INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BNP Memory Income Autocall May 2023 ZAR
ISIN: ZAE000321352
STRIKE DATE: 18/04/2023
INDICATIVE PRICE: Not available
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,393.95006412.68
Nikkei 22528,658.830069744.07
S&P 5004,154.87007483.24

STRIKE DATE 18/04/2023
RETURN & BARRIERS
6.75% Semi-Annual Memory Coupon if all above 80%, 100% Autocall Trigger from 12 Months, 65% European Barrier (E
P.A. RETURN 13.50% p.a.
ISIN ZAE000321352
NEXT POTENTIAL MATURITY DATE 18/04/2028

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall EUR Jun 2023
    ISIN: XS2491395724
    STRIKE DATE: 05/06/2023
    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 2007,216.26908844.412
    Eurostoxx 504,293.24006412.68
    Nikkei 22532,217.430069744.07
    S&P 5004,273.79007483.24

    STRIKE DATE 05/06/2023
    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: 6.50% 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 XS2491395724
    NEXT POTENTIAL MATURITY DATE 05/06/2024

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall GBP Jun 2023
    ISIN: XS2491395641
    STRIKE DATE: 05/06/2023
    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 2007,216.26908844.412
    Eurostoxx 504,293.24006412.68
    Nikkei 22532,217.430069744.07
    S&P 5004,273.79007483.24

    STRIKE DATE 05/06/2023
    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: 7.00% Semi Annually (14.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 14.00% p.a.
    ISIN XS2491395641
    NEXT POTENTIAL MATURITY DATE 05/06/2024

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall USD Jun 2023
    ISIN: XS2491395484
    STRIKE DATE: 05/06/2023
    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 2007,216.26908844.412
    Eurostoxx 504,293.24006412.68
    Nikkei 22532,217.430069744.07
    S&P 5004,273.79007483.24

    STRIKE DATE 05/06/2023
    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 XS2491395484
    NEXT POTENTIAL MATURITY DATE 05/06/2024

    EXPAND CLOSE
    BBVA 85-60 Memory Income Autocall GBP Jun 2023
    ISIN: XS2491393943
    STRIKE DATE: 07/06/2023
    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 2007,099.65808844.412
    Eurostoxx 504,297.68006412.68
    Nikkei 22531,641.270069744.07
    S&P 5004,293.93007483.24

    STRIKE DATE 07/06/2023
    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 XS2491393943
    NEXT POTENTIAL MATURITY DATE 11/06/2024

    EXPAND CLOSE
    BBVA 85-60 Memory Income Autocall USD Jun 2023
    ISIN: XS2491393869
    STRIKE DATE: 07/06/2023
    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 2007,099.65808844.412
    Eurostoxx 504,297.68006412.68
    Nikkei 22531,641.270069744.07
    S&P 5004,293.93007483.24

    STRIKE DATE 07/06/2023
    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 XS2491393869
    NEXT POTENTIAL MATURITY DATE 11/06/2024

    EXPAND CLOSE
    BBVA 85-60 Memory Income Autocall EUR Jun 2023
    ISIN: XS2491393786
    STRIKE DATE: 07/06/2023
    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 2007,099.65808844.412
    Eurostoxx 504,297.68006412.68
    Nikkei 22531,641.270069744.07
    S&P 5004,293.93007483.24

    STRIKE DATE 07/06/2023
    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: 1.825% Quarterly (7.30% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.30% p.a.
    ISIN XS2491393786
    NEXT POTENTIAL MATURITY DATE 11/06/2024

    EXPAND CLOSE
    Barclays 3 Year Triple Index Fixed Income GBP May 2023
    ISIN: XS2503675469
    STRIKE DATE: 24/05/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,627.100010679.03
    S&P 5004,115.24007483.24
    Eurostoxx 504,263.74006412.68

    STRIKE DATE 24/05/2023
    RETURN & BARRIERS
    Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.10% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 6.10%
    ISIN XS2503675469
    NEXT POTENTIAL MATURITY DATE 08/06/2026

    EXPAND CLOSE
    BNP Paribas 3 Year Triple Index Fixed Income USD May 2023
    ISIN: XS2490604704
    STRIKE DATE: 24/05/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,627.100010679.03
    S&P 5004,115.24007483.24
    Eurostoxx 504,263.74006412.68

    STRIKE DATE 24/05/2023
    RETURN & BARRIERS
    Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.10% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 06.10% p.a.
    ISIN XS2490604704
    NEXT POTENTIAL MATURITY DATE 02/06/2026

    EXPAND CLOSE
    BNP Paribas Capital Protected Classic Autocall USD May 2023
    ISIN: XS2473179617
    STRIKE DATE: 25/05/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,269.64006412.68
    Nasdaq 10013,938.530029329.21
    Nikkei 22530,801.130069744.07

    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: USD: 3.62% Semi Annually (7.24% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN 7.24% p.a.
    ISIN XS2473179617
    NEXT POTENTIAL MATURITY DATE 26/05/2026

    EXPAND CLOSE
    Morgan Stanley Capital Protected Classic Autocall GBP May 2023
    ISIN: XS2599465494
    STRIKE DATE: 25/05/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,269.64006412.68
    Nasdaq 10013,938.530029329.21
    Nikkei 22530,801.130069744.07

    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 7.42% p.a.
    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 2007,236.78408844.412
    Eurostoxx 504,367.45006412.68
    Nikkei 22530,573.930069744.07
    S&P 5004,198.05007483.24

    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 SpA18.840081.96
    Barclays153.0600522.3
    HSBC561.60001451
    Commerzbank AG9.720037.72

    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
    BBVA6.598022.74
    Societe Generale22.060077.34
    HSBC599.70001451
    Commerzbank AG10.020037.72

    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 1007,332.120010679.03

    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 2007,152.50008844.412
      S&P 5003,822.39007483.24
      Russell 20001,754.08602996.11

      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% Index3,354.43005841.19
      MSCI Europe Select Green 50 5% Decrement Index1,551.24001797.83

      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 AG9.842037.72
        Societe Generale21.555077.34
        Morgan Stanley85.0900213.93

        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 Devices95.4800517.82
        Amazon.com102.1700242.67
        Paypal74.520045.47
        Meta Platform Inc214.7500582.9

        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 2007,177.75408844.412
        Eurostoxx 504,315.05006412.68
        Nikkei 22528,041.480069744.07
        S&P 5004,109.31007483.24

        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