INVESTMENTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 85-60 Memory Income Autocall USD Feb 2024
ISIN: XS2926364311
STRIKE DATE: 07/02/2025
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 505,325.40006009.95
FTSE MIB37,055.700050029.17
Nikkei 22538,787.020064179.27
Russell 20002,279.70802835.462

STRIKE DATE 07/02/2025
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: 4.90% Semi-Annual (9.80% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.80% p.a.
ISIN XS2926364311
NEXT POTENTIAL MATURITY DATE 09/02/2026

EXPAND CLOSE
Morgan Stanley Capital Protected Income Autocall January 2025 USD
ISIN: XS2918020525
STRIKE DATE: 07/01/2025
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5005,909.03007266.99
Nikkei 22540,083.300064179.27
FTSE 1008,245.280010254.81

STRIKE DATE 07/01/2025
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: 2.375% Semi Annual (4.75% p.a.) Income Trigger: 90% of initial level Capital Risk: None Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 4.75% p.a.
ISIN XS2918020525
NEXT POTENTIAL MATURITY DATE 07/01/2031

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall GBP Feb 2025
ISIN: XS2926366019
STRIKE DATE: 06/02/2025
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,624.200013463.33
Eurostoxx 505,356.63006009.95
Nikkei 22539,066.530064179.27
S&P 5006,083.57007266.99

STRIKE DATE 06/02/2025
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: 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 XS2926366019
NEXT POTENTIAL MATURITY DATE 09/02/2026

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD Feb 2025
ISIN: XS2926366100
STRIKE DATE: 06/02/2025
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI12,624.200013463.33
Eurostoxx 505,356.63006009.95
Nikkei 22539,066.530064179.27
S&P 5006,083.57007266.99

STRIKE DATE 06/02/2025
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: 7.50% 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 XS2926366100
NEXT POTENTIAL MATURITY DATE 09/02/2026

EXPAND CLOSE
Société Générale Banks Low Hurdle Memory Knock-Out Autocall USD Feb 2025 – Factsheet on request
ISIN: XS2928447197
STRIKE DATE: 06/02/2025
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: CONTACT

COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA46.205070.65
Commerzbank AG18.945036.22
BBVA11.635019.24
Morgan Stanley141.0800206.66

STRIKE DATE 06/02/2025
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 70% on the Final Observation 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 17.00% p.a.
ISIN XS2928447197
NEXT POTENTIAL MATURITY DATE 06/08/2025

EXPAND CLOSE
BNP Paribas US Tech Early Low Hurdle December 2024 USD
ISIN: XS2911454424
STRIKE DATE: 23/12/2024
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas US Tech Early Low Hurdle December 2024 USD
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com225.0600238
Microsoft435.2500397.36
Nvidia Corporation139.6700200.42
Advanced Micro Devices124.6000452.4

STRIKE DATE 23/12/2024
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level with 60% Glider at month 12 Coupon Rate: USD: 6.75% Quarterly (27.00% p.a.) If it reaches maturity: 208% participation if above 95% Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 27.00% p.a.
ISIN XS2911454424
NEXT POTENTIAL MATURITY DATE 23/09/2025

    EXPAND CLOSE
    Morgan Stanley 100% Capital Protected Triple Index Autocall December 2024 GBP
    ISIN: XS2918056479
    STRIKE DATE: 23/12/2024
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: CONTACT

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    IBEX 3511,435.700018142.7
    FTSE MIB33,739.900050029.17
    SMI11,488.280013463.33

    STRIKE DATE 23/12/2024
    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
    ISIN XS2918056479
    NEXT POTENTIAL MATURITY DATE 23/12/2026

      EXPAND CLOSE
      Goldman Sachs Weighted Basket Participation Note December 2024 USD
      ISIN: XS2814245564
      STRIKE DATE: 23/12/2024
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: CONTACT

      COUNTERPARTY Goldman Sachs Weighted Basket Participation Note December 2024 USD
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1008,102.720010254.81
      S&P 5005,974.07007266.99
      Eurostoxx 504,852.93006009.95
      iShares MSCI Emerging Markets (EEM)42.510064.66
      Nikkei 22539,161.340064179.27

      STRIKE DATE 23/12/2024
      RETURN & BARRIERS
      Maximum Term: 5 years Investment Structure: Participation Growth Note Participation Rate: USD: 100% Capped Participation on the Performance of the Weighted Basket at Maturity, Capped at 40% Growth Capital Risk: 60% European
      P.A. RETURN
      ISIN XS2814245564
      NEXT POTENTIAL MATURITY DATE 27/12/2029

