INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Morgan Stanley Capital Protected Classic Autocall GBP May 2023
ISIN: XS2599465494
STRIKE DATE: 25/05/2023
INDICATIVE PRICE: 121.01%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE 121.01% (as at 15/05/2026 09:55 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,269.64005934.96
Nasdaq 10013,938.530029580.3
Nikkei 22530,801.130062654.05

STRIKE DATE 25/05/2023
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: 3.71% Semi Annually (7.42% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 07.42%
ISIN XS2599465494
NEXT POTENTIAL MATURITY DATE 26/05/2026

EXPAND CLOSE
BBVA Enhanced Protection Classic Autocall May 2023 USD
ISIN: XS2491382318
STRIKE DATE: 18/05/2023
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 2007,236.78408640.714
Eurostoxx 504,367.45005934.96
Nikkei 22530,573.930062654.05
S&P 5004,198.05007501.24

STRIKE DATE 18/05/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 2.67% Quarterly (10.68% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Strike with Geared Put (at maturity)
P.A. RETURN 10.68%
ISIN XS2491382318
NEXT POTENTIAL MATURITY DATE 20/05/2024

EXPAND CLOSE
Soc Gen Bank Memory Knock-out Reducing Autocall Apr 2023 USD
ISIN: XS2593211589
STRIKE DATE: 12/04/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA18.840072.35
Barclays153.0600434.7
HSBC561.60001350
Commerzbank AG9.720036.63

STRIKE DATE 12/04/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Knock Out Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Reducing Knock Out Trigger: 95% of initial level reducing 2.50% per quarter (capped at 70%) Coupon Rate: USD: 3.93% Quarterly (15.72% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 15.72% p.a.
ISIN XS2593211589
NEXT POTENTIAL MATURITY DATE 12/10/2023

EXPAND CLOSE
Societe Generale Bank Memory Knock-Out Autocall May 2023 USD – Factsheet Available Upon Request
ISIN: XS2593281798
STRIKE DATE: 12/05/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BBVA6.598018.965
Societe Generale22.060067.46
HSBC599.70001350
Commerzbank AG10.020036.63

STRIKE DATE 12/05/2023
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Knock Out Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Knock Out Trigger: 95% of initial level Coupon Rate: USD: 5.50% Quarterly (22.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 22.00% p.a.
ISIN XS2593281798
NEXT POTENTIAL MATURITY DATE 12/04/2027

EXPAND CLOSE
Barclays FTSE 100 Classic Autocall Dec 2022 GBP
ISIN: XS2448826847
STRIKE DATE: 16/12/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,332.120010372.93

STRIKE DATE 16/12/2022
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: GBP: 9.40% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.40% p.a.
ISIN XS2448826847
NEXT POTENTIAL MATURITY DATE 18/12/2023

    EXPAND CLOSE
    BBVA Triple Index Drop Down Autocall Dec 2022 USD
    ISIN: XS2442491598
    STRIKE DATE: 22/12/2022
    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 2007,152.50008640.714
    S&P 5003,822.39007501.24
    Russell 20001,754.08602863.086

    STRIKE DATE 22/12/2022
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Drop Down Autocall Autocall Opportunities: Semi Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level, then reduced by 5% every 6 months, floored at 90% from 24 months Coupon Rate: USD: 5.35% Semi Annually (10.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 10.70% p.a.
    ISIN XS2442491598
    NEXT POTENTIAL MATURITY DATE 22/12/2023

    EXPAND CLOSE
    Credit Agricole EQW Basket Growth Note Jan 2023 EUR
    ISIN: XS2317973605
    STRIKE DATE: 17/01/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Credit Agricole
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    MSCI USA Sustainable Select 50 Decrement 5% Index3,354.43005576.28
    MSCI Europe Select Green 50 5% Decrement Index1,551.24001771.06

    STRIKE DATE 17/01/2023
    RETURN & BARRIERS
    Maximum Term: 3 years Investment Structure: Capital Protected Participation Participation: 75% on equally weighted basket at maturity Capital Risk: 100% Capital protected
    P.A. RETURN
    ISIN XS2317973605
    NEXT POTENTIAL MATURITY DATE 20/01/2026

