INTERNATIONAL PRODUCTS
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Rio Tinto | 4,453.5000 | 6849 |
| Barrick Gold Corp | 20.6000 | |
| BHP Group PLC | 1,898.8000 | 2598 |
| Anglo American | 2,841.5000 | 3500 |
STRIKE DATE 16/11/2021
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Coupon Rate: GBP = 7.00% Quarterly (28.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2311589019
NEXT POTENTIAL MATURITY DATE 16/05/2022
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Rio Tinto | 4,453.5000 | 6849 |
| Barrick Gold Corp | 20.6000 | |
| BHP Group PLC | 1,898.8000 | 2598 |
| Anglo American | 2,841.5000 | 3500 |
STRIKE DATE 16/11/2021
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Coupon Rate: USD = 7.00% Quarterly (28.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2311589100
NEXT POTENTIAL MATURITY DATE 16/05/2022
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,311.7300 | 8927.526 |
| FTSE MIB | 26,277.5700 | 45075.6 |
| MSCI Taiwan | 648.8200 | 1427.82 |
STRIKE DATE 14/10/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall opportunities: Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 3.00% Semi-anually (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 XS2389898177
NEXT POTENTIAL MATURITY DATE 14/10/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 27,868.1300 | 45075.6 |
| CAC 40 | 7,128.6300 | 8071.36 |
| Nikkei 225 | 29,776.8000 | 53375.6 |
| HSI | 25,390.9100 | 27968.09 |
STRIKE DATE 15/11/2021
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: EUR = 10.00% Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 10% p.a.
ISIN XS2311147859
NEXT POTENTIAL MATURITY DATE 17/11/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,034.0600 | 10171.76 |
| FTSE MIB | 26,027.0700 | 45075.6 |
| HSI | 25,502.2300 | 27968.09 |
| Nikkei 225 | 30,670.1000 | 53375.6 |
STRIKE DATE 14/09/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall opportunities: Quarterly (First Observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 1.40% Quarterly (5.60% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 5.60%
ISIN XS2302881607
NEXT POTENTIAL MATURITY DATE 16/09/2025
COUNTERPARTY UniCredit
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 23,966.4900 | 27968.09 |
| S&P 500 | 4,363.5500 | 6969.01 |
| FTSE 100 | 6,995.8700 | 10171.76 |
| FTSE MIB | 25,605.7300 | 45075.6 |
STRIKE DATE 06/10/2021
RETURN & BARRIERS
Investment Structure: Semi Annual Memory Income Autocall
Autocall Opportunities: Semi Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: EUR= 2.00% Semi Annual (4.00% p.a.)
Income Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 4% p.a.
ISIN DE000HR9UKR3
NEXT POTENTIAL MATURITY DATE 06/10/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| CrowdStrike Holdings Inc | 273.4200 | 444.62 |
| Peloton Interactive Inc | 55.6400 | 5.73 |
| Palantir Technologies Inc | 26.0000 | 151.86 |
| Splunk Inc | 166.0800 | 157 |
STRIKE DATE 05/11/2021
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Hybrid Memory Income Autocall
Income Trigger: 50% of initial level
Income Rate: GBP = 2.25% Quarterly (9.00% p.a.) USD = 2.50% Quarterly (10.00% 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 -21.79% p.a.
ISIN XS2311141225
NEXT POTENTIAL MATURITY DATE 05/11/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| CrowdStrike Holdings Inc | 273.4200 | 444.62 |
| Peloton Interactive Inc | 55.6400 | 5.73 |
| Palantir Technologies Inc | 26.0000 | 151.86 |
| Splunk Inc | 166.0800 | 157 |
STRIKE DATE 05/11/2021
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Hybrid Memory Income Autocall
Income Trigger: 50% of initial level
Income Rate: GBP = 2.25% Quarterly (9.00% p.a.) USD = 2.50% Quarterly (10.00% 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 -21.79% p.a.
