INTERNATIONAL PRODUCTS
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,652.2000 | 5891.95 |
| FTSE 100 | 7,345.2500 | 10171.76 |
| Nikkei 225 | 27,815.4800 | 53375.6 |
| S&P 500 | 4,072.4300 | 6969.01 |
STRIKE DATE 28/07/2022
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: 4.05% Semi Annually (8.10% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.10% p.a.
ISIN XS2392187337
NEXT POTENTIAL MATURITY DATE 28/07/2023
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,674.54 | 5891.95 |
| Nasdaq 100 | 13,143.58 | 25884.29 |
| Nikkei 225 | 28,479.01 | 53375.6 |
STRIKE DATE 25/08/2022
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: 5 625% Semi Annually (11.25% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 11.25% p.a.
ISIN XS2477425651
NEXT POTENTIAL MATURITY DATE 25/08/2023
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,674.54 | 5891.95 |
| Nasdaq 100 | 13,143.58 | 25884.29 |
| Nikkei 225 | 28,479.01 | 53375.6 |
STRIKE DATE 25/08/2022
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: 7.125% Semi Annually (14.35% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 14.25% p.a.
ISIN XS2477425578
NEXT POTENTIAL MATURITY DATE 25/08/2023
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,674.54 | 5891.95 |
| Nasdaq 100 | 13,143.58 | 25884.29 |
| Nikkei 225 | 28,479.01 | 53375.6 |
STRIKE DATE 25/08/2022
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: EUR: 4.50% Semi Annually (9.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 9.00% p.a.
ISIN XS2477425495
NEXT POTENTIAL MATURITY DATE 25/08/2023
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,477.2000 | 5891.95 |
| Nasdaq 100 | 11,983.6200 | 25884.29 |
| Nikkei 225 | 26,788.4700 | 53375.6 |
STRIKE DATE 15/07/2022
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: 3.92% Semi Annually (7.84% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.84% p.a.
ISIN XS2477253699
NEXT POTENTIAL MATURITY DATE 18/07/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Commerzbank AG | 7.1540 | 34.6 |
| Societe Generale | 23.6300 | 71.8 |
| Barclays | 170.5000 | 479.6 |
| Bank of New York Mellon | 45.0300 | 121.49 |
STRIKE DATE 16/08/2022
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Memory Income Rate: GBP: 4.50% Quarterly (18.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2392192501
NEXT POTENTIAL MATURITY DATE 17/02/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Commerzbank AG | 7.1540 | 34.6 |
| Societe Generale | 23.6300 | 71.8 |
| Barclays | 170.5000 | 479.6 |
| Bank of New York Mellon | 45.0300 | 121.49 |
STRIKE DATE 16/08/2022
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Memory Income Rate: USD: 5.50% Quarterly (22.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2392192683
NEXT POTENTIAL MATURITY DATE 17/02/2023
COUNTERPARTY BBVA
TYPE
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Advanced Micro Devices | 79.3000 | 252.18 |
| Carnival Corp | 9.3300 | 31.15 |
| Meta Platform Inc | 172.1900 | 738.31 |
| Tesla Motors | 244.54 |
STRIKE DATE 07/07/2022
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 80% of initial level
Memory Income Rate: USD: 5.25% Quarterly
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 21.00% p.a.
ISIN XS2378618842
NEXT POTENTIAL MATURITY DATE 07/07/2023
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,348.2300 | 10171.76 |
| S&P 500 | 4,023.6100 | 6969.01 |
| Eurostoxx 50 | 3,607.7800 | 5891.95 |
| S&P/ASX 200 | 6,823.2340 | 8927.526 |
STRIKE DATE 27/07/2022
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: 1.60% Quarterly (6.40% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.40% p.a.
ISIN XS2377612606
NEXT POTENTIAL MATURITY DATE 27/07/2023
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,348.2300 | 10171.76 |
| S&P 500 | 4,023.6100 | 6969.01 |
| Eurostoxx 50 | 3,607.7800 | 5891.95 |
| S&P/ASX 200 | 6,823.2340 | 8927.526 |
STRIKE DATE 27/07/2022
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: 1.90% Quarterly (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 7.40% p.a.
