INTERNATIONAL PRODUCTS
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY EUR
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: EUR: 5.50% Semi-Annually (11.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 11.00% p.a.
ISIN XS2477219757
NEXT POTENTIAL MATURITY DATE 20/07/2023
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
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: USD: 7.40 % Semi Annually (14.80% p.a)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 14.80% p.a.
ISIN XS2477219831
NEXT POTENTIAL MATURITY DATE 20/07/2023
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,647.5600 | 5891.95 |
| Nikkei 225 | 26,677.8000 | 53375.6 |
| FTSE 100 | 7,484.3500 | 10171.76 |
STRIKE DATE 24/05/2022
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 = 6.00% Semi-Annually
Autocall Trigger: 100% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 12.00% p.a.
ISIN XS2477031871
NEXT POTENTIAL MATURITY DATE 24/05/2023
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,647.5600 | 5891.95 |
| Nikkei 225 | 26,677.8000 | 53375.6 |
| FTSE 100 | 7,484.3500 | 10171.76 |
STRIKE DATE 24/05/2022
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 = 4.125% Semi-Annually
Autocall Trigger: 100% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.25 p.a.
ISIN XS2477031954
NEXT POTENTIAL MATURITY DATE 24/05/2023
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,647.5600 | 5891.95 |
| Nikkei 225 | 26,677.8000 | 53375.6 |
| FTSE 100 | 7,484.3500 | 10171.76 |
STRIKE DATE 24/05/2022
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 = 5.10% Semi-Annually
Autocall Trigger: 100% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 10.20% p.a.
ISIN XS2477031012
NEXT POTENTIAL MATURITY DATE 24/05/2023
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY EUR
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: 5 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: EUR: 3.20% Semi-Annually (6.40% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.40% p.a.
ISIN XS2477219328
NEXT POTENTIAL MATURITY DATE 17/07/2023
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,477.2000 | 5891.95 |
| Nasdaq 100 | 11,983.6200 | 25884.29 |
| S&P/ASX 200 | 6,605.5700 | 8927.526 |
STRIKE DATE 15/07/2022
RETURN & BARRIERS
Maximum Term: 5 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: 3.50% Semi-Annually (7.00% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.00%
ISIN XS2477219161
NEXT POTENTIAL MATURITY DATE 17/07/2023
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 |
| S&P/ASX 200 | 6,605.5700 | 8927.526 |
STRIKE DATE 15/07/2022
RETURN & BARRIERS
Maximum Term: 5 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: 4.10% Semi-Annually (8.20% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.20% p.a.
ISIN XS2477219245
NEXT POTENTIAL MATURITY DATE 17/07/2023
COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 124.44% (as at 30/01/2026 09:11 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 3,790.3800 | 6969.01 |
STRIKE DATE 14/07/2022
RETURN & BARRIERS
Maximum Term: 7 years
Investment Structure: Issuer Callable
Growth Participation Note
Participation Rate: 500% times growth above initial level
Callable Observations: Quarterly
(First Observation at 12 months)
Callable Coupon Rate: USD: 1.90% Quarterly (7.60% p.a.)
Capital Protection Barrier: 60% Capital Protected
P.A. RETURN
ISIN XS2476389460
NEXT POTENTIAL MATURITY DATE 14/04/2026
COUNTERPARTY Société Générale
TYPE Note
CURRENCY GBP
CURRENT PRICE 124.27% (as at 30/01/2026 09:11 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,039.8100 | 10171.76 |
STRIKE DATE 14/07/2022
RETURN & BARRIERS
Maximum Term: 7 years
Investment Structure: Issuer Callable
Growth Participation Note
Participation Rate: 500% times growth above initial level
Callable Observations: Quarterly
(First Observation at 12 months)
Callable Coupon Rate: GBP: 1.95% Quarterly (7.80% p.a.)
