INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Morgan Stanley 100% Capital Protected Autocall OCT 2023 USD
ISIN: XS2682619239
STRIKE DATE: 30/10/2023
INDICATIVE PRICE: 121.75%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE 121.75% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,028.32006412.68
S&P/ASX 2006,772.92708844.412
Nikkei 22530,696.960069744.07

STRIKE DATE 30/10/2023
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: 4.30% Semi-Annually (8.60% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2682619239
NEXT POTENTIAL MATURITY DATE 30/10/2026

EXPAND CLOSE
Goldman Sachs Issuer Callable Growth Participation Sep 2023 USD
ISIN: XS2658334466
STRIKE DATE: 27/09/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,593.220010679.03

STRIKE DATE 27/09/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Issuer Callable Capital Protected Participation Issuer Callable Coupon USD: 6.00% p.a. if called by Issuer (from 12 months) Participation Rate: USD: 145% participation in the Index at maturity Capital Risk: 100% Capital protected
P.A. RETURN 6.00% p.a.
ISIN XS2658334466
NEXT POTENTIAL MATURITY DATE 29/09/2025

EXPAND CLOSE
SOCIÉTÉ GÉNÉRALE GREEN ENERGY ENHANCED 50-50 MEMORY INCOME OCT 2023 USD
ISIN: XS2659692243
STRIKE DATE: 27/10/2023
INDICATIVE PRICE: 98.01%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 98.01% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Enphase Energy Inc82.090043.07
Plug Power Inc5.90002.64
Sunrun Inc8.840012.74
Solaredge Technologies Inc76.990052.38

STRIKE DATE 27/10/2023
RETURN & BARRIERS
Maximum Term : 4 years Investment Structure : Memory Income Autocall AutocallOpportunities : Quarterly (First Observation at 12 months) Knock-Out Trigger 90% of initial level then reduced by 5% quarterly floored at 50%) Memory Income Rate : USD: 5.32% Quarterly (21.28% p. Income Trigger : 50% of initial level Capital Risk Not capital protected CapitalProtection Barrier : 50% Strike with Geared Put (at maturity)
P.A. RETURN 21.28%
ISIN XS2659692243
NEXT POTENTIAL MATURITY DATE 27/07/2026

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Oct 2023 EUR
ISIN: XS2608950791
STRIKE DATE: 24/10/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2006,856.85908844.412
Eurostoxx 504,065.37006412.68
Nikkei 22531,062.350069744.07
Nasdaq 10014,745.850029329.21

STRIKE DATE 24/10/2023
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: 3.20% Semi-Annual (6.40% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.40% p.a.
ISIN XS2608950791
NEXT POTENTIAL MATURITY DATE 24/10/2024

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Oct 2023 EUR
ISIN: XS2608950528
STRIKE DATE: 24/10/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2006,856.85908844.412
Eurostoxx 504,065.37006412.68
Nikkei 22531,062.350069744.07
Nasdaq 10014,745.850029329.21

STRIKE DATE 24/10/2023
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: 5.20% Semi-Annually (10.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.40% p.a.
ISIN XS2608950528
NEXT POTENTIAL MATURITY DATE 24/10/2024

EXPAND CLOSE
BARCLAYS 3 YEAR TRIPLE INDEX FIXED INCOME OCT 2023 GBP
ISIN: XS2616831728
STRIKE DATE: 24/10/2023
INDICATIVE PRICE: 98.26%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.26% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,389.700010679.03
S&P 5004,247.68007483.24
Nikkei 22531,062.350069744.07

STRIKE DATE 24/10/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.50% p.a. (Paid Quarterly)USD: 6.70% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2616831728
NEXT POTENTIAL MATURITY DATE 26/10/2026

EXPAND CLOSE
BARCLAYS 3 YEAR TRIPLE INDEX FIXED INCOME OCT 2023 USD
ISIN: XS2616831991
STRIKE DATE: 24/10/2023
INDICATIVE PRICE: 98.64%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE 98.64% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,389.700010679.03
S&P 5004,247.68007483.24
Nikkei 22531,062.350069744.07

STRIKE DATE 24/10/2023
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.50% p.a. (Paid Quarterly)USD: 6.70% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2616831991
NEXT POTENTIAL MATURITY DATE 26/10/2026

EXPAND CLOSE
CITI EUROPEAN BANKS 1 YEAR FIXED INCOME OCT 2023 EUR
ISIN: XS2678874111
STRIKE DATE: 24/10/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Citi
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG10.050037.72
UniCredit SpA22.995081.96
BBVA7.392022.74

STRIKE DATE 24/10/2023
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: EUR: 8.61% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 8.61% p.a.
ISIN XS2678874111
NEXT POTENTIAL MATURITY DATE 24/10/2024

EXPAND CLOSE
BBVA 85-60 MEMORY INCOME AUTOCALL OCT 2023 GBP
ISIN: XS2608304494
STRIKE DATE: 18/10/2023
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 2007,077.60808844.412
Eurostoxx 504,105.86006412.68
Nikkei 22532,042.250069744.07
S&P 5004,314.60007483.24

STRIKE DATE 18/10/2023
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: 3.80% Semi-Annual (7.60% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.60% p.a.
ISIN XS2608304494
NEXT POTENTIAL MATURITY DATE 18/10/2024

EXPAND CLOSE
BBVA 85-60 MEMORY INCOME AUTOCALL OCT 2023 USD
ISIN: XS2608304577
STRIKE DATE: 18/10/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,077.60808844.412
Eurostoxx 504,105.86006412.68
Nikkei 22532,042.250069744.07
S&P 5004,314.60007483.24

STRIKE DATE 18/10/2023
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: 4.15% Semi-Annual (8.30% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.30% p.a.
ISIN XS2608304577
NEXT POTENTIAL MATURITY DATE 18/10/2024

