INVESTMENTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA 80-60 Memory Income Autocall USD Jun 2024
ISIN: XS2759826105
STRIKE DATE: 17/06/2024
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1008,142.150010254.81
Eurostoxx 504,880.42006009.95
Nikkei 22538,102.440064179.27
S&P 5005,473.23007266.99

STRIKE DATE 17/06/2024
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: 3.80% Semi-Annual (7.60% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.60% p.a.
ISIN XS2759826105
NEXT POTENTIAL MATURITY DATE 17/06/2025

EXPAND CLOSE
UBS 85-60 Memory Income Autocall Jun 2024 EUR – FACTSHEET UPON REQUEST
ISIN: XS2822443490
STRIKE DATE: 12/06/2024
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: CONTACT

COUNTERPARTY UBS
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
S&P 5005,421.03007266.99
FTSE MIB34,358.830050029.17
Nikkei 22538,876.710064179.27

STRIKE DATE 12/06/2024
RETURN & BARRIERS
Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 24 months) Autocall Trigger: 100% of initial level Memory Income Rate: EUR: 1.53% Quarterly (6.12% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.12% p.a.
ISIN XS2822443490
NEXT POTENTIAL MATURITY DATE 12/06/2026

EXPAND CLOSE
BBVA 75-60 Memory Income Autocall Apr 2024 USD
ISIN: XS2720320923
STRIKE DATE: 30/04/2024
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,921.22006009.95
FTSE 1008,144.130010254.81
Nikkei 22538,405.660064179.27
Russell 20001,973.90602835.462

STRIKE DATE 30/04/2024
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: GBP: 1.80% Quarterly (7.20% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.20% P.A.
ISIN XS2720320923
NEXT POTENTIAL MATURITY DATE 30/10/2025

EXPAND CLOSE
UBS AG 75-60 Memory Income Autocall Apr 2024 GBP
ISIN: XS2801328027
STRIKE DATE: 30/04/2024
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY UBS
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 504,921.22006009.95
FTSE 1008,144.130010254.81
Nikkei 22538,405.660064179.27
Russell 20001,973.90602835.462

STRIKE DATE 30/04/2024
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: GBP: 1.575% Quarterly (6.30% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.30% p.a.
ISIN XS2801328027
NEXT POTENTIAL MATURITY DATE 30/04/2030

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall GBP May 2024
ISIN: XS2759805018
STRIKE DATE: 30/05/2024
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,869.900013463.33
Eurostoxx 504,982.18006009.95
Nikkei 22538,054.130064179.27
S&P 5005,235.48007266.99

STRIKE DATE 30/05/2024
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: 5.70% Semi-Annually (11.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 11.40% p.a.
ISIN XS2759805018
NEXT POTENTIAL MATURITY DATE 01/12/2025

EXPAND CLOSE
BBVA Semi-Annual Classic Autocall USD May 2024
ISIN: XS2759805109
STRIKE DATE: 30/05/2024
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
SMI11,869.900013463.33
Eurostoxx 504,982.18006009.95
Nikkei 22538,054.130064179.27
S&P 5005,235.48007266.99

STRIKE DATE 30/05/2024
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: 6.80% Semi-Annually (13.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 13.60% p.a.
ISIN XS2759805109
NEXT POTENTIAL MATURITY DATE 01/12/2025

EXPAND CLOSE
BNP 900% Uncapped Participation Growth Note Apr 2024 ZAR
ISIN: ZAE000334504
STRIKE DATE: 26/04/2024
INDICATIVE PRICE: Not available
STATUS: Previous
FACTSHEET: CONTACT

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
BNP Paribas Multi Asset Global Diversified Index339.8298368.583

STRIKE DATE 26/04/2024
RETURN & BARRIERS
Investment Structure: Participation Maximum Term: 5 years Participation Rate: ZAR = 900% participation Capital Protection: Capital Protected Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN ZAE000334504
NEXT POTENTIAL MATURITY DATE 26/04/2029

    EXPAND CLOSE
    UBS Major Indices 80-65 Memory Income Autocall Apr 2024 USD
    ISIN: XS2812388259
    STRIKE DATE: 26/04/2024
    INDICATIVE PRICE: Not available
    STATUS: Previous
    FACTSHEET: CONTACT

    COUNTERPARTY UBS
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nasdaq 10017,718.300028508.03
    Russell 20002,002.00002835.462
    SMI11,344.320013463.33
    Nikkei 22537,934.760064179.27

    STRIKE DATE 26/04/2024
    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: 4.25% Semi-Annual (8.50% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 8.50% p.a.
    ISIN XS2812388259
    NEXT POTENTIAL MATURITY DATE 27/10/2025

