INTERNATIONAL PRODUCTS

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 18/03/2022
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Semi-Annual (First observation at 12 months) Autocall Trigger: 100% Coupon Rate: GBP = 4.05% Semi-Annually Low Hurdle Trigger: 90% of initial level at maturity for all accumulated coupons Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.10% p.a.
ISIN XS2424809882
NEXT POTENTIAL MATURITY DATE 19/09/2023

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)
• FVC REPORT

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 18/03/2022
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Semi-Annual (First observation at 12 months) Autocall Trigger: 100% Coupon Rate: USD = 4.59% Semi-Annually Low Hurdle Trigger: 90% of initial level at maturity for all accumulated coupons Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 9.18% p.a.
ISIN XS2424809965
NEXT POTENTIAL MATURITY DATE 19/09/2023

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)
• FVC REPORT

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 14/02/2022
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 = 2.81% Semi- Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 5.62% p.a.
ISIN XS2339630977
NEXT POTENTIAL MATURITY DATE 14/08/2025

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 14/02/2022
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Annually (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 8% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8% p.a.
ISIN XS2422665799
NEXT POTENTIAL MATURITY DATE 14/02/2024

COUNTERPARTY Leonteq
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 11/02/2022
RETURN & BARRIERS
Maximum Term: 2 years Investment Structure: Memory Income Autocall Autocall Opportunities: Monthly Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.425% Monthly Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 17.10% p.a.
ISIN CH1158664115
NEXT POTENTIAL MATURITY DATE 12/02/2024

COUNTERPARTY Leonteq
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 11/02/2022
RETURN & BARRIERS
Maximum Term: 2 years Investment Structure: Memory Income Autocall Autocall Opportunities: Monthly Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.792% Monthly Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN CH1158664123
NEXT POTENTIAL MATURITY DATE 12/02/2024

COUNTERPARTY Leonteq
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 11/02/2022
RETURN & BARRIERS
Maximum Term: 2 years Investment Structure: Memory Income Autocall Autocall Opportunities: Monthly Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.10% Monthly Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 13.20% p.a.
ISIN CH1158664107
NEXT POTENTIAL MATURITY DATE 12/02/2024

COUNTERPARTY Leonteq
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 11/02/2022
RETURN & BARRIERS
Maximum Term: 2 years Investment Structure: Memory Income Autocall Autocall Opportunities: Monthly Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2.125% Monthly Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 16.865% p.a.
ISIN CH1158664099
NEXT POTENTIAL MATURITY DATE 12/02/2024

COUNTERPARTY Leonteq
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 11/02/2022
RETURN & BARRIERS
Maximum Term: 2 years Investment Structure: Memory Income Autocall Autocall Opportunities: Monthly Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.708% Monthly Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN CH1158664081
NEXT POTENTIAL MATURITY DATE 12/07/2022

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 11/02/2022
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Reducing Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level, 90% at year 2, 65% at year 3. Coupon Rate USD: 13.01% Snowballing Annual Coupon if Autocalled Capital Risk: Not capital protected. Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 13.01%
ISIN XS2423240725
NEXT POTENTIAL MATURITY DATE 11/02/2025

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 16/03/2022
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 = 5.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 11.50% p.a.
ISIN XS2349074414
NEXT POTENTIAL MATURITY DATE 17/03/2025

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)
• FVC REPORT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 16/03/2022
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 = 6.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 13.00% p.a.
ISIN XS2349074505
NEXT POTENTIAL MATURITY DATE 17/03/2025

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)
• FVC REPORT

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 10/02/2022
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 5.15% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 20.06% p.a.
ISIN XS2339652609
NEXT POTENTIAL MATURITY DATE 11/11/2024

• FACTSHEET

COUNTERPARTY UniCredit AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 02/12/2021
RETURN & BARRIERS
13.20% Annual Snowballing Coupon if Autocalled 100% Autocall Trigger from 12 Months 60% Barrier (E)
P.A. RETURN 13.20% p.a.
ISIN DE000HB1NYS2
NEXT POTENTIAL MATURITY DATE 02/12/2024

COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 02/12/2021
RETURN & BARRIERS
9.80% Annual Snowballing Coupon if Autocalled 100% Autocall Trigger from 12 Months 60% Barrier (E)
P.A. RETURN 9.80% p.a.
ISIN XS2412659190
NEXT POTENTIAL MATURITY DATE 02/12/2024

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 02/12/2021
RETURN & BARRIERS
10.49% Annual Snowballing Coupon if Autocalled 100% Autocall Trigger from 12 Months 60% Barrier (E)
P.A. RETURN 10.49% p.a.
ISIN XS2386050830
NEXT POTENTIAL MATURITY DATE 02/12/2024

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 04/02/2022
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Hybrid Memory Income Autocall Income Trigger: 80% of initial level Income Rate: USD = 2.31% Semi-Annual (4.62% p.a.) Autocall Opportunities: Semi Annually (First Observation at 24 months) Autocall Trigger: 100% of initial level Autocall Coupon Rate: USD = 0.75% Semi-Annual (1.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 6.12% p.a.
ISIN XS2019047146
NEXT POTENTIAL MATURITY DATE 05/02/2024

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 04/02/2022
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Hybrid Memory Income Autocall Income Trigger: 80% of initial level Income Rate: USD = 2.24% Semi-Annual (4.48% p.a.) Autocall Opportunities: Semi Annually (First Observation at 24 months) Autocall Trigger: 100% of initial level Autocall Coupon Rate: USD = 0.75% Semi-Annual (1.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 6.876% p.a.
ISIN XS2019047732
NEXT POTENTIAL MATURITY DATE 06/08/2024

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

STRIKE DATE 31/01/2022
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 = 1.25% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.00% p.a.
ISIN XS2329330117
NEXT POTENTIAL MATURITY DATE 31/07/2025

• FACTSHEET

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

STRIKE DATE 31/01/2022
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 = 1.5% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.00% p.a.
ISIN XS2329330208
NEXT POTENTIAL MATURITY DATE 31/07/2025

• FACTSHEET