INTERNATIONAL PRODUCTS
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Meta Platform Inc | 342.9400 | 738.31 |
| JP Morgan | 158.5600 | 306.42 |
| Snap Inc | 47.0600 | 7.24 |
| Etsy Inc | 221.9100 | 54.95 |
STRIKE DATE 29/12/2021
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Autocall
Income Trigger: 60% of initial level
Income Rate: USD= 4.4% Quarterly (17.60% p.a.)
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100% of initial level reducing 2% Pq
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN -18.95% p.a.
ISIN XS2329342393
NEXT POTENTIAL MATURITY DATE 29/12/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| CAC 40 | 7,161.5200 | 8071.36 |
| Eurostoxx 50 | 4,284.8300 | 5891.95 |
| FTSE 100 | 7,420.6900 | 10171.76 |
| HSI | 23,086.5400 | 27968.09 |
STRIKE DATE 29/12/2021
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 = 3.80% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.60% p.a.
ISIN XS2329327832
NEXT POTENTIAL MATURITY DATE 30/06/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 27,016.2200 | 45075.6 |
| FTSE 100 | 7,373.3400 | 10171.76 |
| HSI | 23,193.6400 | 27968.09 |
STRIKE DATE 23/12/2021
RETURN & BARRIERS
Maximum Term: 2 years
Investment Structure: Memory Income Autocall
Income Trigger: 80% of initial level
Income Rate: GBP= 1% Quarterly (4% p.a.)
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 3.00% p.a.
ISIN XS2329323765
NEXT POTENTIAL MATURITY DATE 27/12/2023
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 6,669.8850 | 8927.526 |
| FTSE 100 | 6,416.3200 | 10171.76 |
| Nasdaq 100 | 12,690.2600 | 25884.29 |
| MSCI Taiwan | 576.8200 | 1427.82 |
STRIKE DATE 21/12/2020
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Autocall
Income Rate: USD = 7.8% p.a.
Autocall Opportunities: Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level then reduced by 2% annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2042799267
NEXT POTENTIAL MATURITY DATE 23/12/2021
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Meta Platform Inc | 330.45 | 738.31 |
| Apple Inc | 175.64 | 258.28 |
| Microsoft | 333.2 | 433.5 |
| Tesla Motors | 336.29 |
STRIKE DATE 22/12/2021
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Autocall
Income Trigger: 60% of initial level
Income Rate: USD= 4% Quarterly (16% p.a.)
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 16.00% p.a.
ISIN XS2317537376
NEXT POTENTIAL MATURITY DATE 23/12/2024
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,341.6600 | 10171.76 |
| Eurostoxx 50 | 4,217.0600 | 5891.95 |
| S&P/ASX 200 | 7,364.7680 | 8927.526 |
STRIKE DATE 22/12/2021
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Income Trigger: 85% of initial level
Income Rate: USD= 2.5% Semi-Annually (5% p.a.)
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 5.00% p.a.
ISIN XS2386005370
NEXT POTENTIAL MATURITY DATE 22/12/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Caterpillar Inc | 206.1700 | 665.24 |
| Deere & Co | 348.2900 | 530.07 |
| Nucor Corp | 113.9000 | 179.91 |
| United States Steel Corp | 23.4500 | 54.84 |
STRIKE DATE 16/12/2021
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Hybrid Memory Income Autocall
Income Trigger: 50% of initial level
Income Rate: GBP = 1.95% Quarterly (7.80% p.a.)
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Autocall Coupon Rate: USD= 1.00% Quarterly (4.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2317530447
NEXT POTENTIAL MATURITY DATE 16/12/2022
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Adidas AG | 236.1500 | 143.5 |
| Dicks Sporting Goods Inc | 113.1900 | 205.59 |
| Nike Inc | 145.9100 | 62.6 |
| Peloton Interactive Inc | 25.6400 | 5.73 |
STRIKE DATE 28/01/2022
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 = 2.50% Quarterly (10.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -9.2775% p.a.
ISIN XS2329339928
NEXT POTENTIAL MATURITY DATE 28/01/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| CrowdStrike Holdings Inc | 182.8800 | 444.62 |
| Peloton Interactive Inc | 28.3000 | 5.73 |
| Palantir Technologies Inc | 11.8300 | 151.86 |
| Splunk Inc | 121.0800 | 157 |
STRIKE DATE 24/02/2022
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Hybrid Memory Income Autocall
Income Trigger: 50% of initial level
Income Rate: GBP = 2.75% Quarterly (11.00% p.a.)
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Autocall Coupon Rate: GBP = 1.50% Quarterly (6.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -19.04% p.a.
ISIN XS2329335348
NEXT POTENTIAL MATURITY DATE 26/01/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| CrowdStrike Holdings Inc | 182.8800 | 444.62 |
| Peloton Interactive Inc | 28.3000 | 5.73 |
| Palantir Technologies Inc | 11.8300 | 151.86 |
| Splunk Inc | 121.0800 | 157 |
STRIKE DATE 24/02/2022
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Hybrid Memory Income Autocall
Income Trigger: 50% of initial level
Income Rate: USD = 2.75% Quarterly (11.00% p.a.)
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Autocall Coupon Rate: USD = 1.50% Quarterly (6.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -19.04% p.a.
