INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Société Générale Banks Memory Knock-Out Autocall Mar 2023 GBP
ISIN: XS2558273913
STRIKE DATE: 07/03/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA19.0840 - Knocked out81.96
Commerzbank AG11.820037.72
BBVA7.2870 - Knocked out22.74
Morgan Stanley96.0600213.93

STRIKE DATE 07/03/2023
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: GBP: 4.75% Quarterly (19.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 19.00%
ISIN XS2558273913
NEXT POTENTIAL MATURITY DATE 07/06/2024

EXPAND CLOSE
BNP Capital Protected Multi-Asset 9X Accelerator Jan 2023 ZAR
ISIN: ZAE000317269
STRIKE DATE: 17/01/2023
INDICATIVE PRICE: 195.91%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 195.91% (as at 06/07/2026 10:07 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Diversified 5 Index265.5007302.1222

STRIKE DATE 17/01/2023
RETURN & BARRIERS
Investment Structure: Capital Protected Participation Note Participation Rate: ZAR= 900% in the Underlying Capital Risk: 100% Cap Protected
P.A. RETURN
ISIN ZAE000317269
NEXT POTENTIAL MATURITY DATE 18/01/2028

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Feb 2023 GBP
ISIN: XS2471148077
STRIKE DATE: 27/02/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,220.24802068.89
Eurostoxx 504,248.01006412.68
HSI19,943.510023350.03
Nikkei 22527,423.960069744.07

STRIKE DATE 27/02/2023
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: 6.00% 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 XS2471148077
NEXT POTENTIAL MATURITY DATE 27/02/2025

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Feb 2023 USD
ISIN: XS2471147855
STRIKE DATE: 27/02/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,220.24802068.89
Eurostoxx 504,248.01006412.68
HSI19,943.510023350.03
Nikkei 22527,423.960069744.07

STRIKE DATE 27/02/2023
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: 7.30% Semi Annually (14.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 14.60%
ISIN XS2471147855
NEXT POTENTIAL MATURITY DATE 27/02/2025

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Feb 2023 EUR
ISIN: XS2471147939
STRIKE DATE: 27/02/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P/TSX 601,220.24802068.89
Eurostoxx 504,248.01006412.68
HSI19,943.510023350.03
Nikkei 22527,423.960069744.07

STRIKE DATE 27/02/2023
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: 60% Final level (European style)
P.A. RETURN 11.00% p.a.
ISIN XS2471147939
NEXT POTENTIAL MATURITY DATE 27/02/2025

EXPAND CLOSE
CS Diversified Markets Memory Income Autocall Jan 2023 GBP
ISIN: XS2525914516
STRIKE DATE: 31/01/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,163.45006412.68
FTSE 1007,771.700010679.03
Nikkei 22527,327.110069744.07
S&P 5004,076.60007483.24

STRIKE DATE 31/01/2023
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: 2.17 Quarterly (8.68% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.68% p.a.
ISIN XS2525914516
NEXT POTENTIAL MATURITY DATE 30/04/2024

EXPAND CLOSE
CS Diversified Markets Memory Income Autocall Jan 2023 USD
ISIN: XS2525910449
STRIKE DATE: 31/01/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,163.45006412.68
FTSE 1007,771.700010679.03
Nikkei 22527,327.110069744.07
S&P 5004,076.60007483.24

STRIKE DATE 31/01/2023
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: 2.34% Quarterly (9.36% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.36% p.a.
ISIN XS2525910449
NEXT POTENTIAL MATURITY DATE 30/04/2024

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Feb 2023 EUR
ISIN: XS2458717670
STRIKE DATE: 24/02/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,178.82006412.68
S&P/TSX 601,218.16602068.89
Nikkei 22527,453.480069744.07
S&P/ASX 2007,307.03208844.412

STRIKE DATE 24/02/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: EUR : 3.48% Semi Annually (6.96% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.96% p.a.
ISIN XS2458717670
NEXT POTENTIAL MATURITY DATE 24/02/2024

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Feb 2023 USD
ISIN: XS2458717597
STRIKE DATE: 24/02/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,178.82006412.68
S&P/TSX 601,218.16602068.89
Nikkei 22527,453.480069744.07
S&P/ASX 2007,307.03208844.412

STRIKE DATE 24/02/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 4.41% Semi Annually (8.82% 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 XS2458717597
NEXT POTENTIAL MATURITY DATE 24/02/2024

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Feb 2023 GBP
ISIN: XS2458717324
STRIKE DATE: 24/02/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,178.82006412.68
S&P/TSX 601,218.16602068.89
Nikkei 22527,453.480069744.07
S&P/ASX 2007,307.03208844.412

STRIKE DATE 24/02/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi AnnualFirst Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate:GBP: 3.76% Semi Annually (7.52% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.52% p.a.
ISIN XS2458717324
NEXT POTENTIAL MATURITY DATE 24/02/2024

