INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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 2007,177.75408844.412
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: 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 504,315.05006412.68
Nasdaq 10013,181.350029329.21
Nikkei 22528,041.480069744.07

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: 29.32%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 29.32% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vestas Wind System A/S199.0000187.2
First Solar Inc217.5000224.57
General Electric Co95.6000377.52
Plug Power Inc11.72002.64

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 SpA17.460081.96
Barclays144.8200522.3
HSBC555.30001451
Commerzbank AG9.736037.72

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 2007,292.7488844.412
Eurostoxx 504,358.056412.68
Nikkei 22528,457.6869744.07
S&P 5004,135.357483.24

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 2007,292.7488844.412
Eurostoxx 504,358.056412.68
Nikkei 22528,457.6869744.07
S&P 5004,135.357483.24

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 2007,292.7488844.412
Eurostoxx 504,358.056412.68
Nikkei 22528,457.6869744.07
S&P 5004,135.357483.24

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: 122.82%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE 122.82% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5003,971.27007483.24

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 28/09/2026

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: 92.41%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 92.41% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Tesla Inc153.75 (Knocked out)393.45
NIO Inc7.68004.79

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 2007,316.29908844.412
Eurostoxx 504,347.71006412.68
Nikkei 22528,416.470069744.07
S&P 5004,055.99007483.24

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
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 2007,316.29908844.412
Eurostoxx 504,347.71006412.68
Nikkei 22528,416.470069744.07
S&P 5004,055.99007483.24

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: 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 2007,316.29908844.412
Eurostoxx 504,347.71006412.68
Nikkei 22528,416.470069744.07
S&P 5004,055.99007483.24

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: 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
Barclays143.1400522.3
Credit Agricole SA10.282017.72
BNP Paribas SA54.7400102.68
ING Groep NV11.160028.29

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 5004,154.87007483.24
    OMX Stockholm 302,256.27703247.031

    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 5004,154.87007483.24
    OMX Stockholm 302,256.27703247.031

    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 504,064.99006412.68
    Nasdaq 10012,519.880029329.21
    Nikkei 22527,333.790069744.07

    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
    BBVA 70-70 Memory Income Autocall Mar 2023 USD
    ISIN: XS2471187307
    STRIKE DATE: 08/03/2023
    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 2007,307.76608844.412
    FTSE 1007,929.920010679.03
    S&P 5003,992.01007483.24

    STRIKE DATE 08/03/2023
    RETURN & BARRIERS
    Maximum Term: 2 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.90% Quarterly (7.60% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
    P.A. RETURN 7.60% p.a.
    ISIN XS2471187307
    NEXT POTENTIAL MATURITY DATE 11/06/2024

    EXPAND CLOSE
    Société Générale Banks Memory Knock-Out Autocall Apr 2023 USD – Factsheet available upon request
    ISIN: XS2593166932
    STRIKE DATE: 12/04/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Société Générale
    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 Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Knock Out Trigger: 95% of initial level Coupon Rate: USD: 5.45% Quarterly (21.80.% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 21.80% p.a.
    ISIN XS2593166932
    NEXT POTENTIAL MATURITY DATE 12/10/2023

    EXPAND CLOSE
    BBVA 65-65 Memory Income Autocall Mar 2023 USD
    ISIN: XS2471147004
    STRIKE DATE: 03/03/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P 5004,045.64007483.24
    FTSE 1007,947.110010679.03
    S&P/ASX 2007,283.57008844.412

    STRIKE DATE 03/03/2023
    RETURN & BARRIERS
    Maximum Term: 3 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.85% Quarterly (7.40% p.a.) Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 7.40% p.a.
    ISIN XS2471147004
    NEXT POTENTIAL MATURITY DATE 03/06/2024

    EXPAND CLOSE
    CS Diversified Markets Memory Income Autocall Feb 2023 USD
    ISIN: XS2543849413
    STRIKE DATE: 28/02/2023
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Credit Suisse
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,238.38006412.68
    FTSE 1007,876.280010679.03
    Nikkei 22527,445.560069744.07
    S&P 5003,970.15007483.24

    STRIKE DATE 28/02/2023
    RETURN & BARRIERS
    Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 Autocall) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 2.10% Quarterly (8.40% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 8.40% p.a.
    ISIN XS2543849413
    NEXT POTENTIAL MATURITY DATE 28/05/2024

    EXPAND CLOSE