INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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 Corp14.630025.27
Meta Platform Inc338.9900606.1
Microsoft382.7000381.58
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
SMI11,255.000014214.95
Eurostoxx 504,468.98006210.17
Nikkei 22534,441.720066422.6
S&P 5004,783.45007408.3

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
BBVA 85-60 Memory Income Autocall Jan 2024 USD
ISIN: XS2663289150
STRIKE DATE: 10/01/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,255.000014214.95
Eurostoxx 504,468.98006210.17
Nikkei 22534,441.720066422.6
S&P 5004,783.45007408.3

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: USD: 4.10% Semi-Annual (8.20% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.20% p.a.
ISIN XS2663289150
NEXT POTENTIAL MATURITY DATE 12/01/2026

EXPAND CLOSE
Morgan Stanley 100% Capital Protected Autocall Dec 2023 GBP
ISIN: XS2722337214
STRIKE DATE: 14/12/2023
INDICATIVE PRICE: 117.05%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 117.05% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,539.16006210.17
S&P/ASX 2007,377.85608838.994
Nikkei 22532,686.250066422.6

STRIKE DATE 14/12/2023
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: 3.625% Semi-Annually (7.25% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2722337214
NEXT POTENTIAL MATURITY DATE 14/12/2026

EXPAND CLOSE
Morgan Stanley 100% Capital Protected Autocall Dec 2023 USD
ISIN: XS2722337305
STRIKE DATE: 14/12/2023
INDICATIVE PRICE: 119.33%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 119.33% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,539.16006210.17
S&P/ASX 2007,377.85608838.994
Nikkei 22532,686.250066422.6

STRIKE DATE 14/12/2023
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: 4.10% Semi-Annually (8.20% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2722337305
NEXT POTENTIAL MATURITY DATE 14/12/2026

EXPAND CLOSE
GS CPI & Technology Linked Participation Growth Nov 2023 USD
ISIN: XS2688912349
STRIKE DATE: 01/11/2023
INDICATIVE PRICE: 111.78%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 111.78% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
US CPI Urban Consumers NSA307.7890333.952
Goldman Sachs US Technology Equity 6% Volatility Target USD ER Index170.7000196.03

STRIKE DATE 01/11/2023
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: USD: 100% participation in both the CPI and Underlying Index at maturity Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2688912349
NEXT POTENTIAL MATURITY DATE 01/11/2028

EXPAND CLOSE
GS CPI & Multi Asset Linked Participation Growth Nov 2023 USD
ISIN: XS2688913230
STRIKE DATE: 24/11/2023
INDICATIVE PRICE: 106.07%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 106.07% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
US CPI Urban Consumers NSA307.6710333.952
Goldman Sachs Global Multi-Asset Allocator 6% Index139.0500149.77

STRIKE DATE 24/11/2023
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: USD: 100% participation in the CPI and 120% participation in the Underlying Index at maturity Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2688913230
NEXT POTENTIAL MATURITY DATE 24/11/2028

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Dec 2023 GBP
ISIN: XS2662791321
STRIKE DATE: 13/12/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,548.440010639.17
Eurostoxx 504,530.19006210.17
Nikkei 22532,926.350066422.6
S&P 5004,707.09007408.3

STRIKE DATE 13/12/2023
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: 5.25% Semi-Annually (10.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.50% p.a.
ISIN XS2662791321
NEXT POTENTIAL MATURITY DATE 13/12/2024

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Dec 2023 USD
ISIN: XS2662791248
STRIKE DATE: 13/12/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,548.440010639.17
Eurostoxx 504,530.19006210.17
Nikkei 22532,926.350066422.6
S&P 5004,707.09007408.3

STRIKE DATE 13/12/2023
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: USD: 6.15% Semi-Annually (12.30% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.30% p.a.
ISIN XS2662791248
NEXT POTENTIAL MATURITY DATE 13/12/2024

EXPAND CLOSE
Soc Gen Capital Protected Income & Growth Nov 2023 GBP
ISIN: XS2699611393
STRIKE DATE: 20/11/2023
INDICATIVE PRICE: 0.00%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY GBP
CURRENT PRICE 0.00% (as at 24/07/2026 10:18 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,496.360010639.17
Eurostoxx 504,342.41006210.17
S&P 5004,547.38007408.3
Nikkei 22533,388.030066422.6

STRIKE DATE 20/11/2023
RETURN & BARRIERS
Term: 6 Years Strike Level for Growth: 100% of initial level Fixed Income Rate: USD 20% Paid at Year 3 on 50% of initial investment Participation Rate: 100% participation in the growth above the strike level, capped 125% paid on remaining 50% at maturity Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2699611393
NEXT POTENTIAL MATURITY DATE 20/11/2026

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall Nov 2023 USD
ISIN: XS2682906057
STRIKE DATE: 08/11/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10015,313.240028454.81
Eurostoxx 504,178.49006210.17
Nikkei 22532,166.480066422.6

STRIKE DATE 08/11/2023
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 Coupon Rate: USD: 7.50% Quarterly (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 15.00% p.a.
ISIN XS2682906057
NEXT POTENTIAL MATURITY DATE 08/11/2024

    EXPAND CLOSE
    BNP Capital Protected Autocall November 2023 ZAR
    ISIN: ZAE000327946
    STRIKE DATE: 07/11/2023
    INDICATIVE PRICE: 138.57%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas Issuance B.V.
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE 138.57% (as at 24/07/2026 10:18 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,153.37006210.17
    Nikkei 22532,271.820066422.6
    S&P/ASX 2006,977.07308838.994

