INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Leonteq/BlackRock Daily Protected Certificate
ISIN: CH0572902226
STRIKE DATE: Closed
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY Leonteq Securities AG
TYPE Security
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Risk-Parity Multi-Asset Index on BlackRock Funds1,776.092182.34

STRIKE DATE Closed
RETURN & BARRIERS
- Exposure to a multi-asset portfolio of mutual funds managed by BlackRock - The portfolio follows a risk parity strategy and aims to systematically control volatility - No cap on the upside performance - Daily protection at 90% of the highest Daily Certificate Price - “High-watermark” feature ensures the largest possible drawdown is capped at 10% - No cap on the protection level – i.e. it will always be 90% of the highest ever Daily Price - Daily liquidity at the Daily Certificate Price – both inflows and outflows
P.A. RETURN
ISIN CH0572902226
NEXT POTENTIAL MATURITY DATE 01/12/2022

    EXPAND CLOSE
    Goldman Sachs Diversified Markets Classic Autocall USD Nov 2020
    ISIN: XS1971488454
    STRIKE DATE: 30/11/2020
    INDICATIVE PRICE: 99.24%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 99.24% (as at 15/06/2026 10:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2006,517.80708804.037
    HSCEI10,546.47008374.43
    IBEX 358,076.900018764.4
    MSCI Taiwan543.94001983.51

    STRIKE DATE 30/11/2020
    RETURN & BARRIERS
    Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 7.5% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS1971488454
    NEXT POTENTIAL MATURITY DATE 15/09/2026

    EXPAND CLOSE
    Barclays Capital Protected Growth Note December 2020 GBP
    ISIN: XS2194325770
    STRIKE DATE: 08/12/2020
    INDICATIVE PRICE: 98.54%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 98.54% (as at 15/06/2026 10:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Barclays Mutual Fund TR RC 3.5% EUR 1 Index118.1142120.3765

    STRIKE DATE 08/12/2020
    RETURN & BARRIERS
    Investment Structure: Capital Protected Growth Participation Note Participation Rate: GBP = 70% Capital Risk: 100% Capital Protected
    P.A. RETURN
    ISIN XS2194325770
    NEXT POTENTIAL MATURITY DATE 08/12/2026

    EXPAND CLOSE
    BNP Paribas European Banks Defensive Autocall December 2020 GBP
    ISIN: XS2201064974
    STRIKE DATE: 04/12/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Banco Santander2.862011.026
    HSBC422.65001372.8
    Lloyds39.0250102.35
    Societe Generale18.294073.4

    STRIKE DATE 04/12/2020
    RETURN & BARRIERS
    Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: GBP = 4.75% Quarterly (19% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS2201064974
    NEXT POTENTIAL MATURITY DATE 04/06/2021

    EXPAND CLOSE
    BNP Paribas European Banks Defensive Autocall December 2020 USD
    ISIN: XS2201064891
    STRIKE DATE: 04/12/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Banco Santander2.862011.026
    HSBC422.65001372.8
    Lloyds39.0250102.35
    Societe Generale18.294073.4

    STRIKE DATE 04/12/2020
    RETURN & BARRIERS
    Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 5.00% Quarterly (20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS2201064891
    NEXT POTENTIAL MATURITY DATE 04/06/2021

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall December 2020 GBP
    ISIN: XS2190714852
    STRIKE DATE: 03/12/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503517.16187.63
    OMX Stockholm 301912.1753113.57
    SMI10342.6313708.02
    S&P/TSX 601035.482050.451

    STRIKE DATE 03/12/2020
    RETURN & BARRIERS
    Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 3.10% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2190714852
    NEXT POTENTIAL MATURITY DATE 03/12/2021

    EXPAND CLOSE
    BBVA Semi-Annual Classic Autocall December 2020 USD
    ISIN: XS2190714779
    STRIKE DATE: 03/12/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503517.16187.63
    OMX Stockholm 301912.1753113.57
    SMI10342.6313708.02
    S&P/TSX 601035.482050.451

