INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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 504,245.88006187.63
FTSE 1007,652.940010471.72

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
Microsoft330.2200390.74
Amazon.com140.3900238.55
Alphabet-C138.3000358.16
Snowflake Inc162.4100232.78

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
Microsoft330.2200390.74
Amazon.com140.3900238.55
Alphabet-C138.3000358.16
Snowflake Inc162.4100232.78

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 1007,673.080010471.72
S&P 5004,505.10007431.46
Nikkei 22533,168.100066020.04
Eurostoxx 504,279.75006187.63

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
BNP 200% Participation Growth Note Sept 2023 USD
ISIN: XS2584329325
STRIKE DATE: 14/09/2023
INDICATIVE PRICE: 149.48%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 149.48% (as at 15/06/2026 10:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,279.75006187.63
Nikkei 22533,168.100066020.04
S&P 5004,505.10007431.46

STRIKE DATE 14/09/2023
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: USD: 200% participation in the Index at maturity between 100% - 140% of initial level Capital Risk: 60% European Barrier
P.A. RETURN
ISIN XS2584329325
NEXT POTENTIAL MATURITY DATE 14/09/2028

EXPAND CLOSE
Goldman Sachs Miners Memory Income Autocall September 2023 GBP
ISIN: XS2658415547
STRIKE DATE: 14/09/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Anglo American2,262.50004002
Freeport-McMoRan Inc40.680068.41
Glencore450.7500588.9

STRIKE DATE 14/09/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP 2.1125% Quarterly (8.45% p.a.) Income Trigger: 40% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 40% Final level (European style)
P.A. RETURN 8.45% p.a.
ISIN XS2658415547
NEXT POTENTIAL MATURITY DATE 16/03/2026

EXPAND CLOSE
Soc Gen Global Banks Memory Income Autocall Sept 2023 GBP
ISIN: XS2659606698
STRIKE DATE: 14/09/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG9.882036.83
UniCredit SpA21.705073.3
BBVA7.244020.09
Barclays160.0800472.85

STRIKE DATE 14/09/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP 2.00% Quarterly (8.00% p.a.) Income Trigger: 40% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 40% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2659606698
NEXT POTENTIAL MATURITY DATE 14/03/2024

EXPAND CLOSE
Goldman Sachs Global Memory Income Autocall September 2023 GBP
ISIN: XS2658413179
STRIKE DATE: 14/09/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Goldmans Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Barclays160.0800472.85
BBVA7.244020.09
Commerzbank AG9.882036.83
UniCredit SpA21.705073.3

STRIKE DATE 14/09/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 2.222755% Quarterly (8.9102% p.a.) Income Trigger: 40% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 40% Final level (European style)
P.A. RETURN 8.9102% p.a.
ISIN XS2658413179
NEXT POTENTIAL MATURITY DATE 14/03/2024

EXPAND CLOSE
UBS Semi-Annual Classic Autocall Sept 2023 USD 
ISIN: XS2683117423
STRIKE DATE: 14/09/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,186.54708804.037
Eurostoxx 504,279.75006187.63
Nikkei 22533,168.100066020.04
S&P 5004,505.10007431.46

STRIKE DATE 14/09/2023
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: 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 XS2683117423
NEXT POTENTIAL MATURITY DATE 17/09/2024

EXPAND CLOSE
UBS Semi-Annual Classic Autocall Sep 2023 GBP
ISIN: XS2683117340
STRIKE DATE: 14/09/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/ASX 2007,186.54708804.037
Eurostoxx 504,279.75006187.63
Nikkei 22533,168.100066020.04
S&P 5004,505.10007431.46

STRIKE DATE 14/09/2023
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: 5.15 % Semi Annually ( 10.30 % p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.30% p.a.
ISIN XS2683117340
NEXT POTENTIAL MATURITY DATE 17/09/2024

EXPAND CLOSE
BBVA Global Markets Classic Autocall Sep 2023 GBP
ISIN: XS2580102643
STRIKE DATE: 14/09/2023
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 2007,186.54708804.037
Nasdaq 10015,473.890029635.95
Nikkei 22533,168.100066020.04
S&P 5004,505.10007431.46

STRIKE DATE 14/09/2023
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: 5.34% Semi Annually Snowballing ( 10.68% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.68% p.a.
ISIN XS2580102643
NEXT POTENTIAL MATURITY DATE 16/09/2024

EXPAND CLOSE
BBVA Diversified Markets Classic Autocall Sept 2023 GBP
ISIN: XS2580102999
STRIKE DATE: 14/09/2023
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 2007,186.54708804.037
Eurostoxx 504,279.75006187.63
Nikkei 22533,168.100066020.04
S&P 5004,505.10007431.46