      EXPAND CLOSE
      UBS Major Markets 80-65 Memory Income Autocall Apr 2024 USD
      ISIN: XS2812388333
      STRIKE DATE: 26/04/2024
      INDICATIVE PRICE: Not available
      STATUS: Previous
      FACTSHEET: CONTACT

      COUNTERPARTY UBS
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Nasdaq 10017,718.300028508.03
      Russell 20002,002.00002835.462
      SMI11,344.320013463.33
      Eurostoxx 505,006.85006009.95

      STRIKE DATE 26/04/2024
      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: 65% Final level (European style)
      P.A. RETURN 8.00% p.a.
      ISIN XS2812388333
      NEXT POTENTIAL MATURITY DATE 27/10/2025

        EXPAND CLOSE
        BBVA 80-65 Memory Income Autocall Apr 2024 GBP
        ISIN: XS2759796605
        STRIKE DATE: 26/04/2024
        INDICATIVE PRICE: Not available
        STATUS: Previous
        FACTSHEET: CONTACT

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        SMI11,344.320013463.33
        Eurostoxx 505,006.85006009.95
        FTSE 1008,139.830010254.81
        Russell 20002,002.00002835.462

        STRIKE DATE 26/04/2024
        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: GBP: 3.575% Semi-Annual (7.15% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
        P.A. RETURN 7.15% p.a.
        ISIN XS2759796605
        NEXT POTENTIAL MATURITY DATE 27/10/2025

          EXPAND CLOSE
          Goldman Sachs 7 Year Fixed Rate Note Mar 2024 ZAR
          ISIN: ZAE000333787
          STRIKE DATE: 22/03/2024
          INDICATIVE PRICE: Not available
          STATUS: Previous
          FACTSHEET: CONTACT

          COUNTERPARTY Goldman Sachs
          TYPE Note
          CURRENCY ZAR
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Eurostoxx 505,031.15006009.95

          STRIKE DATE 22/03/2024
          RETURN & BARRIERS
          Maximum Term: 7 year Investment Structure: Fixed Rate Note Fixed Income Rate: ZAR: 188.05% Fixed Rate at Maturity if Underlying > Strike Level, 188% Fixed Rate at Maturity if Underlying < Strike Level (Paid At Maturity) Capital Risk: Capital protected
          P.A. RETURN
          ISIN ZAE000333787
          NEXT POTENTIAL MATURITY DATE 24/03/2031

            EXPAND CLOSE
            Soc Gen Low Hurdle Memory Knockout Autocall Apr 2024 USD
            ISIN: XS2781270793
            STRIKE DATE: 25/04/2024
            INDICATIVE PRICE: Not available
            STATUS: Previous
            FACTSHEET: DOWNLOAD

            COUNTERPARTY Societe Generale
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            BNP Paribas SA67.730091.96
            Lloyds51.780097.22
            Commerzbank AG13.855036.22
            UniCredit SpA34.985070.65

            STRIKE DATE 25/04/2024
            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: 5.195% Quarterly (20.78% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
            P.A. RETURN 20.78% p.a.
            ISIN XS2781270793
            NEXT POTENTIAL MATURITY DATE 25/10/2024

            EXPAND CLOSE
            Citi Low Hurdle Memory Knock-Out Autocall Apr 2024 USD
            ISIN: XS2795501530
            STRIKE DATE: 25/04/2024
            INDICATIVE PRICE: Not available
            STATUS: Previous
            FACTSHEET: DOWNLOAD

            COUNTERPARTY Citi
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            General Electric Co45.0800318.71
            Hyundai Motor Co252,500.0000602000
            Nissan Motor Co556.1000326.4
            Volkswagen AG120.100086.3

            STRIKE DATE 25/04/2024
            RETURN & BARRIERS
            Maximum Term: 5 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: 6.00% Quarterly (24.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
            P.A. RETURN
            ISIN XS2795501530
            NEXT POTENTIAL MATURITY DATE 26/10/2026

            EXPAND CLOSE
            Marex 70-60 Memory Income Autocall USD May 2024
            ISIN: XS2697219017
            STRIKE DATE: 29/05/2024
            INDICATIVE PRICE: Not available
            STATUS: Previous
            FACTSHEET: DOWNLOAD

            COUNTERPARTY Marex
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            SMI11,793.730013463.33
            Eurostoxx 504,963.20006009.95
            Nikkei 22538,556.870064179.27
            S&P 5005,266.95007266.99

            STRIKE DATE 29/05/2024
            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: 3.60% Semi-Annual (7.20% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) please note: not accepted by Quilter, Utmost, FPI, RL360 or Ardan​​​​​​​.
            P.A. RETURN 7.20% p.a.
            ISIN XS2697219017
            NEXT POTENTIAL MATURITY DATE 01/12/2025

