INTERNATIONAL PRODUCTS
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,238.7600 | 5934.96 |
| Nasdaq 100 | 12,590.8900 | 29580.3 |
| Nikkei 225 | 27,602.7700 | 62654.05 |
STRIKE DATE 14/02/2023
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities:Semi Annual
(First Observation at 24 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD: 3.64% Semi Annually ( 7.28% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 7.28% p.a.
ISIN XS2534746370
NEXT POTENTIAL MATURITY DATE 14/02/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 3,821.6200 | 7501.24 |
| Eurostoxx 50 | 3,802.4900 | 5934.96 |
| Nikkei 225 | 26,568.0300 | 62654.05 |
STRIKE DATE 21/12/2022
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Low Hurdle Autocall
Autocall Opportunities:Annual (First observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 13.5% Annually
Low Hurdle Trigger: 90% of initial level at maturity for all accumulated coupons
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 13.50%
ISIN XS2442508151
NEXT POTENTIAL MATURITY DATE 21/12/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,802.4900 | 5934.96 |
| FTSE 100 | 7,370.6200 | 10372.93 |
| Nikkei 225 | 26,568.0300 | 62654.05 |
| S&P 500 | 3,821.6200 | 7501.24 |
STRIKE DATE 20/12/2022
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: 6.375% Semi Annually (12.75% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.75% p.a.
ISIN XS2378611672
NEXT POTENTIAL MATURITY DATE 20/12/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,178.0100 | 5934.96 |
| FTSE 100 | 7,765.1500 | 10372.93 |
| Nikkei 225 | 27,382.5600 | 62654.05 |
| S&P 500 | 4,070.5600 | 7501.24 |
STRIKE DATE 27/01/2023
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: 6.375% Semi Annually (12.75% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.75% p.a.
ISIN XS2442512930
NEXT POTENTIAL MATURITY DATE 29/07/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,178.0100 | 5934.96 |
| FTSE 100 | 7,765.1500 | 10372.93 |
| Nikkei 225 | 27,382.5600 | 62654.05 |
| S&P 500 | 4,070.5600 | 7501.24 |
STRIKE DATE 27/01/2023
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: 7.125% Semi-Annually (14.25% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 14.25% p.a.
ISIN XS2442511700
NEXT POTENTIAL MATURITY DATE 29/07/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,178.0100 | 5934.96 |
| FTSE 100 | 7,765.1500 | 10372.93 |
| Nikkei 225 | 27,382.5600 | 62654.05 |
| S&P 500 | 4,070.5600 | 7501.24 |
STRIKE DATE 27/01/2023
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: 5.375% Semi-Annually (10.75% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.75% p.a.
ISIN XS2442513078
NEXT POTENTIAL MATURITY DATE 29/07/2024
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,173.9800 | 5934.96 |
| Nasdaq 100 | 12,051.4800 | 29580.3 |
| Nikkei 225 | 27,362.7500 | 62654.05 |
STRIKE DATE 26/01/2023
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi Annual
(First Observation at 24 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP: 3.15% Semi Annually (6.30% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 6.30% p.a.
ISIN XS2534550046
NEXT POTENTIAL MATURITY DATE 27/01/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,153.0200 | 5934.96 |
| S&P/TSX 60 | 1,242.3900 | 1986.704 |
| Nikkei 225 | 27,299.1900 | 62654.05 |
| S&P/ASX 200 | 7,490.3960 | 8640.714 |
STRIKE DATE 24/01/2023
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi Annual
(First Observation at 12
Autocall Trigger: 100% of initial level
Memory Income Rate: EUR: 3.65% Semi Annually (7.30% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.30% p.a.
ISIN XS2442508078
NEXT POTENTIAL MATURITY DATE 24/01/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,153.0200 | 5934.96 |
| S&P/TSX 60 | 1,242.3900 | 1986.704 |
| Nikkei 225 | 27,299.1900 | 62654.05 |
| S&P/ASX 200 | 7,490.3960 | 8640.714 |
STRIKE DATE 24/01/2023
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: 1.95% Quarterly (7.80% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.80%
ISIN XS2442507856
NEXT POTENTIAL MATURITY DATE 24/01/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,153.0200 | 5934.96 |
| S&P/TSX 60 | 1,242.3900 | 1986.704 |
| Nikkei 225 | 27,299.1900 | 62654.05 |
| S&P/ASX 200 | 7,490.3960 | 8640.714 |
STRIKE DATE 24/01/2023
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: 2.20% Quarterly (8.80% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.80%
ISIN XS2442507930
NEXT POTENTIAL MATURITY DATE 24/01/2024
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 3,990.9700 | 7501.24 |
STRIKE DATE 17/01/2023
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Fixed Income
Fixed Income Rate: GBP: 5.50% p.a. (Paid Quarterly)
Capital Risk: Not capital protected
Capital Protection Barrier: 60 % Final level (European
P.A. RETURN 5.50% p.a.
