INTERNATIONAL PRODUCTS
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Commerzbank AG | 6.324 | 36.63 |
| Societe Generale | 21.835 | 67.46 |
| Barclays | 164.16 | 434.7 |
| Bank of New York Mellon | 43.5 | 135.98 |
STRIKE DATE 25/08/2022
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 3.75% Quarterly (15.00% p.a.)
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2392196247
NEXT POTENTIAL MATURITY DATE 27/02/2023
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 64.75% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Amazon.com | 138.2300 | 267.22 |
| Etsy Inc | 107.0100 | 58.41 |
| Paypal | 96.5600 | 45.04 |
STRIKE DATE 19/08/2022
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Low Hurdle Autocall
Autocall Opportunities: Semi- Annual (First Observation at 36 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 12.50% Semi Annually (25.00% p.a.)
Low Hurdle Trigger: 60% on Final Observation.
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2467326638
NEXT POTENTIAL MATURITY DATE 19/08/2026
COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE 15.78% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Vestas Wind System A/S | 191.5600 | 190.9 |
| Orsted A/S | 784.5000 | 162.55 |
| Enphase Energy Inc | 283.7000 | 48.01 |
STRIKE DATE 19/08/2022
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Low Hurdle Autocall
Autocall Opportunities: Semi- Annual (First Observation at 36 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 13.20% Semi Annually (26.40% p.a.)
Low Hurdle Trigger: 60% on Final Observation.
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2507985807
NEXT POTENTIAL MATURITY DATE 19/08/2026
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,467.0900 | 5934.96 |
| Nasdaq 100 | 11,851.5400 | 29580.3 |
| Nikkei 225 | 27,688.4200 | 62654.05 |
STRIKE DATE 20/09/2022
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: 3.00% Semi Annually (6.00% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 6.00% p.a.
ISIN XS2477550631
NEXT POTENTIAL MATURITY DATE 20/09/2024
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 3,873.3300 | 7501.24 |
| Nikkei 225 | 27,567.6500 | 62654.05 |
| S&P/ASX 200 | 6,739.0780 | 8640.714 |
| Eurostoxx 50 | 3,500.4100 | 5934.96 |
STRIKE DATE 16/09/2022
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 : 2.65 % Semi Annually (5.3 0 % p.a.)
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.30% p.a.
ISIN XS2414639075
NEXT POTENTIAL MATURITY DATE 19/09/2023
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 3,873.3300 | 7501.24 |
| Nikkei 225 | 27,567.6500 | 62654.05 |
| S&P/ASX 200 | 6,739.0780 | 8640.714 |
| Eurostoxx 50 | 3,500.4100 | 5934.96 |
STRIKE DATE 16/09/2022
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: 3.10 % Semi Annually (6.20 % p.a.)
Income Trigger: 60 % of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.20% p.a.
ISIN XS2414639158
NEXT POTENTIAL MATURITY DATE 19/09/2023
COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,515.7500 | 10372.93 |
| S&P 500 | 4,274.0400 | 7501.24 |
| Eurostoxx 50 | 3,756.0600 | 5934.96 |
STRIKE DATE 17/08/2022
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: 3.20% Semi Annually (6.20% p.a.)
Income Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 6.4% p.a.
ISIN XS2414620489
NEXT POTENTIAL MATURITY DATE 18/08/2025
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 110.46% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| MSCI World IMI Select Trend Accelerators Index | 1639.03 | 1812.29 |
STRIKE DATE 15/08/2022
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Capital Protected Participation
Participation Rate: USD: 124.40% participation in the Index (Capped at 45% growth returning 155.98%)
Capital Risk: 100% Capital protected
P.A. RETURN
ISIN XS2414008677
NEXT POTENTIAL MATURITY DATE 23/08/2027
COUNTERPARTY EFG International
TYPE
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Barclays | 164.0000 | 434.7 |
| BNP Paribas SA | 48.8400 | 92.03 |
| Credit Agricole SA | 9.7310 | 17.17 |
STRIKE DATE 05/08/2022
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Reducing Autocall
Autocall Opportunities: Annually (First Observation at 3 months)
Autocall Trigger: 100% of initial level, reducing 5% p.a.
Coupon Rate: GBP= 2.838% Quarterly (11.352% p.a.)
Capital Risk: Not capital protected.
