INVESTMENTS
COUNTERPARTY Santander
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Deutsche Bank AG | 30.6600 | 27.095 |
| Goldman Sachs | 1,055.0300 | 1001.29 |
| Wells Fargo & Co | 86.3300 | 81.97 |
| Societe Generale | 75.1500 | 68.76 |
STRIKE DATE 20/07/2026
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly
(First Observation at 12 months)
Autocall Trigger: 95% of initial level
Memory Income Rate: GBP: 3.3875% Quarterly (13.55% p.a.)
Income Trigger: 55% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN
ISIN XS3422150923
NEXT POTENTIAL MATURITY DATE 20/07/2027
COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Deutsche Bank AG | 30.6600 | 27.095 |
| Goldman Sachs | 1,055.0300 | 1001.29 |
| Wells Fargo & Co | 86.3300 | 81.97 |
| Societe Generale | 75.1500 | 68.76 |
STRIKE DATE 20/07/2026
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly
(First Observation at 12 months)
Autocall Trigger: 95% of initial level
Memory Income Rate: USD: 3.5625% Quarterly (14.25% p.a.)
Income Trigger: 55% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN
ISIN XS3422152549
NEXT POTENTIAL MATURITY DATE 20/07/2027
COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Nasdaq 100 | 28,604.2300 | 28508.03 |
| Eurostoxx 50 | 6,227.4000 | 6009.95 |
| Nikkei 225 | 64,141.1200 | 64179.27 |
| FTSE 100 | 10,524.7600 | 10254.81 |
STRIKE DATE 20/07/2026
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: 2.010% Quarterly (8.040% p.a.)
Income Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000UN9S7F0
NEXT POTENTIAL MATURITY DATE 13/07/2027
COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Nasdaq 100 | 29,264.1000 | 28508.03 |
| Eurostoxx 50 | 6,271.0200 | 6009.95 |
| Nikkei 225 | 67,242.7300 | 64179.27 |
| FTSE 100 | 10,498.2900 | 10254.81 |
STRIKE DATE 13/07/2026
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: 1.917% Quarterly (7.668% p.a.)
Income Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000UN9SBM4
NEXT POTENTIAL MATURITY DATE 13/07/2027
COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| UniCredit SpA | 80.6000 | 70.65 |
| Commerzbank AG | 36.8500 | 36.22 |
| BBVA | 22.0700 | 19.24 |
| Deutsche Bank AG | 30.8350 | 27.095 |
STRIKE DATE 17/07/2026
RETURN & BARRIERS
Maximum Term: 1 year
Investment Structure: Fixed Income
Fixed Coupon Rate:
EUR: 8.80% p.a.
(Paid Quarterly)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3402104411
NEXT POTENTIAL MATURITY DATE 19/07/2027
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| UniCredit SpA | 80.6000 | 70.65 |
| Commerzbank AG | 36.8500 | 36.22 |
| BBVA | 22.0700 | 19.24 |
| Deutsche Bank AG | 30.8350 | 27.095 |
STRIKE DATE 17/07/2026
RETURN & BARRIERS
Maximum Term: 1 year
Investment Structure: Fixed Income
Fixed Coupon Rate:
GBP: 9.93% p.a.
(Paid Quarterly)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3402104338
NEXT POTENTIAL MATURITY DATE 19/07/2027
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 14,315.8800 | 13463.33 |
| FTSE MIB | 52,792.0400 | 50029.17 |
| Nikkei 225 | 66,115.6000 | 64179.27 |
| Russell 2000 | 2,959.9380 | 2835.462 |
STRIKE DATE 22/07/2026
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: 4.70% Semi-Annually (9.40% p.a.)
Capital Risk: None
Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3391430561
NEXT POTENTIAL MATURITY DATE 23/07/2029
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 14,315.8800 | 13463.33 |
| FTSE MIB | 52,792.0400 | 50029.17 |
| Nikkei 225 | 66,115.6000 | 64179.27 |
| Russell 2000 | 2,959.9380 | 2835.462 |
STRIKE DATE 22/07/2026
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: 4.725% Semi-Annually (9.45% p.a.)