EXPAND CLOSE
UBS 85-60 MEMORY INCOME AUTOCALL OCT 2023 USD
ISIN: XS2697455926
STRIKE DATE: 24/10/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2006,856.85908844.412
Eurostoxx 504,065.37006412.68
Nikkei 22531,062.350069744.07
S&P 5004,247.68007483.24

STRIKE DATE 24/10/2023
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: USD: 3.70% Semi-Annually (7.40% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.40% p.a.
ISIN XS2697455926
NEXT POTENTIAL MATURITY DATE 24/10/2024

EXPAND CLOSE
Morgan Stanley Triple Index Classic Autocall September 2023 
ISIN: XS2682514059
STRIKE DATE: 19/09/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,660.200010679.03
Eurostoxx 504,242.70006412.68
Nikkei 22533,242.590069744.07

STRIKE DATE 19/09/2023
RETURN & BARRIERS
Investment Structure: Classic semi-annual Autocall Autocall Opportunities: Semi-annual from 12 months Autocall Trigger: 100% of initial level Coupon Rate: 4.25% semi-annual (8.50% annually) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.50% p.a.
ISIN XS2682514059
NEXT POTENTIAL MATURITY DATE 19/09/2024

EXPAND CLOSE
BBVA Triple Index Classic Autocall Sept 2023 GBP
ISIN: XS2608297698
STRIKE DATE: 19/09/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,196.62808844.412
Eurostoxx 504,242.70006412.68
Nikkei 22533,242.590069744.07

STRIKE DATE 19/09/2023
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: 6.00% Semi-Annually (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.00% p.a.
ISIN XS2608297698
NEXT POTENTIAL MATURITY DATE 19/09/2024

    EXPAND CLOSE
    BBVA Triple Index Classic Autocall Sept 2023 USD
    ISIN: XS2608297425
    STRIKE DATE: 19/09/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2007,196.62808844.412
    Eurostoxx 504,242.70006412.68
    Nikkei 22533,242.590069744.07

    STRIKE DATE 19/09/2023
    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: 6.75% Semi-Annually (13.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 13.50% p.a.
    ISIN XS2608297425
    NEXT POTENTIAL MATURITY DATE 19/09/2024

      EXPAND CLOSE
      BBVA Semi-Annual Classic Autocall Oct 2023 GBP
      ISIN: XS2608299801
      STRIKE DATE: 17/10/2023
      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 2007,056.09308844.412
      Eurostoxx 504,152.32006412.68
      Nikkei 22532,040.290069744.07
      S&P 5004,373.20007483.24

      STRIKE DATE 17/10/2023
      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: 6.10% Semi-Annually (12.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 12.20% p.a.
      ISIN XS2608299801
      NEXT POTENTIAL MATURITY DATE 17/10/2024

      EXPAND CLOSE
      BBVA Semi-Annual Classic Autocall Oct 2023 USD
      ISIN: XS2608299983
      STRIKE DATE: 17/10/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P/ASX 2007,056.09308844.412
      Eurostoxx 504,152.32006412.68
      Nikkei 22532,040.290069744.07
      S&P 5004,373.20007483.24

      STRIKE DATE 17/10/2023
      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: 6.70% Semi-Annually (13.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 13.40% p.a.
      ISIN XS2608299983
      NEXT POTENTIAL MATURITY DATE 17/10/2024

      EXPAND CLOSE
      BBVA Classic Autocall September GBP
      ISIN: XS2608977646
      STRIKE DATE: 18/09/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,245.88006412.68
      FTSE 1007,652.940010679.03

      STRIKE DATE 18/09/2023
      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: 4.68% Semi-Annually (9.36% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
      P.A. RETURN 9.36% p.a.
      ISIN XS2608977646
      NEXT POTENTIAL MATURITY DATE 18/09/2024

      EXPAND CLOSE
      BBVA US Equity Memory Income Reducing Autocall September 2023 USD
      ISIN: XS2580075732
      STRIKE DATE: 15/09/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Microsoft330.2200390.49
      Amazon.com140.3900242.67
      Alphabet-C138.3000356.18
      Snowflake Inc162.4100260.15

      STRIKE DATE 15/09/2023
      RETURN & BARRIERS
      Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level then reduced by 2.50% per quarter, Floored at 70% Memory Income Rate: USD = 4.00% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN 16.00% p.a.
      ISIN XS2580075732
      NEXT POTENTIAL MATURITY DATE 16/12/2024

      EXPAND CLOSE
      BBVA US Equity Memory Income Reducing Autocall September 2023 GBP
      ISIN: XS2580075658
      STRIKE DATE: 15/09/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Microsoft330.2200390.49
      Amazon.com140.3900242.67
      Alphabet-C138.3000356.18
      Snowflake Inc162.4100260.15

      STRIKE DATE 15/09/2023
      RETURN & BARRIERS
      Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level then reduced by 2.50% per quarter, Floored at 70% Memory Income Rate: GBP = 3.875% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN 15.50% p.a.
      ISIN XS2580075658
      NEXT POTENTIAL MATURITY DATE 16/12/2024

      EXPAND CLOSE
      UniCredit 75-60 Memory Income Autocall Sept 2023 GBP
      ISIN: DE000HC92CZ6
      STRIKE DATE: 14/09/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY UniCredit AG
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1007,673.080010679.03
      S&P 5004,505.10007483.24
      Nikkei 22533,168.100069744.07
      Eurostoxx 504,279.75006412.68

      STRIKE DATE 14/09/2023
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 1.81% Quarterly (7.24% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 7.24% p.a.
      ISIN DE000HC92CZ6
      NEXT POTENTIAL MATURITY DATE 16/09/2024

      EXPAND CLOSE