      EXPAND CLOSE
      BBVA International Banks Fixed Coupon Apr 2023 USD
      ISIN: XS2491369216
      STRIKE DATE: 11/04/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Commerzbank AG9.842036.63
      Societe Generale21.555067.46
      Morgan Stanley85.0900194.53

      STRIKE DATE 11/04/2023
      RETURN & BARRIERS
      Maximum Term: 2 years Investment Structure: Fixed Coupon Fixed Coupon: USD: 20.50% at Maturity (10.25% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN
      ISIN XS2491369216
      NEXT POTENTIAL MATURITY DATE 11/04/2025

      EXPAND CLOSE
      BBVA US Tech Hybrid Memory Income Autocall Apr 2023 USD
      ISIN: XS2491376005
      STRIKE DATE: 10/04/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Advanced Micro Devices95.4800449.7
      Amazon.com102.1700267.22
      Paypal74.520045.04
      Meta Platform Inc214.7500618.43

      STRIKE DATE 10/04/2023
      RETURN & BARRIERS
      Investment Structure: Quarterly Hybrid Memory Income Autocall Income Trigger: 50% of initial level Income Rate: USD = 2.50% Quarterly Autocall Opportunities: Quarterly (First Observation at 6 months)
      P.A. RETURN 6.54% p.a.
      ISIN XS2491376005
      NEXT POTENTIAL MATURITY DATE 10/10/2024

      EXPAND CLOSE
      BBVA 75-60 Memory Income Autocall Mar 2023 USD
      ISIN: XS2471180476
      STRIKE DATE: 31/03/2023
      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 2007,177.75408640.714
      Eurostoxx 504,315.05005934.96
      Nikkei 22528,041.480062654.05
      S&P 5004,109.31007501.24

      STRIKE DATE 31/03/2023
      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: USD: 2.00% Quarterly (8.00% p.a.) 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 XS2471180476
      NEXT POTENTIAL MATURITY DATE 02/04/2024

      EXPAND CLOSE
      BBVA 75-60 Memory Income Autocall Mar 2023 GBP
      ISIN: XS2471180559
      STRIKE DATE: 31/03/2023
      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 2007,177.75408640.714
      Eurostoxx 504,315.05005934.96
      Nikkei 22528,041.480062654.05
      S&P 5004,109.31007501.24

      STRIKE DATE 31/03/2023
      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: 1.75% Quarterly (7.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 7.00% p.a.
      ISIN XS2471180559
      NEXT POTENTIAL MATURITY DATE 02/04/2024

      EXPAND CLOSE
      MS Capital Protected Classic Autocall Issue 2 Mar 2023 USD
      ISIN: XS2599291486
      STRIKE DATE: 31/03/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Morgan Stanley
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,315.05005934.96
      Nasdaq 10013,181.350029580.3
      Nikkei 22528,041.480062654.05

      STRIKE DATE 31/03/2023
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 3.65% Semi-Annually (7.30% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
      P.A. RETURN 7.30% p.a.
      ISIN XS2599291486
      NEXT POTENTIAL MATURITY DATE 31/03/2025

      EXPAND CLOSE
      BBVA Clean Energy Fixed Income Autocall Mar 2023
      ISIN: XS2471197793
      STRIKE DATE: 31/03/2023
      INDICATIVE PRICE: 41.75%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE 41.75% (as at 15/05/2026 09:55 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Vestas Wind System A/S199.0000190.9
      First Solar Inc217.5000231.62
      General Electric Co95.6000291.54
      Plug Power Inc11.72003.79

      STRIKE DATE 31/03/2023
      RETURN & BARRIERS
      Maximum Term: 4 years Investment Structure: Fixed Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Fixed Income Rate: GBP: 3.00% Quarterly (12.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN
      ISIN XS2471197793
      NEXT POTENTIAL MATURITY DATE 31/03/2027

      EXPAND CLOSE
      Societe Generale Bank Memory Knock-out Autocall Mar 2023 USD
      ISIN: XS2593198976
      STRIKE DATE: 30/03/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Societe Generale
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      UniCredit SpA17.460072.35
      Barclays144.8200434.7
      HSBC555.30001350
      Commerzbank AG9.736036.63