        EXPAND CLOSE
        Morgan Stanley Capital Protected Income Dec 2024 USD
        ISIN: XS2918020103
        STRIKE DATE: 20/12/2024
        INDICATIVE PRICE: Not available
        STATUS: Previous
        FACTSHEET: CONTACT

        COUNTERPARTY Morgan Stanley
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 504,862.28006009.95
        FTSE 1008,084.610010254.81
        S&P 5005,930.85007266.99

        STRIKE DATE 20/12/2024
        RETURN & BARRIERS
        Maximum Term: 2 years Investment Structure: Memory Income Memory Income Rate: USD: 6.83% Annually Income Trigger: 90% of initial level Capital Risk: Yes Capital Protection: 95% Capital Protected at maturity
        P.A. RETURN
        ISIN XS2918020103
        NEXT POTENTIAL MATURITY DATE 21/12/2026

          EXPAND CLOSE
          Soc Gen US Tech Reducing Autocall Dec 2024 GBP
          ISIN: XS2928328348
          STRIKE DATE: 20/12/2024
          INDICATIVE PRICE: Not available
          STATUS: Previous
          FACTSHEET: CONTACT

          COUNTERPARTY Societe Generale
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Amazon.com224.9200238
          Microsoft436.6000397.36
          Nvidia Corporation134.7000200.42
          Tesla Motors421.0600

          STRIKE DATE 20/12/2024
          RETURN & BARRIERS
          Maximum Term: 4 years Investment Structure: Reducing Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level (Reducing by 2.50% per quarter) Coupon Rate: GBP: 4.18% Quarterly (16.72% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
          P.A. RETURN 16.72% p.a.
          ISIN XS2928328348
          NEXT POTENTIAL MATURITY DATE 22/09/2025

            EXPAND CLOSE
            UBS 75-60 Memory Income Autocall December 2024 GBP
            ISIN: XS2961099756
            STRIKE DATE: 19/12/2024
            INDICATIVE PRICE: Not available
            STATUS: Previous
            FACTSHEET: CONTACT

            COUNTERPARTY UBS
            TYPE Note
            CURRENCY GBP
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Eurostoxx 504,879.00006009.95
            SMI11,414.840013463.33
            Nikkei 22538,813.580064179.27
            Russell 20002,221.49802835.462

            STRIKE DATE 19/12/2024
            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: 1.75% 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 XS2961099756
            NEXT POTENTIAL MATURITY DATE 22/06/2026

              EXPAND CLOSE
              UBS 75-60 Memory Income Autocall December 2024 USD
              ISIN: XS2961099673
              STRIKE DATE: 19/12/2024
              INDICATIVE PRICE: Not available
              STATUS: Previous
              FACTSHEET: CONTACT

              COUNTERPARTY UBS
              TYPE Note
              CURRENCY USD
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              Eurostoxx 504,879.00006009.95
              SMI11,414.840013463.33
              Nikkei 22538,813.580064179.27
              Russell 20002,221.49802835.462

              STRIKE DATE 19/12/2024
              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: 1.7575% Semi-Annual ( ) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
              P.A. RETURN
              ISIN XS2961099673
              NEXT POTENTIAL MATURITY DATE 22/06/2026

                EXPAND CLOSE
                Natixis 3 Year Triple Index Fixed Income USD Jan 2025
                ISIN: XS2736694345
                STRIKE DATE: 31/01/2025
                INDICATIVE PRICE: Not available
                STATUS: Previous
                FACTSHEET: DOWNLOAD

                COUNTERPARTY Natixis
                TYPE Note
                CURRENCY USD
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                Eurostoxx 505,286.87006009.95
                Russell 20002,287.69202835.462
                Nikkei 22539,572.490064179.27

                STRIKE DATE 31/01/2025
                RETURN & BARRIERS
                Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 7.00% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
                P.A. RETURN
                ISIN XS2736694345
                NEXT POTENTIAL MATURITY DATE 31/01/2028

                EXPAND CLOSE
                Natixis 3 Year Triple Index Fixed Income GBP Jan 2025
                ISIN: XS2736694261
                STRIKE DATE: 31/01/2025
                INDICATIVE PRICE: Not available
                STATUS: Previous
                FACTSHEET: DOWNLOAD

                COUNTERPARTY Natixis
                TYPE Note
                CURRENCY GBP
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                Eurostoxx 505,286.87006009.95
                Russell 20002,287.69202835.462
                Nikkei 22539,572.490064179.27

                STRIKE DATE 31/01/2025
                RETURN & BARRIERS
                Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.50% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
                P.A. RETURN
                ISIN XS2736694261
                NEXT POTENTIAL MATURITY DATE 31/01/2028

                EXPAND CLOSE
                Morgan Stanley 100% Capital Protected Autocall GBP Jan 2025
                ISIN: XS2918073052
                STRIKE DATE: 29/01/2025
                INDICATIVE PRICE: Not available
                STATUS: Previous
                FACTSHEET: DOWNLOAD

