INVESTMENTS
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 12,219.2000 | 13463.33 |
| FTSE MIB | 42,447.1000 | 50029.17 |
| Nikkei 225 | 42,828.7900 | 64179.27 |
| S&P 500 | 6,501.8600 | 7266.99 |
STRIKE DATE 28/08/2025
RETURN & BARRIERS
6.225% Semi-Annual Coupon if Autocalled,
100% Autocall Trigger from 12M, reducing 1% p.a.,
60% European Barrier
P.A. RETURN 12.45% p.a.
ISIN XS3095688423
NEXT POTENTIAL MATURITY DATE 28/08/2026
COUNTERPARTY Marex
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| JP Morgan | 301.0700 | 309.14 |
| Eli Lilly & Company | 731.9600 | 1136.37 |
| Salesforce | 254.5300 | 170.92 |
| Adobe Inc | 353.9600 | 233.38 |
STRIKE DATE 28/08/2025
RETURN & BARRIERS
3.25% Quarterly Memory Income Coupon 65%,
100% Autocall Trigger from 6 months reducing 2% PQ
65% Barrier (European)
P.A. RETURN
ISIN XS2984909510
NEXT POTENTIAL MATURITY DATE 30/11/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 12,126.1400 | 13463.33 |
| FTSE MIB | 42,423.1800 | 50029.17 |
| S&P 500 | 6,693.7500 | 7266.99 |
| HSI | 26,344.1400 | 24407.96 |
STRIKE DATE 22/09/2025
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: EUR: 3.60% Semi-Annual (7.20% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3095700061
NEXT POTENTIAL MATURITY DATE 22/03/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 12,207.1200 | 13463.33 |
| Eurostoxx 50 | 5,393.0700 | 6009.95 |
| Nikkei 225 | 42,520.2700 | 64179.27 |
| S&P 500 | 6,481.4000 | 7266.99 |
STRIKE DATE 27/08/2025
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 18 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 1.50% Quarterly (6.00% p.a.)
Income Trigger: 90% of initial level
Capital Risk: None
Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3079267251
NEXT POTENTIAL MATURITY DATE 01/03/2027
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 42,349.4100 | 50029.17 |
| Nikkei 225 | 42,520.2700 | 64179.27 |
| FTSE 100 | 9,255.5000 | 10254.81 |
STRIKE DATE 27/08/2025
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Capital Protected Autocall
Autocall Opportunities: Semi-Annual (First Observation at 36 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD: 4.579% Semi-Annually (9.158% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS3095197953
NEXT POTENTIAL MATURITY DATE 29/08/2028
COUNTERPARTY UBS
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 42,423.1800 | 50029.17 |
| S&P 500 | 6,693.7500 | 7266.99 |
| HSI | 26,344.1400 | 24407.96 |
STRIKE DATE 22/09/2025
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Defensive Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: EUR: 5.625% Semi-Annually (11.25% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2879664238
NEXT POTENTIAL MATURITY DATE 22/03/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Constellation Energy | 316.5800 | 242.3 |
| Chevron Corp | 157.3600 | 189.8 |
| Exxon Mobil Corp | 111.4900 | 150.62 |
STRIKE DATE 26/08/2025
RETURN & BARRIERS
8.50% Semi-Annual Snowballing Coupon,
100% Autocall Trigger from 12 Months (Reducing by 5% p.p. thereafter)
50% European Barrier
P.A. RETURN
ISIN XS3079217405
NEXT POTENTIAL MATURITY DATE 26/02/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 9,019.0880 | |
| Eurostoxx 50 | 5,462.1600 | 6009.95 |
| Nikkei 225 | 42,610.1700 | 64179.27 |
| Russell 2000 | 2,274.0960 | 2835.462 |
STRIKE DATE 21/08/2025
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly
(First Observation at 18 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 1.95% Quarterly (7.8% p.a.)
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3079217314
NEXT POTENTIAL MATURITY DATE 22/02/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Commerzbank AG | 37.8900 | 36.22 |
| Barclays | 373.9500 | 445.8 |
| UniCredit SpA | 69.1800 | 70.65 |
| Morgan Stanley | 144.0400 | 206.66 |
STRIKE DATE 21/08/2025
RETURN & BARRIERS
Maximum Term: 3 years, 6 months
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 95% of initial level
Memory Income Rate: USD: 3.75% Quarterly (15.00% p.a.)