      STRIKE DATE 30/03/2023
      RETURN & BARRIERS
      Maximum Term: 4 years Investment Structure: Memory Knock Out Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Knock Out Trigger: 95% of initial level Coupon Rate: USD: 6.10% Quarterly (24.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN 24.40% p.a.
      ISIN XS2593198976
      NEXT POTENTIAL MATURITY DATE 02/10/2023

      EXPAND CLOSE
      BBVA Semi-Annual Classic Autocall Apr 2023 EUR
      ISIN: XS2491375882
      STRIKE DATE: 27/04/2023
      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 2007,292.7488640.714
      Eurostoxx 504,358.055934.96
      Nikkei 22528,457.6862654.05
      S&P 5004,135.357501.24

      STRIKE DATE 27/04/2023
      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 12.00% p.a.
      ISIN XS2491375882
      NEXT POTENTIAL MATURITY DATE 30/04/2024

      EXPAND CLOSE
      BBVA Semi-Annual Classic Autocall Apr 2023 GBP
      ISIN: XS2491375700
      STRIKE DATE: 27/04/2023
      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 2007,292.7488640.714
      Eurostoxx 504,358.055934.96
      Nikkei 22528,457.6862654.05
      S&P 5004,135.357501.24

      STRIKE DATE 27/04/2023
      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: 6.50% Semi Annually (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 13.00% p.a.
      ISIN XS2491375700
      NEXT POTENTIAL MATURITY DATE 30/04/2024

      EXPAND CLOSE
      BBVA Semi-Annual Classic Autocall Apr 2023 USD
      ISIN: XS2491375965
      STRIKE DATE: 27/04/2023
      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 2007,292.7488640.714
      Eurostoxx 504,358.055934.96
      Nikkei 22528,457.6862654.05
      S&P 5004,135.357501.24

      STRIKE DATE 27/04/2023
      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 XS2491375965
      NEXT POTENTIAL MATURITY DATE 30/04/2024

      EXPAND CLOSE
      Credit Suisse 100% Protected Issuer Callable Mar 2023 USD
      ISIN: XS2543800242
      STRIKE DATE: 28/03/2023
      INDICATIVE PRICE: 122.60%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Credit Suisse
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 122.60% (as at 15/05/2026 09:55 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P 5003,971.27007501.24

      STRIKE DATE 28/03/2023
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: 100% Capital Protected Issuer Callable Growth Participation Rate: USD = 250% Strike Level: 100% of the closing level on the Strike Date Callable Observations: Quarterly (First Observation at 24 months) Coupon Rate: USD = 2.00% Quarterly (8.00% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected
      P.A. RETURN
      ISIN XS2543800242
      NEXT POTENTIAL MATURITY DATE 29/06/2026

      EXPAND CLOSE
      Société Générale Electric Vehicles Enhanced 50-50 Memory Income Apr 2023 USD – Factsheet available upon request
      ISIN: XS2593244838
      STRIKE DATE: 26/04/2023
      INDICATIVE PRICE: 95.26%
      STATUS: Live
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Société Générale
      TYPE Note
      CURRENCY USD
      CURRENT PRICE 95.26% (as at 15/05/2026 09:55 UK Time)

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Tesla Inc153.75 (Knocked out)443.3
      NIO Inc7.68006.25

      STRIKE DATE 26/04/2023
      RETURN & BARRIERS
      Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Knock Out Trigger 95% of initial level Memory Income Rate: USD: 4.55% Quarterly (18.20% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Geared Put (at maturity) - See factsheet for more detail.
      P.A. RETURN
      ISIN XS2593244838
      NEXT POTENTIAL MATURITY DATE 27/07/2026

      EXPAND CLOSE
      BBVA 85-60 Memory Income Autocall Apr 2023 EUR
      ISIN: XS2491370651
      STRIKE DATE: 26/04/2023
      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 2007,316.29908640.714
      Eurostoxx 504,347.71005934.96
      Nikkei 22528,416.470062654.05
      S&P 5004,055.99007501.24

      STRIKE DATE 26/04/2023
      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: 1.82% Quarterly (7.28% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 7.28% p.a.
      ISIN XS2491370651
      NEXT POTENTIAL MATURITY DATE 26/04/2024

      EXPAND CLOSE