STRIKE DATE 14/09/2023
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: 5.82% Semi-Annually (11.64% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 11.64% p.a.
ISIN XS2580102999
NEXT POTENTIAL MATURITY DATE 16/09/2024

EXPAND CLOSE
BBVA Diversified Markets Memory Income Autocall Sept 2023 GBP
ISIN: XS2580102726
STRIKE DATE: 14/09/2023
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 2007,186.54708804.037
Eurostoxx 504,279.75006187.63
Nikkei 22533,168.100066020.04
S&P 5004,505.10007431.46

STRIKE DATE 14/09/2023
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: 3.58% Semi Annually (7.16% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.16% p.a.
ISIN XS2580102726
NEXT POTENTIAL MATURITY DATE 14/09/2024

EXPAND CLOSE
Investec Leveraged Fund Strategy December 2020 GBP
ISIN: XS2276756165
STRIKE DATE: 22/12/2020
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL

STRIKE DATE 22/12/2020
RETURN & BARRIERS
Leveraged Vol Control
P.A. RETURN
ISIN XS2276756165
NEXT POTENTIAL MATURITY DATE 22/12/2025

    EXPAND CLOSE
    Société Générale Renewable Energy Enhanced 50-50 Memory Income Sep 2023 USD
    ISIN: XS2659586726
    STRIKE DATE: 11/09/2023
    INDICATIVE PRICE: 58.89%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY Societe Generale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 58.89% (as at 15/06/2026 10:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Enphase Energy Inc122.190054.59
    Plug Power Inc7.99002.76
    Sunrun Inc13.720012.89
    Solaredge Technologies Inc148.260060.8

    STRIKE DATE 11/09/2023
    RETURN & BARRIERS
    Maximum Term : 4 years Investment Structure : Memory Income Autocall Autocall Opportunities : 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: 5.00% Quarterly (20.00% p.a.) Income Trigger : 50% of initial level Capital Risk Not capital protected Capital Protection Barrier : 50% Leveraged Put at maturity.
    P.A. RETURN
    ISIN XS2659586726
    NEXT POTENTIAL MATURITY DATE 11/09/2026

    EXPAND CLOSE
    Barclays European Banks 1Y Fixed Income Sept 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 AG9.296036.83
    UniCredit SpA20.745073.3
    Credit Agricole SA11.158016.725

    STRIKE DATE 08/09/2023
    RETURN & BARRIERS
    Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: GBP: 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 Low Hurdle Autocall Sep 2023 GBP
    ISIN: XS2580093982
    STRIKE DATE: 28/09/2023
    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 2007,048.63708804.037
    Eurostoxx 504,174.66006187.63
    Nikkei 22531,857.620066020.04
    S&P 5004,288.05007431.46

    STRIKE DATE 28/09/2023
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level, reduced to 75% on the Final Observation Coupon Rate: GBP: 2.625% Quarterly (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 XS2580093982
    NEXT POTENTIAL MATURITY DATE 30/09/2024

    EXPAND CLOSE
    BBVA Diversified Markets Memory Income Autocall Aug 2023 USD
    ISIN: XS2543364165
    STRIKE DATE: 31/08/2023
    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 2007,305.26908804.037
    S&P 5004,507.66007431.46
    Nikkei 22532,619.340066020.04
    Eurostoxx 504,297.11006187.63

    STRIKE DATE 31/08/2023
    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: 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 XS2543364165
    NEXT POTENTIAL MATURITY DATE 03/09/2024

    EXPAND CLOSE
    BBVA Diversified Markets Memory Income Autocall Aug 2023 GBP
    ISIN: XS2543364082
    STRIKE DATE: 31/08/2023
    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 2007,305.26908804.037
    S&P 5004,507.66007431.46
    Nikkei 22532,619.340066020.04
    Eurostoxx 504,297.11006187.63

    STRIKE DATE 31/08/2023
    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: 1.925% 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%
    ISIN XS2543364082
    NEXT POTENTIAL MATURITY DATE 03/09/2024

    EXPAND CLOSE
    BBVA Global Markets Memory Income Autocall Aug 2023 USD
    ISIN: XS2580074842
    STRIKE DATE: 31/08/2023
    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 2007,305.26908804.037
    FTSE 1007,439.130010471.72
    HSI18,382.060024718.1
    Nikkei 22532,619.340066020.04

    STRIKE DATE 31/08/2023
    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: 1.97% Quarterly (7.88% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.88% p.a.
    ISIN XS2580074842
    NEXT POTENTIAL MATURITY DATE 02/12/2024

    EXPAND CLOSE