INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA Diversified Markets Memory Income Autocall Nov 2022 GBP
ISIN: XS2442484205
STRIKE DATE: 30/11/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,964.72006168.26
FTSE 1007,573.050010840.35
Nikkei 22527,968.990064425.95
Nasdaq 10012,030.060029935.59

STRIKE DATE 30/11/2022
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: 2.10% 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 XS2442484205
NEXT POTENTIAL MATURITY DATE 29/02/2024

EXPAND CLOSE
BBVA Diversified Markets Memory Income Autocall Nov 2022 USD
ISIN: XS2442484114
STRIKE DATE: 30/11/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,964.72006168.26
FTSE 1007,573.050010840.35
Nikkei 22527,968.990064425.95
Nasdaq 10012,030.060029935.59

STRIKE DATE 30/11/2022
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 : 2.35% Quarterly (9.40% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.40% p.a.
ISIN XS2442484114
NEXT POTENTIAL MATURITY DATE 29/02/2024

EXPAND CLOSE
Soc Gen International Banks Defensive Autocall Nov 2022 USD
ISIN: XS2508422792
STRIKE DATE: 30/11/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Societe Generale23.990064.6
HSBC509.70001421.2
BBVA5.612022.99
Morgan Stanley93.0700182.1

STRIKE DATE 30/11/2022
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level Memory Income Rate: USD: 4.80% Quarterly (19.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 9.60% p.a.
ISIN XS2508422792
NEXT POTENTIAL MATURITY DATE 30/08/2023

EXPAND CLOSE
BBVA 60-60 Memory Income Autocall Jan 2023 GBP
ISIN: XS2442502543
STRIKE DATE: 13/01/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5003,983.17007744.06
Nikkei 22526,449.820064425.95
S&P/ASX 2007,280.39608719.719
Eurostoxx 504,126.68006168.26

STRIKE DATE 13/01/2023
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: GBP 3.30% Semi Annually (6.60% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.60% p.a.
ISIN XS2442502543
NEXT POTENTIAL MATURITY DATE 16/01/2024

EXPAND CLOSE
BBVA 60-60 Memory Income Autocall Jan 2023 USD
ISIN: XS2442502469
STRIKE DATE: 13/01/2023
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5003,983.17007744.06
Nikkei 22526,449.820064425.95
S&P/ASX 2007,280.39608719.719
Eurostoxx 504,126.68006168.26

STRIKE DATE 13/01/2023
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 : 3.70% Semi Annually (7.40% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.40% p.a.
ISIN XS2442502469
NEXT POTENTIAL MATURITY DATE 16/01/2024

EXPAND CLOSE
Soc Gen Clean Energy Fixed Income Autocall Nov 2022 GBP
ISIN: XS2508369456
STRIKE DATE: 28/11/2022
INDICATIVE PRICE: 9.97%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY GBP
CURRENT PRICE 9.97% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Plug Power Inc14.92001.485
First Solar Inc165.6200178.81
Solaredge Technologies Inc295.450031.43
Enphase Energy Inc312.210030.82

STRIKE DATE 28/11/2022
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Fixed Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 90% of initial level Fixed Income Rate: GBP: 3.10% Quarterly (12.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2508369456
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE
Soc Gen Clean Energy Fixed Income Autocall Nov 2022 USD
ISIN: XS2508369530
STRIKE DATE: 28/11/2022
INDICATIVE PRICE: 10.20%
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 10.20% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Plug Power Inc14.92001.485
First Solar Inc165.6200178.81
Solaredge Technologies Inc295.450031.43
Enphase Energy Inc312.210030.82

STRIKE DATE 28/11/2022
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Fixed Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 90% of initial level Fixed Income Rate: USD: 3.35% Quarterly (13.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2508369530
NEXT POTENTIAL MATURITY DATE 30/11/2026

EXPAND CLOSE
Barclays S&P 500 3 Year Fixed Income Dec 2022 USD
ISIN: XS2443094292
STRIKE DATE: 05/12/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5003,998.84007744.06

STRIKE DATE 05/12/2022
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 6.15% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 6.15% p.a.
ISIN XS2443094292
NEXT POTENTIAL MATURITY DATE 12/12/2025

EXPAND CLOSE
BBVA 85-60 Memory Income Autocall Dec 2022 EUR
ISIN: XS2442487133
STRIKE DATE: 06/12/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,939.19006168.26
S&P/TSX 601,211.99302138.906
Nikkei 22527,885.870064425.95
S&P/ASX 2007,291.26608719.719

STRIKE DATE 06/12/2022
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: 3.75% Semi Annually (7.50% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.50% p.a
ISIN XS2442487133
NEXT POTENTIAL MATURITY DATE 06/06/2024

EXPAND CLOSE
Citi Triple Index Reducing Autocall Nov 2022 EUR
ISIN: XS2550492677
STRIKE DATE: 04/11/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Citi
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,334.840010840.35
S&P 5003,770.55007744.06
Eurostoxx 503,688.33006168.26

STRIKE DATE 04/11/2022
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Annual Reducing Autocall Autocall Opportunities: Annually (First Observation at 24 months) Autocall Trigger: 100% of initial level then reduced by 10% per Semester Autocall Rate: USD = 6.90% Semi-Annual Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.90% p.a.
ISIN XS2550492677
NEXT POTENTIAL MATURITY DATE 04/11/2024

    EXPAND CLOSE
    BBVA 80-60 Memory Income Autocall Dec 2022 GBP
    ISIN: XS2425357741
    STRIKE DATE: 06/12/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,939.19006168.26
    S&P/TSX 601,211.99302138.906
    Nikkei 22527,885.870064425.95
    S&P/ASX 2007,291.26608719.719