ISIN XS2448757778
NEXT POTENTIAL MATURITY DATE 20/01/2026
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 3,990.9700 | 7501.24 |
STRIKE DATE 17/01/2023
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Fixed Income
Fixed Income Rate: USD : 6.00% p.a. (Paid Quarterly)
Capital Risk: Not capital protected
Capital Protection Barrier: 60 % Final level (European
P.A. RETURN 6.00% p.a.
ISIN XS2448758230
NEXT POTENTIAL MATURITY DATE 20/01/2026
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,126.6800 | 5934.96 |
| Nasdaq 100 | 11,459.6100 | 29580.3 |
| Nikkei 225 | 26,449.8200 | 62654.05 |
STRIKE DATE 13/01/2023
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi Annual
(First Observation at 24 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD: 3.75% Semi Annually (7.50% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 7.50
ISIN XS2534157545
NEXT POTENTIAL MATURITY DATE 14/01/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,964.7200 | 5934.96 |
| FTSE 100 | 7,573.0500 | 10372.93 |
| Nikkei 225 | 27,968.9900 | 62654.05 |
| Nasdaq 100 | 12,030.0600 | 29580.3 |
STRIKE DATE 30/11/2022
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: 2.10% Quarterly (8.40% p.a.)
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.40% p.a.
ISIN XS2442484205
NEXT POTENTIAL MATURITY DATE 29/02/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,964.7200 | 5934.96 |
| FTSE 100 | 7,573.0500 | 10372.93 |
| Nikkei 225 | 27,968.9900 | 62654.05 |
| Nasdaq 100 | 12,030.0600 | 29580.3 |
STRIKE DATE 30/11/2022
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 : 2.35% Quarterly (9.40% p.a.)
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.40% p.a.
ISIN XS2442484114
NEXT POTENTIAL MATURITY DATE 29/02/2024
COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Societe Generale | 23.9900 | 67.46 |
| HSBC | 509.7000 | 1350 |
| BBVA | 5.6120 | 18.965 |
| Morgan Stanley | 93.0700 | 194.53 |
STRIKE DATE 30/11/2022
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly
(First Observation at 6 months)
Autocall Trigger: 90% of initial level
Memory Income Rate: USD: 4.80% Quarterly (19.20% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 9.60% p.a.
ISIN XS2508422792
NEXT POTENTIAL MATURITY DATE 30/08/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 3,983.1700 | 7501.24 |
| Nikkei 225 | 26,449.8200 | 62654.05 |
| S&P/ASX 200 | 7,280.3960 | 8640.714 |
| Eurostoxx 50 | 4,126.6800 | 5934.96 |
STRIKE DATE 13/01/2023
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: GBP 3.30% Semi Annually (6.60% p.a.)
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.60% p.a.
ISIN XS2442502543
NEXT POTENTIAL MATURITY DATE 16/01/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 3,983.1700 | 7501.24 |
| Nikkei 225 | 26,449.8200 | 62654.05 |
| S&P/ASX 200 | 7,280.3960 | 8640.714 |
| Eurostoxx 50 | 4,126.6800 | 5934.96 |
STRIKE DATE 13/01/2023
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 : 3.70% Semi Annually (7.40% p.a.)
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.40% p.a.
ISIN XS2442502469
NEXT POTENTIAL MATURITY DATE 16/01/2024
COUNTERPARTY Societe Generale
TYPE Note
CURRENCY GBP
CURRENT PRICE 20.34% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Plug Power Inc | 14.9200 | 3.79 |
| First Solar Inc | 165.6200 | 231.62 |
| Solaredge Technologies Inc | 295.4500 | 50.24 |
| Enphase Energy Inc | 312.2100 | 48.01 |
STRIKE DATE 28/11/2022
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Fixed Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 90% of initial level
Fixed Income Rate: GBP: 3.10% Quarterly (12.40% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2508369456
NEXT POTENTIAL MATURITY DATE 28/05/2026
COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 20.96% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Plug Power Inc | 14.9200 | 3.79 |
| First Solar Inc | 165.6200 | 231.62 |
| Solaredge Technologies Inc | 295.4500 | 50.24 |
| Enphase Energy Inc | 312.2100 | 48.01 |
STRIKE DATE 28/11/2022
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Fixed Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 90% of initial level
Fixed Income Rate: USD: 3.35% Quarterly (13.40% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2508369530
NEXT POTENTIAL MATURITY DATE 28/05/2026