Capital Risk: None
Capital Protection Barrier: 100% Capital Protected
P.A. RETURN
ISIN XS3391466326
NEXT POTENTIAL MATURITY DATE 23/07/2029
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 8,822.9730 | |
| FTSE MIB | 52,792.0400 | 50029.17 |
| Nikkei 225 | 66,115.6000 | 64179.27 |
| Russell 2000 | 2,959.9380 | 2835.462 |
STRIKE DATE 22/07/2026
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Memory Income Defensive Autocall
Autocall Opportunities: Semi-annual(First Observation at 12 months)
Autocall Trigger: 95% of initial level
Memory Income Rate: USD: 5.25% Semi-annually (10.5% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3338955365
NEXT POTENTIAL MATURITY DATE 22/07/2027
COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Nvidia Corporation | 208.7600 | 200.42 |
| Tesla Inc | 319.6900 | 381.59 |
| Oracle | 120.0400 | 201.26 |
| Intel | 100.2300 | 107.04 |
STRIKE DATE 24/07/2026
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 85% of initial level with 50% Glider at month 12
Coupon Rate: USD: 10.00% Quarterly (40.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS3406628654
NEXT POTENTIAL MATURITY DATE 25/01/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 14,254.3600 | 13463.33 |
| Eurostoxx 50 | 6,227.400 | 6009.95 |
| Nikkei 225 | 64,141.1200 | 64179.27 |
| S&P 500 | 7,443.2800 | 7266.99 |
STRIKE DATE 20/07/2026
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP: 6.85% Semi-Annually (13.70% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3379829644
NEXT POTENTIAL MATURITY DATE 20/07/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 14,254.3600 | 13463.33 |
| Eurostoxx 50 | 6,227.4000 | 6009.95 |
| Nikkei 225 | 64,141.1200 | 64179.27 |
| S&P 500 | 7,443.2800 | 7266.99 |
STRIKE DATE 20/07/2026
RETURN & BARRIERS
Maximum Term: 5 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
ISIN XS3379829305
NEXT POTENTIAL MATURITY DATE 202/07/2027
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| OMX Stockholm 30 | 3,146.3420 | 3054.043 |
| FTSE MIB | 52,285.0900 | 50029.17 |
| Nikkei 225 | 66,232.1900 | 64179.27 |
| Russell 2000 | 2,987.3950 | 2835.462 |
STRIKE DATE 21/07/2026
RETURN & BARRIERS
Maximum Term: 5 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: 4.00% Semi-Annually (8.00% p.a.)
Income Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3395459871
NEXT POTENTIAL MATURITY DATE 21/07/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 8,840.6690 | |
| FTSE MIB | 52,373.9600 | 50029.17 |
| Nikkei 225 | 66,835.5400 | 64179.27 |
| Russell 2000 | 2,974.5670 | 2835.462 |
STRIKE DATE 16/07/2026
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Memory Income Reducing Autocall
Autocall Opportunities: Semi-Annually(First Observation at 12 months)
Autocall Trigger: 100% of initial level (Reducing by 2%, semi-annually)
Memory Income Rate: GBP: 4.50% Semi-Annual (9.00% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3379829990
NEXT POTENTIAL MATURITY DATE 16/07/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 8,840.6690 | |
| FTSE MIB | 52,373.9600 | 50029.17 |
| Nikkei 225 | 66,835.5400 | 64179.27 |
| Russell 2000 | 2,974.5670 | 2835.462 |
STRIKE DATE 16/07/2026
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Memory Income Reducing Autocall
Autocall Opportunities: Semi-Annually(First Observation at 12 months)
Autocall Trigger: 100% of initial level (Reducing by 2%, semi-annually)
Memory Income Rate: USD: 4.65% Semi-Annual (9.30% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3379829727
NEXT POTENTIAL MATURITY DATE 16/07/2027
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 7,572.4000 | 7266.99 |
| FTSE MIB | 52,411.2500 | 50029.17 |
| Nikkei 225 | 68,751.5100 | 64179.27 |
| Russell 2000 | 2,976.2590 | 2835.462 |
STRIKE DATE 14/07/2026
RETURN & BARRIERS
Maximum Term: 5 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: 4.60% Semi-Annually (9.20% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3395365896
NEXT POTENTIAL MATURITY DATE 15/01/2027
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 6,271.0200 | 6009.95 |
| Russell 2000 | 2,953.1660 | 2835.462 |
| Nikkei 225 | 67,242.7300 | 64179.27 |
| OMX Stockholm 30 | 3,167.1570 | 3054.043 |
STRIKE DATE 13/07/2026
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Defensive Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 12 months)
Autocall Trigger: 95% of initial level
Coupon Rate: USD: 7.10% Semi-Annually (14.20% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS3338999496
NEXT POTENTIAL MATURITY DATE 13/07/2027
COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 52,614.1700 | 50029.17 |
| Russell 2000 | 2,977.8050 | 2835.462 |
| Nikkei 225 | 68,557.7300 | 64179.27 |
STRIKE DATE 10/07/2026
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: EUR: 1.8625% Quarterly (7.45% p.a.)
Income Trigger:80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style
P.A. RETURN
ISIN XS3386069663
NEXT POTENTIAL MATURITY DATE 12/07/2027
COUNTERPARTY Santander
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| BBVA | 21.7500 | 19.24 |
| Barclays | 516.0000 | 445.8 |
| Deutsche Bank AG | 31.5000 | 27.095 |
| Wells Fargo & Co | 83.8400 | 81.97 |
STRIKE DATE 22/06/2026
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 3.925% Quarterly (15.70% p.a.) Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 45% Final level (European style)
P.A. RETURN 15.70% p.a.
ISIN XS3291955113
NEXT POTENTIAL MATURITY DATE 22/06/2027
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SMI | 14,302.2600 | 13463.33 |
| Eurostoxx 50 | 6,398.0100 | 6009.95 |
| Nikkei 225 | 69,737.6900 | 64179.27 |
| Russell 2000 | 3,009.5410 | 2835.462 |
STRIKE DATE 06/07/2026
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: 2.1125% Quarterly (8.45% 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 XS3385281590
NEXT POTENTIAL MATURITY DATE 06/07/2027