    STRIKE DATE 06/12/2022
    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: 2.08% Quarterly ( 8.32% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 8.32% p.a.
    ISIN XS2425357741
    NEXT POTENTIAL MATURITY DATE 06/03/2024

    EXPAND CLOSE
    BBVA 80-60 Memory Income Autocall Dec 2022 USD
    ISIN: XS2425358046
    STRIKE DATE: 06/12/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,939.19006168.26
    S&P/TSX 601,211.99302138.906
    Nikkei 22527,885.870064425.95
    S&P/ASX 2007,291.26608719.719

    STRIKE DATE 06/12/2022
    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: 2.31% Quarterly (9.24% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 9.24% p.a.
    ISIN XS2425358046
    NEXT POTENTIAL MATURITY DATE 06/03/2024

    EXPAND CLOSE
    UniCredit Diversified Markets Memory Income Autocall Oct 2022 GBP
    ISIN: DE000HC0HFD6
    STRIKE DATE: 31/10/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Unicredit AG
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,617.54006168.26
    Nasdaq 10011,405.570029935.59
    Nikkei 22527,587.460064425.95
    FTSE 1007,094.530010840.35

    STRIKE DATE 31/10/2022
    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: 2.25% Quarterly (11.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 9.00% p.a.
    ISIN DE000HC0HFD6
    NEXT POTENTIAL MATURITY DATE 31/10/2023

    EXPAND CLOSE
    UniCredit Diversified Markets Memory Income Autocall Oct 2022 USD
    ISIN: DE000HC0HFE4
    STRIKE DATE: 31/10/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Unicredit AG
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,617.54006168.26
    Nasdaq 10011,405.570029935.59
    Nikkei 22527,587.460064425.95
    FTSE 1007,094.530010840.35

    STRIKE DATE 31/10/2022
    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: 2.25% Quarterly (11.00% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 9.00% p.a.
    ISIN DE000HC0HFE4
    NEXT POTENTIAL MATURITY DATE 31/10/2023

    EXPAND CLOSE
    Goldman Sachs Memory Income Reducing Autocall Jan 2021 GBP
    ISIN: XS2274013627
    STRIKE DATE: 28/01/2021
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1006,526.150010840.35
    S&P/ASX 2006,649.69408719.719
    MSCI Taiwan639.72002094.999
    Russell 20002,106.60902767.269

    STRIKE DATE 28/01/2021
    RETURN & BARRIERS
    Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level then reduced by 1% every 3 months, floored at 85% Memory Income Rate: GBP = 1.55% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 6.20% p.a.
    ISIN XS2274013627
    NEXT POTENTIAL MATURITY DATE 28/07/2023

    EXPAND CLOSE
    Barclays 4 Year 60-60 Memory Income Autocall Oct 2022 EUR
    ISIN: XS2441851693
    STRIKE DATE: 27/10/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,604.51006168.26
    S&P 5003,807.30007744.06
    FTSE 1007,073.690010840.35

    STRIKE DATE 27/10/2022
    RETURN & BARRIERS
    Maximum Term: 4 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: 3.35% Semi Annually (6.70% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 6.70% p.a.
    ISIN XS2441851693
    NEXT POTENTIAL MATURITY DATE 27/10/2023

    EXPAND CLOSE
    Barclays 3 Year 60-60 Memory Income Autocall Oct 2022 EUR
    ISIN: XS2441851776
    STRIKE DATE: 27/10/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,604.51006168.26
    S&P 5003,807.30007744.06
    FTSE 1007,073.690010840.35

    STRIKE DATE 27/10/2022
    RETURN & BARRIERS
    Maximum Term: 3 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: 3.40% Semi Annually (6.80% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 6.80% p.a.
    ISIN XS2441851776
    NEXT POTENTIAL MATURITY DATE 27/10/2023

    EXPAND CLOSE
    Morgan Stanley Capital Protected Classic Autocall Nov 2022 GBP
    ISIN: XS2533988098
    STRIKE DATE: 30/11/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,964.72006168.26
    Nasdaq 10012,030.060029935.59
    Nikkei 22527,968.990064425.95

    STRIKE DATE 30/11/2022
    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 4.20% Semi Annually (8.40% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN 8.40% p.a.
    ISIN XS2533988098
    NEXT POTENTIAL MATURITY DATE 29/11/2024

    EXPAND CLOSE
    Morgan Stanley Capital Protected Classic Autocall Nov 2022 USD
    ISIN: XS2533987959
    STRIKE DATE: 30/11/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,964.72006168.26
    Nasdaq 10012,030.060029935.59
    Nikkei 22527,968.990064425.95

    STRIKE DATE 30/11/2022
    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: 4.575% Semi-Annually (9.15% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
    P.A. RETURN 9.15% p.a.
    ISIN XS2533987959
    NEXT POTENTIAL MATURITY DATE 29/11/2024

    EXPAND CLOSE
    BBVA Drop Down Autocall Nov 2022 USD
    ISIN: XS2392205097
    STRIKE DATE: 29/11/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,934.44006168.26
    HSI18,204.680024062.72
    Nikkei 22528,027.840064425.95
    S&P 5003,957.63007744.06

    STRIKE DATE 29/11/2022
    RETURN & BARRIERS
    Maximum Term: 6 years Investment Structure: Drop Down Autocall Autocall Opportunities: Semi Annual (First Observation at 12) Autocall Trigger: 100% of initial level, then reduced by 5% every 6 months, floored at 90% from 24 months Coupon Rate: USD: 7.20 % Semi Annually (14.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 14.40% p.a.
    ISIN XS2392205097
    NEXT POTENTIAL MATURITY DATE 29/05/2024

    EXPAND CLOSE