INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
UniCredit 3 Year HSI Recovery Note USD Jan 2024 
ISIN: DE000HD21J38
STRIKE DATE: 25/01/2024
INDICATIVE PRICE: 194.85%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 194.85% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
HSI30,844.720024796.98

STRIKE DATE 25/01/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Recovery Note Returns: Original Notional returned if above 50% of Strike Capital Risk: Not Capital Protected Capital Protection: 50% European Barrier
P.A. RETURN
ISIN DE000HD21J38
NEXT POTENTIAL MATURITY DATE 22/01/2027

EXPAND CLOSE
SOCIÉTÉ GÉNÉRALE ELECTRIC VEHICLES ENHANCED 50-50 MEMORY INCOME March 2024 USD – Factsheet upon request
ISIN: XS2746319297
STRIKE DATE: 15/03/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Rivian Automotive Inc11.040013.29
NIO Inc5.58003.2
BYD Company Limited210.200075.7

STRIKE DATE 15/03/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observationat 12 months) Knock-Out Trigger:90% of initial level then reduced by 5% quarterly (floored at 50%) Memory Income Rate: USD: 5.20% Quarterly(20.80% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Strike with Geared Put (at maturity)
P.A. RETURN 20.80% p.a.
ISIN XS2746319297
NEXT POTENTIAL MATURITY DATE 17/03/2025

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income Mar 2024 GBP
ISIN: XS2662072128
STRIKE DATE: 21/03/2024
INDICATIVE PRICE: 99.51%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.51% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,052.31006231.54
S&P 5005,241.53007353.73
Nikkei 22540,815.660061077.9

STRIKE DATE 21/03/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.25% p.a. (Paid Quarterly)USD: 6.75% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2662072128
NEXT POTENTIAL MATURITY DATE 23/03/2027

EXPAND CLOSE
Natixis 3 Year Triple Index Fixed Income Mar 2024 USD
ISIN: XS2662072045
STRIKE DATE: 21/03/2024
INDICATIVE PRICE: 99.69%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE 99.69% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,052.31006231.54
S&P 5005,241.53007353.73
Nikkei 22540,815.660061077.9

STRIKE DATE 21/03/2024
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.75% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2662072045
NEXT POTENTIAL MATURITY DATE 23/03/2027

EXPAND CLOSE
Goldman Sachs Growth Participation Note February 2024 ZAR
ISIN: ZAE000330676
STRIKE DATE: 16/02/2024
INDICATIVE PRICE: 138.61%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY ZAR
CURRENT PRICE 138.61% (as at 06/11/2026 09:26 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5005,005.57007353.73
Eurostoxx 504,765.65006231.54

STRIKE DATE 16/02/2024
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Capital Protected Participation Participation Rate: USD: 100% participation in the basket at maturity (Capped at 150%) Capital Risk: 100% Capital protected
P.A. RETURN
ISIN ZAE000330676
NEXT POTENTIAL MATURITY DATE 16/02/2029

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Mar 2024 GBP
ISIN: XS2696264295
STRIKE DATE: 14/03/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,720.700014967.73
Eurostoxx 504,993.12006231.54
Nikkei 22538,807.380061077.9
S&P 5005,150.48007353.73

STRIKE DATE 14/03/2024
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: GBP: 3.35% Semi-Annual (6.70% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.70
ISIN XS2696264295
NEXT POTENTIAL MATURITY DATE 15/09/2025

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Mar 2024 USD
ISIN: XS2696263990
STRIKE DATE: 14/03/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,720.700014967.73
Eurostoxx 504,993.12006231.54
Nikkei 22538,807.380061077.9
S&P 5005,150.48007353.73

STRIKE DATE 14/03/2024
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: 4.00% Semi-Annual (8.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2696263990
NEXT POTENTIAL MATURITY DATE 15/09/2025

EXPAND CLOSE
Soc Gen US Stocks 80-60 Memory Income Autocall Feb 2024 USD
ISIN: XS2746251714
STRIKE DATE: 13/02/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Microsoft406.3200535.93
Apple Inc185.0400344.17
Honeywell International193.9400215.88
Verizon Communications Inc40.130046.12

STRIKE DATE 13/02/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD 2.40% Quarterly (9.60% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.60% p.a.
ISIN XS2746251714
NEXT POTENTIAL MATURITY DATE 13/02/2025

EXPAND CLOSE
BBVA Microchips 70-70 Low Hurdle Autocall Feb 2024 GBP
ISIN: XS2696243539
STRIKE DATE: 05/02/2024
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Advanced Micro Devices174.2300404.4
Intel42.770052.25
Nvidia Corporation69.3320181.6

STRIKE DATE 05/02/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Semi-Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level, reduced to 70% on the Final Observation Coupon Rate: GBP: 10.30% Quarterly (20.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 20.60% p.a.
ISIN XS2696243539
NEXT POTENTIAL MATURITY DATE 05/02/2026

    EXPAND CLOSE
    BNP Paribas Triple Index Classic Autocall Mar 2024 EUR
    ISIN: XS2712394753
    STRIKE DATE: 08/03/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,961.11006231.54
    HSI16,353.390024796.98
    S&P 5005,123.69007353.73

    STRIKE DATE 08/03/2024
    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: 4.50% Semi-Annually (9.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 9.00% p.a.
    ISIN XS2712394753
    NEXT POTENTIAL MATURITY DATE 10/03/2025

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall Feb 2024 USD
    ISIN: XS2696235865
    STRIKE DATE: 27/02/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,683.020010782.66
    Eurostoxx 504,885.74006231.54
    Nikkei 22539,239.520061077.9
    S&P 5005,078.18007353.73