Capital Protection Barrier: 60% Capital Protected
P.A. RETURN
ISIN XS2476392761
NEXT POTENTIAL MATURITY DATE 14/04/2026
COUNTERPARTY Société Générale
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,396.6100 | 5891.95 |
STRIKE DATE 14/07/2022
RETURN & BARRIERS
Maximum Term: 7 years
Investment Structure: Issuer Callable
Growth Participation Note
Participation Rate: 500% times growth above initial level
Callable Observations: Quarterly
(First Observation at 12 months)
Callable Coupon Rate: EUR: 1.55% Quarterly (6.20% p.a.)
Capital Protection Barrier: 60% Capital Protected
P.A. RETURN 6.2% p.a.
ISIN XS2476392845
NEXT POTENTIAL MATURITY DATE 14/10/2025
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Advanced Micro Devices | 86.9900 | 252.18 |
| Carnival Corp | 9.5200 | 31.15 |
| Meta Platform Inc | 163.7300 | 738.31 |
| Tesla Motors | 220.89 |
STRIKE DATE 14/06/2022
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 85% of initial level
Memory Income Rate: USD= 7.40% Quarterly
Income Trigger: 65% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 29.60% p.a.
ISIN XS2380270392
NEXT POTENTIAL MATURITY DATE 14/06/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Commerzbank AG | 6.0320 | 34.6 |
| Societe Generale | 20.3550 | 71.8 |
| Barclays | 152.1400 | 479.6 |
| Bank of New York Mellon | 41.7700 | 121.49 |
STRIKE DATE 12/07/2022
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 XS2378619063
NEXT POTENTIAL MATURITY DATE 13/01/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Commerzbank AG | 6.0320 | 34.6 |
| Societe Generale | 20.3550 | 71.8 |
| Barclays | 152.1400 | 479.6 |
| Bank of New York Mellon | 41.7700 | 121.49 |
STRIKE DATE 12/07/2022
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 XS2378619147
NEXT POTENTIAL MATURITY DATE 13/01/2023
COUNTERPARTY Unicredit Bank AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,838.4200 | 5891.95 |
| Nasdaq 100 | 12,599.6300 | 25884.29 |
| Nikkei 225 | 27,915.8900 | 53375.6 |
STRIKE DATE 06/06/2022
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 Annually
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.50% p.a.
ISIN DE000HB6AZP1
NEXT POTENTIAL MATURITY DATE 06/09/2023
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 157.38% (as at 30/01/2026 09:11 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,607.6600 | 10171.76 |
| S&P 500 | 4,132.1500 | 6969.01 |
| Eurostoxx 50 | 3,789.2100 | 5891.95 |
STRIKE DATE 31/05/2022
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 48 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD= 7.80% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2466943383
NEXT POTENTIAL MATURITY DATE 01/06/2026
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 149.23% (as at 30/01/2026 09:11 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,607.6600 | 10171.76 |
| S&P 500 | 4,132.1500 | 6969.01 |
| Eurostoxx 50 | 3,789.2100 | 5891.95 |
STRIKE DATE 31/05/2022
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 48 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 6.75% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2466946485
NEXT POTENTIAL MATURITY DATE 01/06/2026
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 24 months)
AutocallTrigger: 100% of initial level
Memory Income Rate: GBP: 2.90% Semi-Annually (5.80% p.a.)
Income Trigger:80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.80% p.a.
ISIN XS2477065770
NEXT POTENTIAL MATURITY DATE 28/06/2024
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 24 months)
AutocallTrigger: 100% of initial level
Memory Income Rate: USD: 3.60% Semi-Annually (7.20% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.2% p.a.
ISIN XS2477066661
NEXT POTENTIAL MATURITY DATE 28/06/2024
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,808.8600 | 5891.95 |
| Nasdaq 100 | 12,681.4200 | 25884.29 |
| Nikkei 225 | 26,781.6800 | 53375.6 |
STRIKE DATE 27/05/2022
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 Annually
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.20% p.a.
ISIN XS2425222499
NEXT POTENTIAL MATURITY DATE 30/05/2023