ISIN XS2377612861
NEXT POTENTIAL MATURITY DATE 27/07/2023
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,454.8600 | 5891.95 |
| Nasdaq 100 | 11,503.7200 | 25884.29 |
| Nikkei 225 | 26,393.0400 | 53375.6 |
STRIKE DATE 30/06/2022
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: GBP: 2.80% Semi-Annually (5.60% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.60% p.a.
ISIN XS2477053842
NEXT POTENTIAL MATURITY DATE 30/06/2023
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,454.8600 | 5891.95 |
| Nasdaq 100 | 11,503.7200 | 25884.29 |
| Nikkei 225 | 26,393.0400 | 53375.6 |
STRIKE DATE 30/06/2022
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: 3.55% Semi-Annually (7.10% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.10% p.a.
ISIN XS2477053768
NEXT POTENTIAL MATURITY DATE 30/06/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,454.8600 | 5891.95 |
| FTSE 100 | 7,169.2800 | 10171.76 |
| Nikkei 225 | 26,393.0400 | 53375.6 |
| S&P 500 | 3,785.3800 | 6969.01 |
STRIKE DATE 30/06/2022
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 = 3.85% Semi-Annually
Autocall Trigger: 100% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.70% p.a.
ISIN XS2378612134
NEXT POTENTIAL MATURITY DATE 30/06/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 72.21% (as at 30/01/2026 09:11 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Amazon.com | 122.2800 | 241.73 |
| Etsy Inc | 104.9200 | 54.95 |
| Paypal | 85.8600 | 53.11 |
| Shopify Inc | 35.9100 | 143.64 |
STRIKE DATE 28/07/2022
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Fixed Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Fixed Income Rate: GBP: 2.80% Quarterly (11.20% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2392185042
NEXT POTENTIAL MATURITY DATE 28/04/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 72.21% (as at 30/01/2026 09:11 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Amazon.com | 122.2800 | 241.73 |
| Etsy Inc | 104.9200 | 54.95 |
| Paypal | 85.8600 | 53.11 |
| Shopify Inc | 35.9100 | 143.64 |
STRIKE DATE 28/07/2022
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Fixed Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Fixed Income Rate: USD: 3.00% Quarterly (12.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2392185125
NEXT POTENTIAL MATURITY DATE 28/04/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Commerzbank AG | 7.1700 | 34.6 |
| Societe Generale | 22.8300 | 71.8 |
| Barclays | 160.0200 | 479.6 |
| Goldman Sachs | 299.4900 | 940.12 |
STRIKE DATE 28/06/2022
RETURN & BARRIERS
10.50% Annual Fixed Income
Capital Protection: 50% Final Barrier
P.A. RETURN 10.50% p.a.
ISIN XS2392179078
NEXT POTENTIAL MATURITY DATE 28/06/2023
COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE 88.97% (as at 30/01/2026 09:11 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Invesco Wilderhill Clean Energy ETF | 54.4400 | 35.54 |
STRIKE DATE 28/07/2022
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: USD: 2.50% Quarterly (10.00% 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 XS2488901427
NEXT POTENTIAL MATURITY DATE 28/04/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,464.6400 | 5891.95 |
| Nikkei 225 | 26,149.5500 | 53375.6 |
| HSI | 21,008.3400 | 27968.09 |
STRIKE DATE 22/06/2022
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 = 6.90% Semi-Annually
Autocall Trigger: 100% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 13.80% p.a.
ISIN XS2378605864
NEXT POTENTIAL MATURITY DATE 23/06/2025
COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 102.67% (as at 30/01/2026 09:11 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,607.7800 | 5891.95 |
STRIKE DATE 27/07/2022
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Capital Protected Memory Income
Memory Income Rate: USD: 5.16% Annually
Income Trigger: 90% of initial level
Capital Risk: None
Capital Protection: 100% Capital Protected at maturity
P.A. RETURN
ISIN XS2476465237
NEXT POTENTIAL MATURITY DATE 27/07/2028
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,585.2400 | 5891.95 |
| Nasdaq 100 | 12,439.6800 | 25884.29 |
| Nikkei 225 | 27,680.2600 | 53375.6 |
STRIKE DATE 20/07/2022
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: 6.00% Semi-Annually (12.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 12.00% p.a.
ISIN XS2477219591
NEXT POTENTIAL MATURITY DATE 20/07/2023