    STRIKE DATE 07/11/2023
    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: ZAR: 7.50% Semi-Annually (15.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN ZAE000327946
    NEXT POTENTIAL MATURITY DATE 09/11/2026

    EXPAND CLOSE
    CIBC Capital Protected Income & Growth Dec 2023 USD
    ISIN: XS2716096636
    STRIKE DATE: 12/12/2023
    INDICATIVE PRICE: 112.53%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Canadian Imperial Bank of Commerce
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 112.53% (as at 24/07/2026 10:18 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,542.770010639.17
    Eurostoxx 504,536.61006210.17
    S&P 5004,643.70007408.3
    Nikkei 22532,843.700066422.6

    STRIKE DATE 12/12/2023
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: 100% Capital Protected Income & Growth Unconditional coupon: 20% at year 3 based on 50% of capital Participation Rate: 100% Capped at 137% Growth Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS2716096636
    NEXT POTENTIAL MATURITY DATE 21/12/2026

    EXPAND CLOSE
    Soc Gen 4 Year Fixed Income Autocall November 2023 USD
    ISIN: XS2659731082
    STRIKE DATE: 06/11/2023
    INDICATIVE PRICE: 56.89%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Societe generale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 56.89% (as at 24/07/2026 10:18 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Carnival Corp12.260025.27
    Enphase Energy Inc78.180038.89
    Solaredge Technologies Inc71.770045.14
    Meta Platform Inc315.8000606.1

    STRIKE DATE 06/11/2023
    RETURN & BARRIERS
    Maximum Term: 4 Years Investment Structure: Fixed Income Fixed Income Rate: USD: 13.48% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS2659731082
    NEXT POTENTIAL MATURITY DATE 06/08/2026

    EXPAND CLOSE
    UBS Low Hurdle Classic Autocall Nov 2023 GBP
    ISIN: XS2712133524
    STRIKE DATE: 03/11/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2006,978.20208838.994
    Eurostoxx 504,174.67006210.17
    FTSE 1007,417.730010639.17
    Nikkei 22531,949.890066422.6

    STRIKE DATE 03/11/2023
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Semi- Annual (First observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP= 5% Semi- Annually (10% p.a.) Low Hurdle Trigger: 85% of initial level at maturity for all accumulated coupons Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 10.00% p.a.
    ISIN XS2712133524
    NEXT POTENTIAL MATURITY DATE 05/11/2024

    EXPAND CLOSE
    UniCredit Diversified Markets Memory Income Autocall Oct 2023
    ISIN: DE000HC9Q8D5
    STRIKE DATE: 31/10/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UniCredit
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,321.720010639.17
    S&P 5004,193.80007408.3
    Nikkei 22530,858.850066422.6
    Eurostoxx 504,061.12006210.17

    STRIKE DATE 31/10/2023
    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 = 1.86% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.44% p.a.
    ISIN DE000HC9Q8D5
    NEXT POTENTIAL MATURITY DATE 31/10/2024

    EXPAND CLOSE
    UniCredit Diversified Markets Memory Income Autocall Oct 2023
    ISIN: DE000HC9Q8C7
    STRIKE DATE: 31/10/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UniCredit
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,321.720010639.17
    S&P 5004,193.80007408.3
    Nikkei 22530,858.850066422.6
    Eurostoxx 504,061.12006210.17

    STRIKE DATE 31/10/2023
    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 = 2.00% Quarterly 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 DE000HC9Q8C7
    NEXT POTENTIAL MATURITY DATE 31/10/2024

    EXPAND CLOSE
    Societe Generale Banks Memory Knock-Out Autocall October 2023
    ISIN: XS2699501370
    STRIKE DATE: 31/10/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Societe Generale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Commerzbank AG10.150036.35
    HSBC592.30001527
    UniCredit SpA23.625079.22

    STRIKE DATE 31/10/2023
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Memory Knock-out Autocall Autocall Opportunities: Semi-annual (First Observation at 12 months) Knock Out Trigger: 90% of initial level Coupon Rate: USD: 10.00% Semi-annual (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 XS2699501370
    NEXT POTENTIAL MATURITY DATE 31/10/2024

    EXPAND CLOSE
    Morgan Stanley Capital Protected Autocall Nov 2023 GBP
    ISIN: XS2682833822
    STRIKE DATE: 29/11/2023
    INDICATIVE PRICE: 123.56%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 123.56% (as at 24/07/2026 10:18 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,370.53006210.17
    S&P/ASX 2007,035.34708838.994
    Nikkei 22533,321.220066422.6

    STRIKE DATE 29/11/2023
    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: 4.70% Semi-Annually (9.40% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS2682833822
    NEXT POTENTIAL MATURITY DATE 30/11/2026

    EXPAND CLOSE
    Morgan Stanley Capital Protected Autocall Nov 2023 USD
    ISIN: XS2682834044
    STRIKE DATE: 29/11/2023
    INDICATIVE PRICE: 125.13%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 125.13% (as at 24/07/2026 10:18 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,370.53006210.17
    S&P/ASX 2007,035.34708838.994
    Nikkei 22533,321.220066422.6

    STRIKE DATE 29/11/2023
    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: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN
    ISIN XS2682834044
    NEXT POTENTIAL MATURITY DATE 30/11/2026

    EXPAND CLOSE