INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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% Index3,354.43005757.68
MSCI Europe Select Green 50 5% Decrement Index1,551.24001746.01

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 AG9.842036.83
    Societe Generale21.555073.4
    Morgan Stanley85.0900214.04

    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 Devices95.4800511.57
    Amazon.com102.1700238.55
    Paypal74.520041.53
    Meta Platform Inc214.7500566.98

    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 2007,177.75408804.037
    Eurostoxx 504,315.05006187.63
    Nikkei 22528,041.480066020.04
    S&P 5004,109.31007431.46

    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 2007,177.75408804.037
    Eurostoxx 504,315.05006187.63
    Nikkei 22528,041.480066020.04
    S&P 5004,109.31007431.46

    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 504,315.05006187.63
    Nasdaq 10013,181.350029635.95
    Nikkei 22528,041.480066020.04

    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: 34.44%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 34.44% (as at 15/06/2026 10:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Vestas Wind System A/S199.0000166.1
    First Solar Inc217.5000267.31
    General Electric Co95.6000335.3
    Plug Power Inc11.72002.76

    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 SpA17.460073.3
    Barclays144.8200472.85
    HSBC555.30001372.8
    Commerzbank AG9.736036.83

    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 2007,292.7488804.037
    Eurostoxx 504,358.056187.63
    Nikkei 22528,457.6866020.04
    S&P 5004,135.357431.46

    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 2007,292.7488804.037
    Eurostoxx 504,358.056187.63
    Nikkei 22528,457.6866020.04
    S&P 5004,135.357431.46

    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 2007,292.7488804.037
    Eurostoxx 504,358.056187.63
    Nikkei 22528,457.6866020.04
    S&P 5004,135.357431.46

    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: 122.26%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Credit Suisse
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 122.26% (as at 15/06/2026 10:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5003,971.27007431.46

    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: 93.16%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Société Générale
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 93.16% (as at 15/06/2026 10:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Tesla Inc153.75 (Knocked out)406.43
    NIO Inc7.68005.21

    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 2007,316.29908804.037
    Eurostoxx 504,347.71006187.63
    Nikkei 22528,416.470066020.04
    S&P 5004,055.99007431.46

    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
    BBVA 85-60 Memory Income Autocall Apr 2023 GBP
    ISIN: XS2491370578
    STRIKE DATE: 26/04/2023
    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 2007,316.29908804.037
    Eurostoxx 504,347.71006187.63
    Nikkei 22528,416.470066020.04
    S&P 5004,055.99007431.46

    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: GBP: 1.90% Quarterly (7.60% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 7.20% p.a.
    ISIN XS2491370578
    NEXT POTENTIAL MATURITY DATE 26/04/2024

    EXPAND CLOSE
    BBVA 85-60 Memory Income Autocall Apr 2023 USD
    ISIN: XS2491370735
    STRIKE DATE: 26/04/2023
    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 2007,316.29908804.037
    Eurostoxx 504,347.71006187.63
    Nikkei 22528,416.470066020.04
    S&P 5004,055.99007431.46

    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: USD: 2.21% Quarterly (8.84% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 8.84% p.a.
    ISIN XS2491370735
    NEXT POTENTIAL MATURITY DATE 26/04/2024

    EXPAND CLOSE
    EFG European Banks Defensive Autocall USD Mar 2023
    ISIN: CH1240011895
    STRIKE DATE: 21/03/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY EFG
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Barclays143.1400472.85
    Credit Agricole SA10.282016.725
    BNP Paribas SA54.740096.69
    ING Groep NV11.160025.96

    STRIKE DATE 21/03/2023
    RETURN & BARRIERS
    Maximum Term: 4 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD: 4.25% Quarterly (17.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 8.50% p.a.
    ISIN CH1240011895
    NEXT POTENTIAL MATURITY DATE 22/09/2023

      EXPAND CLOSE
      BNP Paribas 3 Year Dual Index Fixed Income Apr 2023 GBP
      ISIN: XS2491746884
      STRIKE DATE: 19/04/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BNP Paribas
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P 5004,154.87007431.46
      OMX Stockholm 302,256.27703113.57

      STRIKE DATE 19/04/2023
      RETURN & BARRIERS
      Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 5.75% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN
      ISIN XS2491746884
      NEXT POTENTIAL MATURITY DATE 27/04/2026

      EXPAND CLOSE
      BNP Paribas 3 Year Dual Index Fixed Income Apr 2023 USD
      ISIN: XS2491746702
      STRIKE DATE: 19/04/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BNP Paribas
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P 5004,154.87007431.46
      OMX Stockholm 302,256.27703113.57

      STRIKE DATE 19/04/2023
      RETURN & BARRIERS
      Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.20% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN 6.20%
      ISIN XS2491746702
      NEXT POTENTIAL MATURITY DATE 27/04/2026

      EXPAND CLOSE
      Morgan Stanley 85-60 Memory Income Autocall Mar 2023 GBP
      ISIN: XS2575241166
      STRIKE DATE: 17/03/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Morgan Stanley
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,064.99006187.63
      Nasdaq 10012,519.880029635.95
      Nikkei 22527,333.790066020.04

      STRIKE DATE 17/03/2023
      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: USD: 3.85% Semi Annually (7.70% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 7.70% p.a.
      ISIN XS2575241166
      NEXT POTENTIAL MATURITY DATE 18/03/2024

      EXPAND CLOSE