INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
SOCIÉTÉ GÉNÉRALE ELECTRIC VEHICLES ENHANCED 40-40 MEMORY INCOME JUL 2023 USD – FACTSHEET UPON REQUEST
ISIN: XS2627431369
STRIKE DATE: 13/07/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Tesla Inc277.9000393.45
NIO Inc10.76004.79
Rivian Automotive Inc25.520018.63

STRIKE DATE 13/07/2023
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 40%) Memory Income Rate: USD: 5.15% Quarterly (20.60 % p.a.) Income Trigger: 40% of initial level Capital Risk Not capital protected Capital Protection Barrier: 40% Strike with Geared Put (at maturity)
P.A. RETURN 20.60% p.a.
ISIN XS2627431369
NEXT POTENTIAL MATURITY DATE 13/01/2026

EXPAND CLOSE
Barclays European Banks 1Y Fixed Income July 2023 USD
ISIN: XS2517238775
STRIKE DATE: 19/07/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Commerzbank AG11.095037.72
UniCredit SpA21.975081.96
BBVA7.104022.74

STRIKE DATE 19/07/2023
RETURN & BARRIERS
Maximum Term: 1 year Investment Structure: Fixed Income Fixed Coupon Rate: USD: 10.00% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 10% p.a.
ISIN XS2517238775
NEXT POTENTIAL MATURITY DATE 26/07/2024

EXPAND CLOSE
BBVA 85-60 MEMORY INCOME AUTOCALL JUL 2023 GBP
ISIN: XS2515316094
STRIKE DATE: 13/07/2023
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 2007,246.90708844.412
Eurostoxx 504,391.76006412.68
Nikkei 22532,419.330069744.07
S&P 5004,510.04007483.24

STRIKE DATE 13/07/2023
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: 2.00% Quarterly (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 XS2515316094
NEXT POTENTIAL MATURITY DATE 16/07/2024

EXPAND CLOSE
BBVA 85-60 MEMORY INCOME AUTOCALL JUL 2023 USD
ISIN: XS2515314636
STRIKE DATE: 13/07/2023
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 2007,246.90708844.412
Eurostoxx 504,391.76006412.68
Nikkei 22532,419.330069744.07
S&P 5004,510.04007483.24

STRIKE DATE 13/07/2023
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: 2.10% Quarterly (8.40% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.40% p.a.
ISIN XS2515314636
NEXT POTENTIAL MATURITY DATE 16/07/2024

EXPAND CLOSE
BBVA 85-60 MEMORY INCOME AUTOCALL Jul 2023 EUR
ISIN: XS2515316680
STRIKE DATE: 13/07/2023
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 2007,246.90708844.412
Eurostoxx 504,391.76006412.68
Nikkei 22532,419.330069744.07
S&P 5004,510.04007483.24

STRIKE DATE 13/07/2023
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: EUR: 1.65% Quarterly (6.60% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.60% p.a.
ISIN XS2515316680
NEXT POTENTIAL MATURITY DATE 16/07/2024

EXPAND CLOSE
UBS Defensive Autocall May 2023 ZAR
ISIN: ZAE000322582
STRIKE DATE: 31/05/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY UBS AG
TYPE
CURRENCY ZAR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5004,179.83007483.24
FTSE 1007,446.140010679.03

STRIKE DATE 31/05/2023
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Defensive Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 90% of initial level Coupon Rate: Annually (13.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 13.00% p.a.
ISIN ZAE000322582
NEXT POTENTIAL MATURITY DATE 28/05/2024

    EXPAND CLOSE
    UBS Classic Autocall May 2023 ZAR
    ISIN: ZAE000322590
    STRIKE DATE: 31/05/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY UBS AG
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5004,179.83007483.24
    FTSE 1007,446.140010679.03

    STRIKE DATE 31/05/2023
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: Annually (16.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 16.50% p.a.
    ISIN ZAE000322590
    NEXT POTENTIAL MATURITY DATE 28/05/2024

