INTERNATIONAL PRODUCTS
COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,250.4000 | 5934.96 |
| S&P 500 | 3,997.3400 | 7501.24 |
| Nikkei 225 | 27,473.1000 | 62654.05 |
| FTSE 100 | 7,977.7500 | 10372.93 |
STRIKE DATE 21/02/2023
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: 1.9375% Quarterly (7.75% p.a.)
Income Trigger: 70%
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.75% p.a.
ISIN XS2543823533
NEXT POTENTIAL MATURITY DATE 21/05/2024
COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| BNP Paribas SA | 65.4300 | 92.03 |
| Banco Santander | 3.5240 | 10.246 |
| Lloyds | 50.9100 | 96.6 |
| Goldman Sachs | 368.5000 | 968.96 |
STRIKE DATE 17/02/2023
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Reducing Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level, 2.50% reducing every 3 months.
Autocall Coupon: 4.50% Quarterly (18.00% pa)
Capital Risk: Not capital protected.
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 18% p.a.
ISIN XS2558314709
NEXT POTENTIAL MATURITY DATE 17/05/2024
COUNTERPARTY EFG
TYPE Note
CURRENCY GBP
CURRENT PRICE 76.27% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| BMW AG | 99.7500 | 76.38 |
| Mercedes-Benz Group AG | 74.6400 | 51.02 |
| Volkswagen AG | 131.2200 | 88.84 |
STRIKE DATE 17/02/2023
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Classic Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 95% of initial level
Coupon Rate: GBP: 3.00% Quarterly (12.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN CH1110438095
NEXT POTENTIAL MATURITY DATE 18/05/2026
COUNTERPARTY EFG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Galaxy Entertainment Group | 52.2000 | 33.82 |
| Sands China Ltd | 28.1500 | 16.05 |
| SJM Holdings Ltd | 4.0300 | 1.93 |
STRIKE DATE 17/02/2023
RETURN & BARRIERS
Maximum Term: 18 months
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP: 2.95 Quarterly (11.8% p.a.)
Income Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN -21.97% p.a.
ISIN CH1240011879
NEXT POTENTIAL MATURITY DATE 21/08/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,430.8590 | 8640.714 |
| S&P/TSX 60 | 1,248.9020 | 1986.704 |
| CAC 40 | 7,213.8100 | 8082.27 |
| Nasdaq 100 | 12,590.8900 | 29580.3 |
STRIKE DATE 14/02/2023
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: 1.82% Quarterly (7.28% p.a.)
Income Trigger: 65% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.28% p.a.
ISIN XS2471160528
NEXT POTENTIAL MATURITY DATE 14/02/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Euro 70 | 4,064.9900 | 2639.6 |
| Eurostoxx 50 | 5934.96 |
STRIKE DATE 17/03/2023
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: 4.00% Semi Annually (8.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2471161849
NEXT POTENTIAL MATURITY DATE 19/04/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| BNP Paribas SA | 63.3200 | 92.03 |
| Banco Santander | 3.4805 | 10.246 |
| Lloyds | 53.0700 | 96.6 |
| Goldman Sachs | 374.0200 | 968.96 |
STRIKE DATE 13/02/2023
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Reducing Autocall
Coupon Rate: USD: 3.34% Quarterly (13.36% p.a.)
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level, 2.50% reducing every 3 months.
Capital Risk: Not capital protected.
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 13.36%
ISIN XS2458714651
NEXT POTENTIAL MATURITY DATE 16/05/2024
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 3,919.2900 | 7501.24 |
| OMX Stockholm 30 | 2,186.3600 | 3048.114 |
STRIKE DATE 14/03/2023
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Fixed Income
Fixed Income Rate: GBP: 5.40% p.a. (Paid Quarterly)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 5.4% p.a.
ISIN XS2473133465
NEXT POTENTIAL MATURITY DATE 16/03/2026
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 3,919.2900 | 7501.24 |
| OMX Stockholm 30 | 2,186.3600 | 3048.114 |
STRIKE DATE 14/03/2023
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Fixed Income
Fixed Income Rate: USD: 6.40% p.a. (Paid Quarterly)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.4% p.a.
ISIN XS2473133119
NEXT POTENTIAL MATURITY DATE 16/03/2026
COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| UniCredit SpA | 19.0840 - Knocked out | 72.35 |
| Commerzbank AG | 11.8200 | 36.63 |
| BBVA | 7.2870 - Knocked out | 18.965 |
| Morgan Stanley | 96.0600 | 194.53 |
STRIKE DATE 07/03/2023
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: 5.64% Quarterly (22.56.% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 22.65% p.a.