                COUNTERPARTY Morgan Stanley
                TYPE Note
                CURRENCY GBP
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                Nikkei 22539,414.780064179.27
                FTSE MIB36,371.670050029.17
                FTSE 1008,557.810010254.81

                STRIKE DATE 29/01/2025
                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: GBP: 4.35% Semi-Annually (8.70% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
                P.A. RETURN
                ISIN XS2918073052
                NEXT POTENTIAL MATURITY DATE 31/01/2028

                EXPAND CLOSE
                Morgan Stanley 100% Capital Protected Autocall USD Jan 2025
                ISIN: XS2918073136
                STRIKE DATE: 29/01/2025
                INDICATIVE PRICE: Not available
                STATUS: Previous
                FACTSHEET: DOWNLOAD

                COUNTERPARTY Morgan Stanley
                TYPE Note
                CURRENCY USD
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                Nikkei 22539,414.780064179.27
                FTSE MIB36,371.670050029.17
                FTSE 1008,557.810010254.81

                STRIKE DATE 29/01/2025
                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: 4.45% Semi- Annually (8.90% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
                P.A. RETURN
                ISIN XS2918073136
                NEXT POTENTIAL MATURITY DATE 31/01/2028

                EXPAND CLOSE
                BBVA 75-60 Memory Income Autocall USD Jan 2025
                ISIN: XS2913771221
                STRIKE DATE: 30/01/2025
                INDICATIVE PRICE: Not available
                STATUS: Previous
                FACTSHEET: DOWNLOAD

                COUNTERPARTY BBVA
                TYPE Note
                CURRENCY USD
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                Eurostoxx 505,282.21006009.95
                FTSE MIB36,429.720050029.17
                Nikkei 22539,513.970064179.27
                Russell 20002,307.45102835.462

                STRIKE DATE 30/01/2025
                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: 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 XS2913771221
                NEXT POTENTIAL MATURITY DATE 30/01/2026

                EXPAND CLOSE
                Barclays European Banks 1 Year Fixed Income December 2024 GBP
                ISIN: XS2912599870
                STRIKE DATE: 17/12/2024
                INDICATIVE PRICE: Not available
                STATUS: Previous
                FACTSHEET: DOWNLOAD

                COUNTERPARTY Barclays
                TYPE Note
                CURRENCY GBP
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                Commerzbank AG15.380036.22
                UniCredit SpA38.200070.65
                Deutsche Bank AG16.790027.095

                STRIKE DATE 17/12/2024
                RETURN & BARRIERS
                Maximum Term: 1 year Investment Structure: Fixed Income Fixed Income Rate: EUR: 7.50% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
                P.A. RETURN 7.50% p.a.
                ISIN XS2912599870
                NEXT POTENTIAL MATURITY DATE 17/12/2025

                EXPAND CLOSE
                Société Générale US Tech Early Low Hurdle Autocall USD Jan 2025 – Factsheet on request
                ISIN: XS2928390496
                STRIKE DATE: 24/01/2025
                INDICATIVE PRICE: Not available
                STATUS: Previous
                FACTSHEET: DOWNLOAD

                COUNTERPARTY Société Générale
                TYPE Note
                CURRENCY USD
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                Amazon.com234.8500238
                Microsoft444.0600397.36
                Nvidia Corporation142.6200200.42
                Tesla Motors406.5800

                STRIKE DATE 24/01/2025
                RETURN & BARRIERS
                Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level with 60% Glider at month 12 Coupon Rate: USD: 6.00% Quarterly (24.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
                P.A. RETURN 24.00% p.a.
                ISIN XS2928390496
                NEXT POTENTIAL MATURITY DATE 24/10/2025

                EXPAND CLOSE
                BNP Paribas Triple Index Reducing Autocall Dec 2024 ZAR
                ISIN: XS2911451248
                STRIKE DATE: 16/12/2024
                INDICATIVE PRICE: Not available
                STATUS: Previous
                FACTSHEET: CONTACT

                COUNTERPARTY BNP Paribas
                TYPE Note
                CURRENCY ZAR
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                DAX20,313.810024195.31
                Nikkei 22539,457.490064179.27
                SMI11,701.510013463.33

                STRIKE DATE 16/12/2024
                RETURN & BARRIERS
                Maximum Term: 5 years Investment Structure: Reducing Autocall Autocall Opportunities: Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level (reducing by 5% p.a.) Coupon Rate: USD: 13.60% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                P.A. RETURN
                ISIN XS2911451248
                NEXT POTENTIAL MATURITY DATE 16/12/2027

                  EXPAND CLOSE