INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
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 2007,177.75409020.093
Eurostoxx 504,315.05006382.59
Nikkei 22528,041.480064214.48
S&P 5004,109.31007747.71

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 2007,177.75409020.093
Eurostoxx 504,315.05006382.59
Nikkei 22528,041.480064214.48
S&P 5004,109.31007747.71

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 504,315.05006382.59
Nasdaq 10013,181.350029482.32
Nikkei 22528,041.480064214.48

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: 24.62%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 24.62% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Vestas Wind System A/S199.0000214.9
First Solar Inc217.5000207.42
General Electric Co95.6000333.48
Plug Power Inc11.72002.11

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 SpA17.460084.64
Barclays144.8200493.4
HSBC555.30001563.6
Commerzbank AG9.736041.6

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 2007,292.7489020.093
Eurostoxx 504,358.056382.59
Nikkei 22528,457.6864214.48
S&P 5004,135.357747.71

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 2007,292.7489020.093
Eurostoxx 504,358.056382.59
Nikkei 22528,457.6864214.48
S&P 5004,135.357747.71

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 2007,292.7489020.093
Eurostoxx 504,358.056382.59
Nikkei 22528,457.6864214.48
S&P 5004,135.357747.71

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: 124.10%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE 124.10% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5003,971.27007747.71

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: 85.85%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 85.85% (as at 04/09/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Tesla Inc153.75 (Knocked out)376.365
NIO Inc7.68003.86

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 26/10/2026

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 2007,316.29909020.093
Eurostoxx 504,347.71006382.59
Nikkei 22528,416.470064214.48
S&P 5004,055.99007747.71

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 2007,316.29909020.093
Eurostoxx 504,347.71006382.59
Nikkei 22528,416.470064214.48
S&P 5004,055.99007747.71

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 2007,316.29909020.093
Eurostoxx 504,347.71006382.59
Nikkei 22528,416.470064214.48
S&P 5004,055.99007747.71

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
Barclays143.1400493.4
Credit Agricole SA10.282018.845
BNP Paribas SA54.7400104.14
ING Groep NV11.160031.75

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 5004,154.87007747.71
    OMX Stockholm 302,256.27703278.19

    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 5004,154.87007747.71
    OMX Stockholm 302,256.27703278.19

    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 504,064.99006382.59
    Nasdaq 10012,519.880029482.32
    Nikkei 22527,333.790064214.48

    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 2007,307.76609020.093
    FTSE 1007,929.920010831.52
    S&P 5003,992.01007747.71

    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 SpA18.840084.64
    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 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 5004,045.64007747.71
    FTSE 1007,947.110010831.52
    S&P/ASX 2007,283.57009020.093

    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