INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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 2007,091.31109188.494
Eurostoxx 504,218.04006545.47
Nikkei 22530,887.880068308.59
S&P 5004,179.83007798.99

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 2007,217.37009188.494
    Eurostoxx 504,337.50006545.47
    Nikkei 22531,233.540068308.59
    S&P 5004,205.45007798.99

    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 2007,217.37009188.494
    Eurostoxx 504,337.50006545.47
    Nikkei 22531,233.540068308.59
    S&P 5004,205.45007798.99

    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 2007,217.37009188.494
    Eurostoxx 504,337.50006545.47
    Nikkei 22531,233.540068308.59
    S&P 5004,205.45007798.99

    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 1007,522.070010772.67
    Nikkei 22531,328.160068308.59
    Eurostoxx 504,291.58006545.47
    S&P 5004,205.52007798.99

    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 1007,522.070010772.67
    Nikkei 22531,328.160068308.59
    Eurostoxx 504,291.58006545.47
    S&P 5004,205.52007798.99

    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 504,305.26006545.47
    Nasdaq 10014,945.910030084.5
    Nikkei 22532,538.330068308.59

    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 504,305.26006545.47
    Nasdaq 10014,945.910030084.5
    Nikkei 22532,538.330068308.59

    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 1007,502.030010772.67
    S&P 5004,381.89007798.99
    OMX Stockholm 302,235.40903281.461

    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
    Barclays 3 Year Triple Index Fixed Income GBP Jun 2023
    ISIN: XS2514198097
    STRIKE DATE: 22/06/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,502.030010772.67
    S&P 5004,381.89007798.99
    OMX Stockholm 302,235.40903281.461

    STRIKE DATE 22/06/2023
    RETURN & BARRIERS
    Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.40% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 6.40% p.a.
    ISIN XS2514198097
    NEXT POTENTIAL MATURITY DATE 29/06/2026

    EXPAND CLOSE
    BNP 70-70 Memory Income Autocall May 2023 USD
    ISIN: XS2515087638
    STRIKE DATE: 24/05/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Givaudan Reg3,016.00003261
    Nike Inc108.290041.23
    Nvidia Corporation30.5380225.3

    STRIKE DATE 24/05/2023
    RETURN & BARRIERS
    Investment Structure: Semi-Annual Memory Income Autocall Autocall opportunities: Semi-Annually (First observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 6.50% Semi-annual Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
    P.A. RETURN
    ISIN XS2515087638
    NEXT POTENTIAL MATURITY DATE 26/05/2026

      EXPAND CLOSE
      BBVA Enhanced Protection Classic Autocall May 2023 USD (XS2491406273)
      ISIN: XS2491406273
      STRIKE DATE: 23/05/2023
      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 2007,259.88709188.494
      Eurostoxx 504,342.38006545.47
      S&P 5004,145.58007798.99
      Nikkei 22530,957.770068308.59

      STRIKE DATE 23/05/2023
      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: 2.76% Quarterly snowballing (11.04% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Strike with Geared Put (at maturity)
      P.A. RETURN 11.04% p.a.
      ISIN XS2491406273
      NEXT POTENTIAL MATURITY DATE 23/05/2024

      EXPAND CLOSE
      Morgan Stanley Enhanced Protection Classic Autocall May 2023 USD
      ISIN: XS2599571176
      STRIKE DATE: 23/05/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Morgan Stanley
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,342.38006545.47
      Nikkei 22530,957.770068308.59
      S&P 5004,145.58007798.99

      STRIKE DATE 23/05/2023
      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: USD: 5.002% Semi-annual (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Strike with Geared Put (at maturity)
      P.A. RETURN 10.004% p.a.
      ISIN XS2599571176
      NEXT POTENTIAL MATURITY DATE 23/05/2025

      EXPAND CLOSE
      BNP Enhanced Protection Classic Autocall May 2023 USD
      ISIN: XS2506572267
      STRIKE DATE: 23/05/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BNP
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      CAC 407,378.71008650.56
      HSI19,431.250025396.51
      IBEX 359,267.000020168.6
      S&P 5004,145.58007798.99