EXPAND CLOSE
Morgan Stanley Capital Protected Classic Autocall Feb 2023 USD
ISIN: XS2534746370
STRIKE DATE: 14/02/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,238.76006412.68
Nasdaq 10012,590.890029329.21
Nikkei 22527,602.770069744.07

STRIKE DATE 14/02/2023
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: 3.64% Semi Annually ( 7.28% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 7.28% p.a.
ISIN XS2534746370
NEXT POTENTIAL MATURITY DATE 14/02/2025

EXPAND CLOSE
BBVA Low Hurdle Autocall Dec 2022 GBP
ISIN: XS2442508151
STRIKE DATE: 21/12/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5003,821.62007483.24
Eurostoxx 503,802.49006412.68
Nikkei 22526,568.030069744.07

STRIKE DATE 21/12/2022
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Low Hurdle Autocall Autocall Opportunities:Annual (First observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 13.5% Annually Low Hurdle Trigger: 90% of initial level at maturity for all accumulated coupons Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 13.50%
ISIN XS2442508151
NEXT POTENTIAL MATURITY DATE 21/12/2023

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Dec 2022 GBP
ISIN: XS2378611672
STRIKE DATE: 20/12/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,802.49006412.68
FTSE 1007,370.620010679.03
Nikkei 22526,568.030069744.07
S&P 5003,821.62007483.24

STRIKE DATE 20/12/2022
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: 6.375% Semi Annually (12.75% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.75% p.a.
ISIN XS2378611672
NEXT POTENTIAL MATURITY DATE 20/12/2023

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Jan 2023 GBP
ISIN: XS2442512930
STRIKE DATE: 27/01/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,178.01006412.68
FTSE 1007,765.150010679.03
Nikkei 22527,382.560069744.07
S&P 5004,070.56007483.24

STRIKE DATE 27/01/2023
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: 6.375% Semi Annually (12.75% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.75% p.a.
ISIN XS2442512930
NEXT POTENTIAL MATURITY DATE 29/07/2024

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Jan 2023 USD
ISIN: XS2442511700
STRIKE DATE: 27/01/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,178.01006412.68
FTSE 1007,765.150010679.03
Nikkei 22527,382.560069744.07
S&P 5004,070.56007483.24

STRIKE DATE 27/01/2023
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: 7.125% Semi-Annually (14.25% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 14.25% p.a.
ISIN XS2442511700
NEXT POTENTIAL MATURITY DATE 29/07/2024

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall Jan 2023 EUR
ISIN: XS2442513078
STRIKE DATE: 27/01/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,178.01006412.68
FTSE 1007,765.150010679.03
Nikkei 22527,382.560069744.07
S&P 5004,070.56007483.24

STRIKE DATE 27/01/2023
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: 5.375% Semi-Annually (10.75% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.75% p.a.
ISIN XS2442513078
NEXT POTENTIAL MATURITY DATE 29/07/2024

EXPAND CLOSE
Morgan Stanley Capital Protected Classic Autocall Jan 2023 GBP
ISIN: XS2534550046
STRIKE DATE: 26/01/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,173.98006412.68
Nasdaq 10012,051.480029329.21
Nikkei 22527,362.750069744.07

STRIKE DATE 26/01/2023
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: 3.15% Semi Annually (6.30% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 6.30% p.a.
ISIN XS2534550046
NEXT POTENTIAL MATURITY DATE 27/01/2025

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Jan 2023 EUR
ISIN: XS2442508078
STRIKE DATE: 24/01/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,153.02006412.68
S&P/TSX 601,242.39002068.89
Nikkei 22527,299.190069744.07
S&P/ASX 2007,490.39608844.412

STRIKE DATE 24/01/2023
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi Annual (First Observation at 12 Autocall Trigger: 100% of initial level Memory Income Rate: EUR: 3.65% Semi Annually (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 XS2442508078
NEXT POTENTIAL MATURITY DATE 24/01/2024

EXPAND CLOSE
BBVA 80-60 Memory Income Autocall Jan 2023 GBP
ISIN: XS2442507856
STRIKE DATE: 24/01/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,153.02006412.68
S&P/TSX 601,242.39002068.89
Nikkei 22527,299.190069744.07
S&P/ASX 2007,490.39608844.412

STRIKE DATE 24/01/2023
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: 1.95% Quarterly (7.80% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.80%
ISIN XS2442507856
NEXT POTENTIAL MATURITY DATE 24/01/2024

EXPAND CLOSE
BBVA 80-60 Memory Income Auocall Jan 2023 USD
ISIN: XS2442507930
STRIKE DATE: 24/01/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,153.02006412.68
S&P/TSX 601,242.39002068.89
Nikkei 22527,299.190069744.07
S&P/ASX 2007,490.39608844.412

STRIKE DATE 24/01/2023
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: 2.20% Quarterly (8.80% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.80%
ISIN XS2442507930
NEXT POTENTIAL MATURITY DATE 24/01/2024

EXPAND CLOSE