    STRIKE DATE 27/02/2024
    RETURN & BARRIERS
    Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 5.75% Semi-Annually (11.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 11.50% p.a.
    ISIN XS2696235865
    NEXT POTENTIAL MATURITY DATE 27/08/2025

    EXPAND CLOSE
    UniCredit Diversified Markets Memory Income Autocall Jan 2024 USD
    ISIN: DE000HD1SA50
    STRIKE DATE: 31/01/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UniCredit GmbH
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,630.570010782.66
    S&P 5004,845.65007353.73
    Nikkei 22536,286.710061077.9
    Eurostoxx 504,648.40006231.54

    STRIKE DATE 31/01/2024
    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: 1.80% Quarterly (7.20% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.20% p.a.
    ISIN DE000HD1SA50
    NEXT POTENTIAL MATURITY DATE 31/01/2025

    EXPAND CLOSE
    UniCredit Diversified Markets Memory Income Autocall Jan 2024 GBP
    ISIN: DE000HD1SA68
    STRIKE DATE: 31/01/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY UniCredit GmbH
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,630.570010782.66
    S&P 5004,845.65007353.73
    Nikkei 22536,286.710061077.9
    Eurostoxx 504,648.40006231.54

    STRIKE DATE 31/01/2024
    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: 1.60% Quarterly (6.40% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 6.40% p.a.
    ISIN DE000HD1SA68
    NEXT POTENTIAL MATURITY DATE 31/01/2025

    EXPAND CLOSE
    Goldman Sachs 80-70 Memory Income Autocall GBP Jan 2024
    ISIN: XS2691681535
    STRIKE DATE: 31/01/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE MIB30,744.240050505.87
    Nikkei 22536,286.710061077.9
    Nasdaq 10017,137.240026629.81
    Eurostoxx 504,648.40006231.54

    STRIKE DATE 31/01/2024
    RETURN & BARRIERS
    Maximum Term: 5 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 (7.40% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
    P.A. RETURN 7.40% p.a.
    ISIN XS2691681535
    NEXT POTENTIAL MATURITY DATE 31/01/2025

    EXPAND CLOSE
    BNP Global Growth Note Jan 2024 USD
    ISIN: XS2703288816
    STRIKE DATE: 31/01/2024
    INDICATIVE PRICE: 140.19%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BNP
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 140.19% (as at 06/11/2026 09:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,648.40006231.54
    Nikkei 22536,286.710061077.9
    S&P 5004,845.65007353.73

    STRIKE DATE 31/01/2024
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: USD: 160% participation in the Index at maturity between 100% - 140% of initial level Capital Risk: 60% European Barrier
    P.A. RETURN
    ISIN XS2703288816
    NEXT POTENTIAL MATURITY DATE 31/01/2029

    EXPAND CLOSE
    BNP Paribas Capital Protected Income & Growth Feb 2024 USD
    ISIN: XS2705282106
    STRIKE DATE: 27/02/2024
    INDICATIVE PRICE: 110.02%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 110.02% (as at 06/11/2026 09:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,683.020010782.66
    Eurostoxx 504,885.74006231.54
    S&P 5005,078.18007353.73
    Nikkei 22539,239.520061077.9

    STRIKE DATE 27/02/2024
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: 100% Capital ProtectedIncome & 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 XS2705282106
    NEXT POTENTIAL MATURITY DATE 08/03/2027

    EXPAND CLOSE
    BBVA 85-60 Memory Income Autocall Jan 2024 USD
    ISIN: XS2663312408
    STRIKE DATE: 24/01/2024
    INDICATIVE PRICE: 97.19%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 97.19% (as at 06/11/2026 09:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,564.11006231.54
    FTSE 1007,527.670010782.66
    Nikkei 22536,226.480061077.9
    S&P 5004,868.55007353.73

    STRIKE DATE 24/01/2024
    RETURN & BARRIERS
    Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 36 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2.12% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2663312408
    NEXT POTENTIAL MATURITY DATE 24/01/2027

    EXPAND CLOSE
    Citi European Banks 1 Year Fixed Income Jan 2024 GBP
    ISIN: XS2742620524
    STRIKE DATE: 24/01/2024
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Citi
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Commerzbank AG10.790038.73
    UniCredit SpA26.995077.18
    BBVA8.226022.9

    STRIKE DATE 24/01/2024
    RETURN & BARRIERS
    Maximum Term: 1 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 8.27% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 8.27% p.a.
    ISIN XS2742620524
    NEXT POTENTIAL MATURITY DATE 24/01/2025

      EXPAND CLOSE
      UniCredit 3 Year HSCEI Recovery Note USD Jan 2024
      ISIN: DE000HD1YLK1
      STRIKE DATE: 24/01/2024
      INDICATIVE PRICE: 234.62%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY UniCredit
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 234.62% (as at 06/11/2026 09:26 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      HSCEI12,382.08008369.08

      STRIKE DATE 24/01/2024
      RETURN & BARRIERS
      Maximum Term: 3 years Investment Structure: Recovery Note Returns: Original Notional returned if above 50% of Strike Capital Risk: Not Capital Protected Capital Protection: 50% European Barrier
      P.A. RETURN
      ISIN DE000HD1YLK1
      NEXT POTENTIAL MATURITY DATE 22/01/2027

      EXPAND CLOSE
      Morgan Stanley 85-60 Memory Income Autocall Jan 2024 GBP
      ISIN: XS2722730491
      STRIKE DATE: 24/01/2024
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Morgan Stanley
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,564.11006231.54
      Nikkei 22536,226.480061077.9
      S&P 5004,868.55007353.73

      STRIKE DATE 24/01/2024
      RETURN & BARRIERS
      Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP= 3.12% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 6.24% p.a.
      ISIN XS2722730491
      NEXT POTENTIAL MATURITY DATE 24/01/2025

        EXPAND CLOSE