      EXPAND CLOSE
      BBVA SEMI ANNUAL CLASSIC AUTOCALL JUL 2023 GBP
      ISIN: XS2515303514
      STRIKE DATE: 11/07/2023
      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 2007,108.85408844.412
      Eurostoxx 504,286.56006412.68
      Nikkei 22532,203.570069744.07
      S&P 5004,439.26007483.24

      STRIKE DATE 11/07/2023
      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: 7.25% Semi Annually ( 14.50 % p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 14.50% p.a.
      ISIN XS2515303514
      NEXT POTENTIAL MATURITY DATE 11/07/2024

      EXPAND CLOSE
      BBVA SEMI ANNUAL CLASSIC AUTOCALL Jul 2023 USD
      ISIN: XS2515303787
      STRIKE DATE: 11/07/2023
      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 2007,108.85408844.412
      Eurostoxx 504,286.56006412.68
      Nikkei 22532,203.570069744.07
      S&P 5004,439.26007483.24

      STRIKE DATE 11/07/2023
      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: 7.50% Semi Annually (15.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 15.00% p.a.
      ISIN XS2515303787
      NEXT POTENTIAL MATURITY DATE 11/07/2024

      EXPAND CLOSE
      BBVA SEMI ANNUAL CLASSIC AUTOCALL Jul 2023 EUR
      ISIN: XS2515303944
      STRIKE DATE: 11/07/2023
      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 2007,108.85408844.412
      Eurostoxx 504,286.56006412.68
      Nikkei 22532,203.570069744.07
      S&P 5004,439.26007483.24

      STRIKE DATE 11/07/2023
      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: 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% p.a.
      ISIN XS2515303944
      NEXT POTENTIAL MATURITY DATE 11/07/2024

      EXPAND CLOSE
      Barclays Core Global Equity Accelerator May 2023 USD
      ISIN: XS2505884887
      STRIKE DATE: 31/05/2023
      INDICATIVE PRICE: 148.85%
      STATUS: Live
      FACTSHEET: CONTACT

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 148.85% (as at 06/07/2026 10:07 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P 5004,179.83007483.24
      Eurostoxx 504,218.04006412.68
      Nikkei 22530,887.880069744.07

      STRIKE DATE 31/05/2023
      RETURN & BARRIERS
      Investment Structure: Capital Protected Participation Note Maximum Term: 5 years Participation Rate: USD = 190% in participation in growth between 100-140% Capital Protection: Not Capital Protected Capital Risk: 60% European
      P.A. RETURN
      ISIN XS2505884887
      NEXT POTENTIAL MATURITY DATE 14/06/2028

      EXPAND CLOSE
      BBVA 60-60 Memory Income Autocall May 2023 USD
      ISIN: XS2515283062
      STRIKE DATE: 31/05/2023
      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 2007,091.31108844.412
      Eurostoxx 504,218.04006412.68
      Nikkei 22530,887.880069744.07
      S&P 5004,179.83007483.24

      STRIKE DATE 31/05/2023
      RETURN & BARRIERS
      Investment Structure: Semi-Annual Memory Income Autocall Autocall opportunities: Semi-Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 3.04% Semi-annual Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 6.08% p.a.
      ISIN XS2515283062
      NEXT POTENTIAL MATURITY DATE 31/05/2024

        EXPAND CLOSE
        BBVA Semi-Annual Classic Autocall May 2023 USD
        ISIN: XS2515290430
        STRIKE DATE: 26/05/2023
        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 2007,217.37008844.412
        Eurostoxx 504,337.50006412.68
        Nikkei 22531,233.540069744.07
        S&P 5004,205.45007483.24

        STRIKE DATE 26/05/2023
        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: 7.00% Semi Annually (14.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
        P.A. RETURN 14% p.a.
        ISIN XS2515290430
        NEXT POTENTIAL MATURITY DATE 29/05/2024

        EXPAND CLOSE
        BBVA Semi-Annual Classic Autocall May 2023 GBP
        ISIN: XS2515289853
        STRIKE DATE: 26/05/2023
        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 2007,217.37008844.412
        Eurostoxx 504,337.50006412.68
        Nikkei 22531,233.540069744.07
        S&P 5004,205.45007483.24