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN CH1188157718
NEXT POTENTIAL MATURITY DATE 06/02/2023
COUNTERPARTY EFG International
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| BMW AG | 76.6100 | 76.38 |
| Mercedes-Benz Group AG | 58.9100 | 51.02 |
| Volkswagen AG | 123.4168 | 88.84 |
STRIKE DATE 05/08/2022
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Reducing Autocall
Autocall Opportunities: Annually (First Observation at 3 months)
Autocall Trigger: 100% of initial level, reducing 5% p.a.
Coupon Rate: GBP= 3.438% Quarterly (13.752% p.a.)
Capital Risk: Not capital protected.
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN CH1188157700
NEXT POTENTIAL MATURITY DATE 06/02/2023
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 158.51% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,565.8000 | 5934.96 |
| FTSE 100 | 7,247.4300 | 10372.93 |
| S&P 500 | 3,878.0900 | 7501.24 |
| Nikkei 225 | 27,195.9900 | 62654.05 |
| iShares MSCI Emerging Markets (EEM) | 37.4200 | 67.38 |
STRIKE DATE 03/08/2022
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Participation
Participation Rate: USD: 150% participation in the weighted basket
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2467240169
NEXT POTENTIAL MATURITY DATE 03/08/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 79.09% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Amazon.com | 126.1100 | 267.22 |
| Etsy Inc | 103.8600 | 58.41 |
| Mercadolibre Inc | 857.9300 | 1607.37 |
| Shopify Inc | 29.8400 | 97.42 |
STRIKE DATE 06/09/2022
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: 2.70% Quarterly (10.80% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2380335278
NEXT POTENTIAL MATURITY DATE 08/06/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 79.26% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Amazon.com | 126.1100 | 267.22 |
| Etsy Inc | 103.8600 | 58.41 |
| Mercadolibre Inc | 857.9300 | 1607.37 |
| Shopify Inc | 29.8400 | 97.42 |
STRIKE DATE 06/09/2022
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 : 2.90% Quarterly (11.60% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2380335351
NEXT POTENTIAL MATURITY DATE 08/06/2026
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 3,955.0000 | 7501.24 |
| Nikkei 225 | 28,091.5300 | 62654.05 |
| S&P/ASX 200 | 6,986.7560 | 8640.714 |
| Eurostoxx 50 | 3,517.2500 | 5934.96 |
STRIKE DATE 31/08/2022
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: 1.5625% Quarterly (6.25% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.25
ISIN XS2409640401
NEXT POTENTIAL MATURITY DATE 31/08/2023
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 3,955.0000 | 7501.24 |
| Nikkei 225 | 28,091.5300 | 62654.05 |
| S&P/ASX 200 | 6,986.7560 | 8640.714 |
| Eurostoxx 50 | 3,517.2500 | 5934.96 |
STRIKE DATE 31/08/2022
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: 1.9250% Quarterly (7.70% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.70% p.a.
ISIN XS2409640583
NEXT POTENTIAL MATURITY DATE 30/11/2023
COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,708.1000 | 5934.96 |
| Nasdaq 100 | 12,947.9700 | 29580.3 |
| Nikkei 225 | 27,801.6400 | 62654.05 |
| FTSE 100 | 7,423.4300 | 10372.93 |
STRIKE DATE 29/07/2022
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.% 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 6.56% p.a.
ISIN DE000HB89PD3
NEXT POTENTIAL MATURITY DATE 28/07/2023
COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,708.1000 | 5934.96 |
| Nasdaq 100 | 12,947.9700 | 29580.3 |
| Nikkei 225 | 27,801.6400 | 62654.05 |
| FTSE 100 | 7,423.4300 | 10372.93 |
STRIKE DATE 29/07/2022
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: 1.95% 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% p.a.
ISIN DE000HB89PC5
NEXT POTENTIAL MATURITY DATE 28/07/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,652.2000 | 5934.96 |
| FTSE 100 | 7,345.2500 | 10372.93 |
| Nikkei 225 | 27,815.4800 | 62654.05 |
| S&P 500 | 4,072.4300 | 7501.24 |
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 | 5934.96 |
| Nasdaq 100 | 13,143.58 | 29580.3 |
| Nikkei 225 | 28,479.01 | 62654.05 |
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 | 5934.96 |
| Nasdaq 100 | 13,143.58 | 29580.3 |
| Nikkei 225 | 28,479.01 | 62654.05 |
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