            EXPAND CLOSE
            BBVA 100% Capital Protected Autocall USD May 2024
            ISIN: XS2759797322
            STRIKE DATE: 24/05/2024
            INDICATIVE PRICE: Not available
            STATUS: Previous
            FACTSHEET: DOWNLOAD

            COUNTERPARTY BBVA
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            SMI11,931.700013463.33
            Eurostoxx 505,035.41006009.95
            Nikkei 22538,646.110064179.27
            S&P 5005,304.72007266.99

            STRIKE DATE 24/05/2024
            RETURN & BARRIERS
            Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 4.20% Semi-Annually (8.40% p.a.) Capital Risk: None Capital Protection: 100% Capital Protected at maturity
            P.A. RETURN
            ISIN XS2759797322
            NEXT POTENTIAL MATURITY DATE 24/05/2027

            EXPAND CLOSE
            BBVA Low Hurdle Classic Autocall April 2024 USD
            ISIN: XS2696277511
            STRIKE DATE: 23/04/2024
            INDICATIVE PRICE: Not available
            STATUS: Previous
            FACTSHEET: CONTACT

            COUNTERPARTY BBVA
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Eurostoxx 505,008.17006009.95
            FTSE 1008,044.810010254.81
            Nikkei 22537,552.160064179.27
            Nasdaq 10017,471.470028508.03

            STRIKE DATE 23/04/2024
            RETURN & BARRIERS
            Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 3.00% Quarterly (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 XS2696277511
            NEXT POTENTIAL MATURITY DATE 23/07/2025

              EXPAND CLOSE
              Societe Generale Nikkei 225 Classic Autocall Apr 2024 USD
              ISIN: XS2781254599
              STRIKE DATE: 23/04/2024
              INDICATIVE PRICE: Not available
              STATUS: Previous
              FACTSHEET: CONTACT

              COUNTERPARTY Societe Generale
              TYPE Note
              CURRENCY USD
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              Nikkei 22537,552.160064179.27

              STRIKE DATE 23/04/2024
              RETURN & BARRIERS
              Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 12.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
              P.A. RETURN 12.50% p.a.
              ISIN XS2781254599
              NEXT POTENTIAL MATURITY DATE 23/04/2026

                EXPAND CLOSE
                BBVA World Indices 75-60 Memory Income Autocall Apr 2024 USD
                ISIN: XS2696281208
                STRIKE DATE: 23/04/2024
                INDICATIVE PRICE: Not available
                STATUS: Previous
                FACTSHEET: CONTACT

                COUNTERPARTY BBVA
                TYPE Note
                CURRENCY USD
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                Eurostoxx 505,008.17006009.95
                Nikkei 22537,552.160064179.27
                Nasdaq 10017,471.470028508.03
                Russell 20002,002.64302835.462

                STRIKE DATE 23/04/2024
                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: GBP: 1.825% Quarterly (7.30% p.a.) Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                P.A. RETURN 7.30% p.a.
                ISIN XS2696281208
                NEXT POTENTIAL MATURITY DATE 23/10/2025

                  EXPAND CLOSE
                  GS Capital Protected Growth Participation Note April 2024 USD
                  ISIN: XS2688537823
                  STRIKE DATE: 18/04/2024
                  INDICATIVE PRICE: Not available
                  STATUS: Previous
                  FACTSHEET: CONTACT

                  COUNTERPARTY Goldman Sachs
                  TYPE Note
                  CURRENCY USD
                  CURRENT PRICE Not available

                  UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                  S&P 5005,011.12007266.99
                  Eurostoxx 504,936.57006009.95

                  STRIKE DATE 18/04/2024
                  RETURN & BARRIERS
                  Maximum Term: 5 years Investment Structure: Capital Protected Participation Participation Rate: USD: 140% Uncapped Participation in the Index at Maturity Capital Risk: 100% Capital protected
                  P.A. RETURN
                  ISIN XS2688537823
                  NEXT POTENTIAL MATURITY DATE 18/04/2029

                    EXPAND CLOSE
                    SG Global Banks 50-50 Memory Income Autocall Apr 2024 USD
                    ISIN: XS2781266411
                    STRIKE DATE: 23/04/2024
                    INDICATIVE PRICE: Not available
                    STATUS: Previous
                    FACTSHEET: CONTACT

                    COUNTERPARTY Societe Generale
                    TYPE Note
                    CURRENCY GBP
                    CURRENT PRICE Not available

                    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                    Commerzbank AG13.880036.22
                    UniCredit SpA35.330070.65
                    Goldman Sachs424.00001001.29
                    Barclays192.2400445.8

                    STRIKE DATE 23/04/2024
                    RETURN & BARRIERS
                    Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 2.875% Quarterly (11.50% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
                    P.A. RETURN 11.50% p.a.
                    ISIN XS2781266411
                    NEXT POTENTIAL MATURITY DATE 23/04/2025

                      EXPAND CLOSE