        STRIKE DATE 26/05/2023
        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: 6.75% Semi Annually (13.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
        P.A. RETURN 13.50% p.a.
        ISIN XS2515289853
        NEXT POTENTIAL MATURITY DATE 29/05/2024

        EXPAND CLOSE
        BBVA Semi-Annual Classic Autocall May 2023 EUR
        ISIN: XS2515290273
        STRIKE DATE: 26/05/2023
        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 2007,217.37008844.412
        Eurostoxx 504,337.50006412.68
        Nikkei 22531,233.540069744.07
        S&P 5004,205.45007483.24

        STRIKE DATE 26/05/2023
        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: 5.50% Semi Annually (11.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
        P.A. RETURN 11.00% p.a.
        ISIN XS2515290273
        NEXT POTENTIAL MATURITY DATE 29/05/2024

        EXPAND CLOSE
        UniCredit Diversified Markets Memory Income Autocall May 2023 USD 
        ISIN: DE000HC6EMS4
        STRIKE DATE: 30/05/2023
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY UniCredit
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        FTSE 1007,522.070010679.03
        Nikkei 22531,328.160069744.07
        Eurostoxx 504,291.58006412.68
        S&P 5004,205.52007483.24

        STRIKE DATE 30/05/2023
        RETURN & BARRIERS
        Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.875% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 7.50% p.a.
        ISIN DE000HC6EMS4
        NEXT POTENTIAL MATURITY DATE 30/05/2024

        EXPAND CLOSE
        UniCredit Diversified Markets Memory Income Autocall May 2023 GBP
        ISIN: DE000HC6EMT2
        STRIKE DATE: 30/05/2023
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY UniCredit
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        FTSE 1007,522.070010679.03
        Nikkei 22531,328.160069744.07
        Eurostoxx 504,291.58006412.68
        S&P 5004,205.52007483.24

        STRIKE DATE 30/05/2023
        RETURN & BARRIERS
        Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.925% Quarterly 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 DE000HC6EMT2
        NEXT POTENTIAL MATURITY DATE 30/05/2024

        EXPAND CLOSE
        Morgan Stanley Capital Protected Classic Autocall Jun 2023 GBP
        ISIN: XS2599675977
        STRIKE DATE: 27/06/2023
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Morgan Stanley
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,305.26006412.68
        Nasdaq 10014,945.910029329.21
        Nikkei 22532,538.330069744.07

        STRIKE DATE 27/06/2023
        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: 3.85% Semi Annually (7.70% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
        P.A. RETURN 7.70% p.a.
        ISIN XS2599675977
        NEXT POTENTIAL MATURITY DATE 29/06/2026

        EXPAND CLOSE
        Morgan Stanley Capital Protected Classic Autocall Jun 2023 USD
        ISIN: XS2599676199
        STRIKE DATE: 27/06/2023
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Morgan Stanley
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,305.26006412.68
        Nasdaq 10014,945.910029329.21
        Nikkei 22532,538.330069744.07

        STRIKE DATE 27/06/2023
        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: 3.60% Semi Annually (7.20% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
        P.A. RETURN 7.20% p.a.
        ISIN XS2599676199
        NEXT POTENTIAL MATURITY DATE 29/06/2026

        EXPAND CLOSE
        Natixis 3 Year Triple Index Fixed Income USD Jun 2023
        ISIN: XS2374491855
        STRIKE DATE: 22/06/2023
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY Natixis
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        FTSE 1007,502.030010679.03
        S&P 5004,381.89007483.24
        OMX Stockholm 302,235.40903247.031

        STRIKE DATE 22/06/2023
        RETURN & BARRIERS
        Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.30 % p.a. (Paid Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
        P.A. RETURN 6.30% p.a.
        ISIN XS2374491855
        NEXT POTENTIAL MATURITY DATE 29/06/2026

        EXPAND CLOSE