    STRIKE DATE 03/12/2020
    RETURN & BARRIERS
    Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 4.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2190714779
    NEXT POTENTIAL MATURITY DATE 03/12/2021

    EXPAND CLOSE
    BBVA Oil & Gas Sector 60-60 Memory Income Autocall Dec 2020 GBP
    ISIN: XS2190715156
    STRIKE DATE: 09/12/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SPDR S&P Oil & Gas ETF60.3000165.34

    STRIKE DATE 09/12/2020
    RETURN & BARRIERS
    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: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2190715156
    NEXT POTENTIAL MATURITY DATE 09/12/2021

    EXPAND CLOSE
    BBVA Oil & Gas Sector 60-60 Memory Income Autocall Dec 2020 USD
    ISIN: XS2190715230
    STRIKE DATE: 09/12/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    SPDR S&P Oil & Gas ETF60.3000165.34

    STRIKE DATE 09/12/2020
    RETURN & BARRIERS
    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: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2190715230
    NEXT POTENTIAL MATURITY DATE 09/12/2021

    EXPAND CLOSE
    Goldman Sachs Pacific Markets Memory Income Autocall Dec 2020 GBP
    ISIN: XS2114064962
    STRIKE DATE: 04/12/2020
    INDICATIVE PRICE: 95.89%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 95.89% (as at 15/06/2026 10:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2006,634.08208804.037
    HSCEI10,624.65008374.43
    Nasdaq 10012,528.480029635.95
    MSCI Taiwan565.45001983.51

    STRIKE DATE 04/12/2020
    RETURN & BARRIERS
    Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 1.250% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2114064962
    NEXT POTENTIAL MATURITY DATE 04/09/2026

    EXPAND CLOSE
    Goldman Sachs Pacific Markets Memory Income Autocall Dec 2020 USD
    ISIN: XS2114054062
    STRIKE DATE: 04/12/2020
    INDICATIVE PRICE: 96.35%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 96.35% (as at 15/06/2026 10:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2006,634.08208804.037
    HSCEI10,624.65008374.43
    Nasdaq 10012,528.480029635.95
    MSCI Taiwan565.45001983.51

    STRIKE DATE 04/12/2020
    RETURN & BARRIERS
    Investment Structure: Quarterly Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.625% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2114054062
    NEXT POTENTIAL MATURITY DATE 04/09/2026

    EXPAND CLOSE
    BBVA US Tech Memory Income Autocall Nov 2020 USD
    ISIN: XS2190701107
    STRIKE DATE: 10/11/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Amazon.com3,035.0200238.55
    Apple Inc115.9700291.13
    Tesla Motors410.3600

    STRIKE DATE 10/11/2020
    RETURN & BARRIERS
    Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 75% of initial level Memory Income Rate: USD= 3.00% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS2190701107
    NEXT POTENTIAL MATURITY DATE 10/05/2021

    EXPAND CLOSE
    Goldman Sachs Pacific Markets Classic Autocall Dec 2020 GBP
    ISIN: XS2114063725
    STRIKE DATE: 02/12/2020
    INDICATIVE PRICE: 97.62%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE 97.62% (as at 15/06/2026 10:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2006,590.20408804.037
    HSCEI10,573.79008374.43
    Nasdaq 10012,456.410029635.95
    MSCI Taiwan558.79001983.51

    STRIKE DATE 02/12/2020
    RETURN & BARRIERS
    Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 5.275% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2114063725
    NEXT POTENTIAL MATURITY DATE 09/12/2026

    EXPAND CLOSE
    Goldman Sachs Pacific Markets Classic Autocall Dec 2020 USD
    ISIN: XS2114064459
    STRIKE DATE: 02/12/2020
    INDICATIVE PRICE: 98.79%
    STATUS: Live
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 98.79% (as at 15/06/2026 10:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    S&P/ASX 2006,590.20408804.037
    HSCEI10,573.79008374.43
    Nasdaq 10012,456.410029635.95
    MSCI Taiwan558.79001983.51