      STRIKE DATE 23/05/2023
      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: 4.55% Semi-annual (9.10% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Strike with Geared Put (at maturity)
      P.A. RETURN 9.10% p.a,
      ISIN XS2506572267
      NEXT POTENTIAL MATURITY DATE 23/05/2025

      EXPAND CLOSE
      Barclays Enhanced Protection Classic Autocall May 2023 GBP (XS2506726673)
      ISIN: XS2506726673
      STRIKE DATE: 23/05/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1007,762.950010772.67
      S&P/TSX 601,211.77502168.34
      Nasdaq 10013,672.540030084.5
      Nikkei 22530,957.770068308.59

      STRIKE DATE 23/05/2023
      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: 3.85% Semi-annual snowballing (7.70% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Strike with Geared Put (at maturity)
      P.A. RETURN 7.70% p.a.
      ISIN XS2506726673
      NEXT POTENTIAL MATURITY DATE 23/05/2024

      EXPAND CLOSE
      BBVA Enhanced Protection Memory Income Autocall May 2023 USD (XS2491406430)
      ISIN: XS2491406430
      STRIKE DATE: 23/05/2023
      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 2007,259.88709188.494
      Eurostoxx 504,342.38006545.47
      Nikkei 22530,957.770068308.59
      S&P 5004,145.58007798.99

      STRIKE DATE 23/05/2023
      RETURN & BARRIERS
      Investment Structure: Quarterly Memory Income Autocall Autocall opportunities: Semi-Annually (First observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.96% Quarterly Income Trigger: 85% of initial level Protection Barrier: 65%
      P.A. RETURN 7.84% p.a.
      ISIN XS2491406430
      NEXT POTENTIAL MATURITY DATE 23/05/2024

      EXPAND CLOSE
      Soc Gen Issuer Callable Growth Participation May 2023 EUR (XS2593388247)
      ISIN: XS2593388247
      STRIKE DATE: 23/05/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Soc Gen
      TYPE Note
      CURRENCY EUR
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      S&P 5004,145.58007798.99

      STRIKE DATE 23/05/2023
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: 100% Capital Protected Issuer Callable Growth Participation Rate: USD = 200% Strike Level: 100% of the closing level on the Strike Date Coupon Rate: EUR = 0.60% Monthly (7.20% p.a.) Capital Protection: 70% Capital Protected
      P.A. RETURN 7.20% p.a.
      ISIN XS2593388247
      NEXT POTENTIAL MATURITY DATE 15/11/2024

      EXPAND CLOSE
      Barclays Capital Protected Autocall May 2023 GBP (XS2506812242)
      ISIN: XS2506812242
      STRIKE DATE: 23/05/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1007,762.950010772.67
      Russell 20001,787.71503052.847
      Nikkei 22530,957.770068308.59

      STRIKE DATE 23/05/2023
      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: 3.65% Semi Annually (7.30% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
      P.A. RETURN
      ISIN XS2506812242
      NEXT POTENTIAL MATURITY DATE 26/05/2026

      EXPAND CLOSE
      Morgan Stanley 85-65 Memory Income Autocall May 2023 EUR (XS2599547978)
      ISIN: XS2599547978
      STRIKE DATE: 22/05/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Morgan Stanley
      TYPE Note
      CURRENCY EUR
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,385.63006545.47
      Nasdaq 10013,849.740030084.5
      Nikkei 22531,086.820068308.59

      STRIKE DATE 22/05/2023
      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: EUR = 2.75% Semi-annual Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN 5.50%
      ISIN XS2599547978
      NEXT POTENTIAL MATURITY DATE 22/05/2024

      EXPAND CLOSE
      Barclays 85-65 Memory Income Autocall May 2023 EUR (XS2505895651)
      ISIN: XS2505895651
      STRIKE DATE: 22/05/2023
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY
      TYPE Note
      CURRENCY EUR
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 504,385.63006545.47
      FTSE 1007,770.990010772.67
      Nasdaq 10013,849.740030084.5
      Nikkei 22531,086.820068308.59

      STRIKE DATE 22/05/2023
      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: EUR = 3.00% Semi-annual Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN 6.00% p.a.
      ISIN XS2505895651
      NEXT POTENTIAL MATURITY DATE 22/05/2024

      EXPAND CLOSE