INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BNP SPX Classic Autocall June 2022 USD
ISIN: XS2392617101
STRIKE DATE: 27/06/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5003,900.11007747.71

STRIKE DATE 27/06/2022
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Annually (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 8.20% Annual Snowballing Coupon if Autocalled Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.20% p.a.
ISIN XS2392617101
NEXT POTENTIAL MATURITY DATE 27/06/2024

    EXPAND CLOSE
    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 504,393.95006382.59
    Nikkei 22528,658.830064214.48
    S&P 5004,154.87007747.71

    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 2007,216.26909020.093
      Eurostoxx 504,293.24006382.59
      Nikkei 22532,217.430064214.48
      S&P 5004,273.79007747.71

      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 2007,216.26909020.093
      Eurostoxx 504,293.24006382.59
      Nikkei 22532,217.430064214.48
      S&P 5004,273.79007747.71

      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 2007,216.26909020.093
      Eurostoxx 504,293.24006382.59
      Nikkei 22532,217.430064214.48
      S&P 5004,273.79007747.71

      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 2007,099.65809020.093
      Eurostoxx 504,297.68006382.59
      Nikkei 22531,641.270064214.48
      S&P 5004,293.93007747.71

      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 2007,099.65809020.093
      Eurostoxx 504,297.68006382.59
      Nikkei 22531,641.270064214.48
      S&P 5004,293.93007747.71

      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 2007,099.65809020.093
      Eurostoxx 504,297.68006382.59
      Nikkei 22531,641.270064214.48
      S&P 5004,293.93007747.71

      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 1007,627.100010831.52
      S&P 5004,115.24007747.71
      Eurostoxx 504,263.74006382.59

      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 1007,627.100010831.52
      S&P 5004,115.24007747.71
      Eurostoxx 504,263.74006382.59

      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 504,269.64006382.59
      Nasdaq 10013,938.530029482.32
      Nikkei 22530,801.130064214.48

      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 504,269.64006382.59
      Nasdaq 10013,938.530029482.32
      Nikkei 22530,801.130064214.48

      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 2007,236.78409020.093
      Eurostoxx 504,367.45006382.59
      Nikkei 22530,573.930064214.48
      S&P 5004,198.05007747.71

      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 SpA18.840084.64
      Barclays153.0600493.4
      HSBC561.60001563.6
      Commerzbank AG9.720041.6

      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
      BBVA6.598025.4
      Societe Generale22.060074.38
      HSBC599.70001563.6
      Commerzbank AG10.020041.6

      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 1007,332.120010831.52

      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 2007,152.50009020.093
        S&P 5003,822.39007747.71
        Russell 20001,754.08602968.271

        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% Index3,354.43005700.99
        MSCI Europe Select Green 50 5% Decrement Index1,551.24001738.86

        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 AG9.842041.6
          Societe Generale21.555074.38
          Morgan Stanley85.0900217.15

          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 Devices95.4800456.16
          Amazon.com102.1700258.9
          Paypal74.520056.82
          Meta Platform Inc214.7500610.68

          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