ISIN XS2329335421
NEXT POTENTIAL MATURITY DATE 26/01/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| CrowdStrike Holdings Inc | 182.8800 | 444.62 |
| Peloton Interactive Inc | 28.3000 | 5.73 |
| Palantir Technologies Inc | 11.8300 | 151.86 |
| Splunk Inc | 121.0800 | 157 |
STRIKE DATE 24/02/2022
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Hybrid Memory Income Autocall
Income Trigger: 50% of initial level
Income Rate: EUR = 2.70% Quarterly (10.80% p.a.)
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Autocall Coupon Rate: EUR = 1.50% Quarterly (6.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -19.06% p.a.
ISIN XS2329335264
NEXT POTENTIAL MATURITY DATE 26/01/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Banco Santander | 2.7485 | 10.626 |
| Commerzbank AG | 6.4470 | 34.6 |
| Lloyds | 47.3650 | 105.45 |
| ING Groep NV | 12.5520 | 24.63 |
STRIKE DATE 08/12/2021
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Autocall
Income Trigger: 75% of initial level
Income Rate: USD= 2.25% Quarterly (9% p.a.)
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2317534944
NEXT POTENTIAL MATURITY DATE 08/03/2023
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Apple Inc | 164.51 | 258.28 |
| Meta Platform Inc | 316.56 | 738.31 |
| Microsoft | 301.6 | 433.5 |
| Nvidia Corporation | 241.5 | 192.51 |
STRIKE DATE 20/01/2022
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Autocall
Autocall opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 2.75% Quarterly (11.00% p.a.)
Income Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 11.00% p.a.
ISIN XS2412756046
NEXT POTENTIAL MATURITY DATE 22/01/2024
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 27,137.9800 | 45075.6 |
| Nikkei 225 | 28,455.6000 | 53375.6 |
| Russell 2000 | 2,253.7880 | 2654.776 |
STRIKE DATE 07/12/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall opportunities: Quarterly (First Observation at 18 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 1.50% Quarterly (6.00% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6% p.a.
ISIN XS2385965723
NEXT POTENTIAL MATURITY DATE 09/12/2024
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 27,137.9800 | 45075.6 |
| Nikkei 225 | 28,455.6000 | 53375.6 |
| Russell 2000 | 2,253.7880 | 2654.776 |
STRIKE DATE 07/12/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall opportunities: Quarterly (First Observation at 18 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 1.25% Quarterly (5.00% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 5% p.a.
ISIN XS2385965566
NEXT POTENTIAL MATURITY DATE 09/12/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,276.2000 | 5891.95 |
| FTSE 100 | 7,339.9000 | 10171.76 |
| Nikkei 225 | 28,455.6000 | 53375.6 |
| S&P 500 | 4,686.7500 | 6969.01 |
STRIKE DATE 07/12/2021
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Hybrid Memory Income Autocall
Income Trigger: 80% of initial level
Income Rate: USD= 2.16% Semi Annually (4.32% p.a.)
Autocall Opportunities: Semi Annually (First Observation at 24 months)
Autocall Trigger: 100% of initial level
Autocall Coupon Rate: USD = 1.00% Semi Annually (2.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 6.32% p.a.
ISIN XS2317536212
NEXT POTENTIAL MATURITY DATE 07/06/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,276.2000 | 5891.95 |
| FTSE 100 | 7,339.9000 | 10171.76 |
| MSCI Taiwan | 702.8700 | 1427.82 |
| S&P 500 | 4,686.7500 | 6969.01 |
STRIKE DATE 07/12/2021
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Hybrid Memory Income Autocall
Income Trigger: 80% of initial level
Income Rate: GBP = 2.815% Semi Annually (5.63% p.a.)
Autocall Opportunities: Quarterly (First Observation at 24 months)
Autocall Trigger: 100% of initial level
Autocall Coupon Rate: USD= 0.75% Quarterly (1.50% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 7.135 p.a.
ISIN XS2396755493
NEXT POTENTIAL MATURITY DATE 07/06/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| CAC 40 | 7,065.3900 | 8071.36 |
| IBEX 35 | 8,559.5000 | 17589.7 |
| HSI | 23,983.6600 | 27968.09 |
| Nikkei 225 | 28,455.6000 | 53375.6 |
STRIKE DATE 07/12/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 1.45% Quarterly (5.80% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 5.80% p.a.
ISIN XS2311613330
NEXT POTENTIAL MATURITY DATE 07/03/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| 376.5300 | 738.31 | |
| Alphabet-C | 143.4060 | 338.66 |
| Microsoft | 299.7900 | 433.5 |
| Tesla Motors | 248.16 |
STRIKE DATE 14/09/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Memory Income Rate: USD = 3.85% Quarterly (15.40% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 15.40% p.a.
ISIN XS2296826360
NEXT POTENTIAL MATURITY DATE 02/12/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 27,714.2600 | 45075.6 |
| CAC 40 | 7,237.1900 | 8071.36 |
| HSI | 24,402.1700 | 27968.09 |
| Nikkei 225 | 28,765.6600 | 53375.6 |
STRIKE DATE 12/01/2022
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 = 3.00% Semi-Annually
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.00% p.a.
ISIN XS2317538937
NEXT POTENTIAL MATURITY DATE 13/01/2026