ISIN XS2558238098
NEXT POTENTIAL MATURITY DATE 07/06/2024
COUNTERPARTY Société Générale
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| UniCredit SpA | 19.0840 - Knocked out | 72.35 |
| Commerzbank AG | 11.8200 | 36.63 |
| BBVA | 7.2870 - Knocked out | 18.965 |
| Morgan Stanley | 96.0600 | 194.53 |
STRIKE DATE 07/03/2023
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: GBP: 4.75% Quarterly (19.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 19.00%
ISIN XS2558273913
NEXT POTENTIAL MATURITY DATE 07/06/2024
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY ZAR
CURRENT PRICE 202.66% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| BNP Paribas Multi Asset Diversified 5 Index | 265.5007 | 305.3387 |
STRIKE DATE 17/01/2023
RETURN & BARRIERS
Investment Structure: Capital Protected Participation Note
Participation Rate: ZAR= 900% in the Underlying
Capital Risk: 100% Cap Protected
P.A. RETURN
ISIN ZAE000317269
NEXT POTENTIAL MATURITY DATE 18/01/2028
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/TSX 60 | 1,220.2480 | 1986.704 |
| Eurostoxx 50 | 4,248.0100 | 5934.96 |
| HSI | 19,943.5100 | 26389.04 |
| Nikkei 225 | 27,423.9600 | 62654.05 |
STRIKE DATE 27/02/2023
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: 6.00% Semi Annually (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 XS2471148077
NEXT POTENTIAL MATURITY DATE 27/02/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/TSX 60 | 1,220.2480 | 1986.704 |
| Eurostoxx 50 | 4,248.0100 | 5934.96 |
| HSI | 19,943.5100 | 26389.04 |
| Nikkei 225 | 27,423.9600 | 62654.05 |
STRIKE DATE 27/02/2023
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: 7.30% Semi Annually (14.60% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 14.60%
ISIN XS2471147855
NEXT POTENTIAL MATURITY DATE 27/02/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/TSX 60 | 1,220.2480 | 1986.704 |
| Eurostoxx 50 | 4,248.0100 | 5934.96 |
| HSI | 19,943.5100 | 26389.04 |
| Nikkei 225 | 27,423.9600 | 62654.05 |
STRIKE DATE 27/02/2023
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: EUR: 5.50% Semi Annually (11.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 11.00% p.a.
ISIN XS2471147939
NEXT POTENTIAL MATURITY DATE 27/02/2025
COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,163.4500 | 5934.96 |
| FTSE 100 | 7,771.7000 | 10372.93 |
| Nikkei 225 | 27,327.1100 | 62654.05 |
| S&P 500 | 4,076.6000 | 7501.24 |
STRIKE DATE 31/01/2023
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: 2.17 Quarterly (8.68% p.a.)
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.68% p.a.
ISIN XS2525914516
NEXT POTENTIAL MATURITY DATE 30/04/2024
COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,163.4500 | 5934.96 |
| FTSE 100 | 7,771.7000 | 10372.93 |
| Nikkei 225 | 27,327.1100 | 62654.05 |
| S&P 500 | 4,076.6000 | 7501.24 |
STRIKE DATE 31/01/2023
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: 2.34% Quarterly (9.36% p.a.)
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.36% p.a.
ISIN XS2525910449
NEXT POTENTIAL MATURITY DATE 30/04/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,178.8200 | 5934.96 |
| S&P/TSX 60 | 1,218.1660 | 1986.704 |
| Nikkei 225 | 27,453.4800 | 62654.05 |
| S&P/ASX 200 | 7,307.0320 | 8640.714 |
STRIKE DATE 24/02/2023
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: EUR : 3.48% Semi Annually (6.96% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.96% p.a.
ISIN XS2458717670
NEXT POTENTIAL MATURITY DATE 24/02/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,178.8200 | 5934.96 |
| S&P/TSX 60 | 1,218.1660 | 1986.704 |
| Nikkei 225 | 27,453.4800 | 62654.05 |
| S&P/ASX 200 | 7,307.0320 | 8640.714 |
STRIKE DATE 24/02/2023
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: 4.41% Semi Annually (8.82% p.a.) Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.70% p.a.
ISIN XS2458717597
NEXT POTENTIAL MATURITY DATE 24/02/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,178.8200 | 5934.96 |
| S&P/TSX 60 | 1,218.1660 | 1986.704 |
| Nikkei 225 | 27,453.4800 | 62654.05 |
| S&P/ASX 200 | 7,307.0320 | 8640.714 |
STRIKE DATE 24/02/2023
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities:
Semi AnnualFirst Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate:GBP: 3.76% Semi Annually (7.52% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.52% p.a.
ISIN XS2458717324
NEXT POTENTIAL MATURITY DATE 24/02/2024