Income Trigger:55% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 15.00% p.a
ISIN XS3067140239
NEXT POTENTIAL MATURITY DATE 21/08/2026
COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,462.1600 | 6009.95 |
| SMI | 12,241.6700 | 13463.33 |
| Nikkei 225 | 42,610.1700 | 64179.27 |
| S&P 500 | 6,370.1700 | 7266.99 |
STRIKE DATE 22/08/2025
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Low Hurdle Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level, with a Low Hurdle of 80% at Maturity
Coupon Rate: USD: 2.50% Quarterly (10.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.00% p.a
ISIN XS3109492564
NEXT POTENTIAL MATURITY DATE 21/08/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Commerzbank AG | 36.8100 | 36.22 |
| UniCredit SpA | 68.7900 | 70.65 |
| Barclays | 372.7000 | 445.8 |
| Morgan Stanley | 144.1200 | 206.66 |
STRIKE DATE 20/08/2025
RETURN & BARRIERS
24.35% Fixed Income Rate at Maturity,
50% European Barrier
P.A. RETURN
ISIN XS3067083413
NEXT POTENTIAL MATURITY DATE 20/08/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| OMX Stockholm 30 | 2,647.6230 | 3054.043 |
| FTSE MIB | 42,423.1800 | 50029.17 |
| Nikkei 225 | 45,493.6600 | 64179.27 |
| Russell 2000 | 2,463.3360 | 2835.462 |
STRIKE DATE 22/09/2025
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: 4.00% Semi-Annual (8.00% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS3095661818
NEXT POTENTIAL MATURITY DATE 24/09/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 12,071.8800 | 13463.33 |
| FTSE MIB | 42,641.7200 | 50029.17 |
| Nikkei 225 | 43,714.3100 | 64179.27 |
| S&P 500 | 6,449.1500 | 7266.99 |
STRIKE DATE 18/08/2025
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: 7.25% Semi-Annually (14.50% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 14.50% p.a.
ISIN XS3067072481
NEXT POTENTIAL MATURITY DATE 18/08/2026
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 12,109.6700 | 13463.33 |
| Eurostoxx 50 | 5,458.4200 | 6009.95 |
| Nikkei 225 | 45,045.8100 | 64179.27 |
| Russell 2000 | 2,448.7690 | 2835.462 |
STRIKE DATE 18/09/2025
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: 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 7.00% p.a.
ISIN XS2736744546
NEXT POTENTIAL MATURITY DATE 24/09/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 12,049.1300 | 13463.33 |
| Eurostoxx 50 | 5,456.6700 | 6009.95 |
| Nikkei 225 | 45,303.4300 | 64179.27 |
| S&P 500 | 6,631.9600 | 7266.99 |
STRIKE DATE 18/09/2025
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: 5.90% Semi-Annually (11.80% p.a.)
Capital Risk: Not capital protected
P.A. RETURN 11.80% p.a.
ISIN XS3095846278
NEXT POTENTIAL MATURITY DATE 18/09/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 12,049.1300 | 13463.33 |
| Eurostoxx 50 | 5,456.6700 | 6009.95 |
| Nikkei 225 | 45,303.4300 | 64179.27 |
| S&P 500 | 6,631.9600 | 7266.99 |
STRIKE DATE 18/09/2025
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: 6.35% Semi-Annually (12.70% p.a.)
Capital Risk: Not capital protected
P.A. RETURN 12.70% p.a.
ISIN XS3095846351
NEXT POTENTIAL MATURITY DATE 18/09/2026
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 9,138.9000 | 10254.81 |
| Nikkei 225 | 43,378.3100 | 64179.27 |
| S&P 500 | 6,449.8000 | 7266.99 |
| Eurostoxx 50 | 5,448.6100 | 6009.95 |
STRIKE DATE 15/08/2025
RETURN & BARRIERS
28% Digital Coupon if above initial and additional participation of 100% if above the 28% (capped at 22% growth from there – possible 50% max return) 60% European Barrier
P.A. RETURN
ISIN XS3081197421
NEXT POTENTIAL MATURITY DATE 15/08/2030
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 9,138.9000 | 10254.81 |
| Nikkei 225 | 43,378.3100 | 64179.27 |
| S&P 500 | 6,449.8000 | 7266.99 |
| Eurostoxx 50 | 5,448.6100 | 6009.95 |
STRIKE DATE 15/08/2025
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Participation Growth Note
Participation Rate: USD: 130% Capped Participation on the Performance of the Weighted Basket at Maturity (Averaged in and out 4 months), Capped at 50% Growth
Capital Risk: 60% European
P.A. RETURN
ISIN XS3081196456
NEXT POTENTIAL MATURITY DATE 15/08/2030
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 5,448.6100 | 6009.95 |
| OMX Stockholm 30 | 2,640.6970 | 3054.043 |
| Nikkei 225 | 43,378.3100 | 64179.27 |
| Russell 2000 | 2,286.5230 | 2835.462 |
STRIKE DATE 15/08/2025
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: 1.75% 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 XS3072813259
NEXT POTENTIAL MATURITY DATE 17/08/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 12,074.3300 | 13463.33 |
| Eurostoxx 50 | 5,448.6100 | 6009.95 |
| Nikkei 225 | 43,378.3100 | 64179.27 |
| Russell 2000 | 2,286.5230 | 2835.462 |
STRIKE DATE 15/08/2025
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: 1.875% Quarterly (7.50% p.a.)
Income Trigger:75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.50% p.a.
ISIN XS3067110679
NEXT POTENTIAL MATURITY DATE 17/08/2026