKE DATE 31/05/2024
              RETURN & BARRIERS
              Maximum Term: 1 years Investment Structure: Fixed Income Fixed Income Rate: EUR: 6.25% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
              P.A. RETURN 6.25% p.a.
              ISIN XS2772419276
              NEXT POTENTIAL MATURITY DATE 02/06/2025

              EXPAND CLOSE
              UBS 75-60 Memory Income Autocall May 2024 USD
              ISIN: XS2809257996
              STRIKE DATE: 31/05/2024
              INDICATIVE PRICE: Not available
              STATUS: Matured
              FACTSHEET: DOWNLOAD

              COUNTERPARTY UBS
              TYPE Note
              CURRENCY USD
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              Eurostoxx 504,983.67006272.5
              FTSE 1008,275.380010679.99
              S&P/ASX 2007,701.73908702.022
              S&P 5005,277.51007704.13

              STRIKE DATE 31/05/2024
              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: 1.625% 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 XS2809257996
              NEXT POTENTIAL MATURITY DATE 01/12/2025

              EXPAND CLOSE
              BBVA Semi-Annual Classic Autocall GBP JUL 2024
              ISIN: XS2760231014
              STRIKE DATE: 01/07/2024
              INDICATIVE PRICE: Not available
              STATUS: Matured
              FACTSHEET: DOWNLOAD

              COUNTERPARTY BBVA
              TYPE Note
              CURRENCY GBP
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              SMI12,049.610013905.82
              Eurostoxx 504,929.99006272.5
              Nikkei 22539,631.060065513.99
              S&P 5005,475.09007704.13

              STRIKE DATE 01/07/2024
              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: 5.85% Semi-Annually (11.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
              P.A. RETURN 11.70% p.a.
              ISIN XS2760231014
              NEXT POTENTIAL MATURITY DATE 05/01/2026

              EXPAND CLOSE
              BBVA Semi-Annual Classic Autocall USD JUL 2024
              ISIN: XS2760229463
              STRIKE DATE: 01/07/2024
              INDICATIVE PRICE: Not available
              STATUS: Matured
              FACTSHEET: DOWNLOAD

              COUNTERPARTY BBVA
              TYPE Note
              CURRENCY USD
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              SMI12,049.610013905.82
              Eurostoxx 504,929.99006272.5
              Nikkei 22539,631.060065513.99
              S&P 5005,475.09007704.13

              STRIKE DATE 01/07/2024
              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: 6.80% Semi-Annually (13.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
              P.A. RETURN 13.60% p.a.
              ISIN XS2760229463
              NEXT POTENTIAL MATURITY DATE 05/01/2026

              EXPAND CLOSE
              SOCIÉTÉ GÉNÉRALE US Tech Early Low Hurdle Autocall USD JUL 2024
              ISIN: XS2814005844
              STRIKE DATE: 03/07/2024
              INDICATIVE PRICE: Not available
              STATUS: Matured
              FACTSHEET: CONTACT

              COUNTERPARTY Société Générale
              TYPE Note
              CURRENCY USD
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              Amazon.com197.5900249.38
              Microsoft460.7700497.93
              Nvidia Corporation128.2800224.58
              Tesla Motors246.3900

              STRIKE DATE 03/07/2024
              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: 5.25% Quarterly (21.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
              P.A. RETURN 21.00% p.a.
              ISIN XS2814005844
              NEXT POTENTIAL MATURITY DATE 03/07/2025

              EXPAND CLOSE
              SOCIÉTÉ GÉNÉRALE Global Banks Low Hurdle Memory Knock-Out Autocall USD JUN 2024 – Factsheet upon request
              ISIN: XS2814006735
              STRIKE DATE: 24/06/2024
              INDICATIVE PRICE: Not available
              STATUS: Matured
              FACTSHEET: CONTACT

              COUNTERPARTY Société Générale
              TYPE Note
              CURRENCY USD
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              UniCredit SpA35.365082.18
              Commerzbank AG14.230041.07
              BBVA9.392024.88
              Morgan Stanley97.1000196.32

              STRIKE DATE 24/06/2024
              RETURN & BARRIERS
              Maximum Term: 4 years Investment Structure: Memory Knock-Out Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Knock-Out Trigger: 95% of initial level, reduced to 70% on the Final Observation Coupon Rate: USD: 3.80% Quarterly (15.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
              P.A. RETURN 15.20% p.a.
              ISIN XS2814006735
              NEXT POTENTIAL MATURITY DATE 27/12/2024

              EXPAND CLOSE
              Natixis 3 Year Triple Index Fixed Income GBP JUL 2024
              ISIN: XS2736676102
              STRIKE DATE: 02/07/2024
              INDICATIVE PRICE: 100.36%
              STATUS: Live
              FACTSHEET: DOWNLOAD

              COUNTERPARTY Natixis
              TYPE Note
              CURRENCY GBP
              CURRENT PRICE 100.36% (as at 25/09/2026 11:12 UK Time)

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              Eurostoxx 504,906.33006272.5
              S&P 5005,509.01007704.13
              Nikkei 22540,074.690065513.99

              STRIKE DATE 02/07/2024
              RETURN & BARRIERS
              Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.20% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
              P.A. RETURN
              ISIN XS2736676102
              NEXT POTENTIAL MATURITY DATE 09/07/2027

              EXPAND CLOSE