    STRIKE DATE 02/12/2020
    RETURN & BARRIERS
    Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 7.325% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2114064459
    NEXT POTENTIAL MATURITY DATE 02/12/2026

    EXPAND CLOSE
    BBVA US Tech 50-50 Memory Income Autocall December 2020 GBP
    ISIN: XS2190712138
    STRIKE DATE: 03/12/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Amazon.com3186.73238.55
    Netflix497.5280.34
    Apple Inc122.94291.13
    Tesla Motors593.38

    STRIKE DATE 03/12/2020
    RETURN & BARRIERS
    Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level Memory Income Rate: GBP = 3.80% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS2190712138
    NEXT POTENTIAL MATURITY DATE 03/06/2021

    EXPAND CLOSE
    BBVA US Tech 50-50 Memory Income Autocall December 2020 USD
    ISIN: XS2190712211
    STRIKE DATE: 03/12/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Amazon.com3186.73238.55
    Netflix497.5280.34
    Apple Inc122.94291.13
    Tesla Motors593.38

    STRIKE DATE 03/12/2020
    RETURN & BARRIERS
    Investment Structure: Memory Income Autocall Autocall opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level Memory Income Rate: USD = 4.00% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS2190712211
    NEXT POTENTIAL MATURITY DATE 03/06/2021

    EXPAND CLOSE
    Barclays European Bank Memory Income Autocall Oct 2020 GBP
    ISIN: XS2186933698
    STRIKE DATE: 30/10/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Societe Generale11.640073.4
    Lloyds28.0250102.35
    Banco Santander1.710811.026
    HSBC324.55001372.8

    STRIKE DATE 30/10/2020
    RETURN & BARRIERS
    Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP= 3.30% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS2186933698
    NEXT POTENTIAL MATURITY DATE 01/11/2021

    EXPAND CLOSE
    BBVA Semi Annual Classic Autocall March 2020 GBP
    ISIN: XS2073895281
    STRIKE DATE: 17/03/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005,294.900010471.72
    OMX Stockholm 301,372.78803113.57
    S&P/ASX 2005,293.41008804.037
    S&P/TSX 60767.51902050.451

    STRIKE DATE 17/03/2020
    RETURN & BARRIERS
    Investment Structure: Semi-annual Classic Autocall Autocall Opportunities: Semi-annual (First Observation at 12 months) Autocall Trigger: 101% of initial level Coupon Rate: GBP = 5.3% Semi-annual (10.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN
    ISIN XS2073895281
    NEXT POTENTIAL MATURITY DATE 17/03/2021

    EXPAND CLOSE
    Natixis IDAD Semi-Annual Classic Autocall
    ISIN: XS2024049285
    STRIKE DATE: 27/11/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Natixis
    TYPE Note
    CURRENCY EUR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,527.79006187.63
    Nasdaq 10012,258.210029635.95
    HSCEI10,790.30008374.43
    S&P/ASX 2006,601.05208804.037

    STRIKE DATE 27/11/2020
    RETURN & BARRIERS
    Investment Structure: Classic Autocall Autocall Opportunities: Semi-annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: EUR = 5.00% Semi-Annually (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 0.00%
    ISIN XS2024049285
    NEXT POTENTIAL MATURITY DATE 28/11/2025

    EXPAND CLOSE
    BBVA 80-70 Memory Income Autocall Oct 2020 USD
    ISIN: XS2161307405
    STRIKE DATE: 22/10/2020
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1005,785.650010471.72
    Nasdaq 10011,662.910029635.95
    FTSE MIB19,076.950051497.21
    S&P/TSX 60970.52202050.451

    STRIKE DATE 22/10/2020
    RETURN & BARRIERS
    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 Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
    P.A. RETURN
    ISIN XS2161307405
    NEXT POTENTIAL MATURITY DATE 22/10/2021

    EXPAND CLOSE