ISIN XS2311141498
NEXT POTENTIAL MATURITY DATE 05/11/2025
COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 25154.32 | 27968.09 |
| S&P 500 | 4613.67 | 6969.01 |
| FTSE 100 | 7288.62 | 10171.76 |
| FTSE MIB | 27206 | 45075.6 |
STRIKE DATE 01/11/2021
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Quarterly Memory Income with an Annual Autocall
Autocall Opportunities: Annually (First Observation at 12 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: 60% Final level (European style)
P.A. RETURN
ISIN DE000HB09PY7
NEXT POTENTIAL MATURITY DATE 03/11/2025
COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 25154.32 | 27968.09 |
| S&P 500 | 4613.67 | 6969.01 |
| FTSE 100 | 7288.62 | 10171.76 |
| FTSE MIB | 27206 | 45075.6 |
STRIKE DATE 01/11/2021
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Quarterly Memory Income with an Annual Autocall
Autocall Opportunities: Annually (First Observation at 12 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: 60% Final level (European style)
P.A. RETURN 6% p.a.
ISIN DE000HB09PX9
NEXT POTENTIAL MATURITY DATE 03/11/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Barclays | 197.4600 | 479.6 |
| Goldman Sachs | 386.5300 | 940.12 |
| HSBC | 429.0000 | 1270 |
| ING Groep NV | 12.7280 | 24.63 |
STRIKE DATE 12/10/2021
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 = 2.52% Quarterly (10.08% p.a.)
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 10.08% p.a.
ISIN XS2302881789
NEXT POTENTIAL MATURITY DATE 01/07/2024
COUNTERPARTY BNP
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Apple Inc | 145.8500 | 258.28 |
| Netflix | 590.6500 | 83.16 |
| Nvidia Corporation | 219.4100 | 192.51 |
STRIKE DATE 22/09/2021
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Defensive Autocall with one star effect
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Memory Income Rate: USD = 1.925% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
European barrier: 65% with one star effect
P.A. RETURN 7.70% p.a.
ISIN XS2304435485
NEXT POTENTIAL MATURITY DATE 22/03/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,413.6710 | 8927.526 |
| IBEX 35 | 9,017.9000 | 17589.7 |
| Nasdaq 100 | 15,388.7100 | 25884.29 |
| MSCI Taiwan | 671.4700 | 1427.82 |
STRIKE DATE 20/10/2021
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Reducing Autocall
Autocall Opportunities: Semi-Annual (First Observation at 18 months)
Autocall Trigger: 100% of initial level then reduced by 2% every 6 months, Floored at 85%
Memory Income Rate: GBP = 3.00% Semi-Annually
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
P.A. RETURN 6.00% p.a.
ISIN XS2383746695
NEXT POTENTIAL MATURITY DATE 22/04/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,413.6710 | 8927.526 |
| IBEX 35 | 9,017.9000 | 17589.7 |
| Nasdaq 100 | 15,388.7100 | 25884.29 |
| MSCI Taiwan | 671.4700 | 1427.82 |
STRIKE DATE 20/10/2021
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Reducing Autocall
Autocall Opportunities: Semi-Annual (First Observation at 18 months)
Autocall Trigger: 100% of initial level then reduced by 2% every 6 months, Floored at 85%
Memory Income Rate: USD = 3.75% Semi-Annually
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
P.A. RETURN 7.50% p.a.
ISIN XS2383746422
NEXT POTENTIAL MATURITY DATE 22/04/2024
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,204.5500 | 10171.76 |
| Dow Jones Industrial Average | 35,677.0200 | 49071.56 |
| S&P/ASX 200 | 7,415.4750 | 8927.526 |
STRIKE DATE 22/10/2021
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 = 3.90% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.80% p.a.
ISIN XS2385489005
NEXT POTENTIAL MATURITY DATE 22/04/2024
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,204.5500 | 10171.76 |
| Dow Jones Industrial Average | 35,677.0200 | 49071.56 |
| S&P/ASX 200 | 7,415.4750 | 8927.526 |
STRIKE DATE 22/10/2021
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: USD = 4.00% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2385489187
NEXT POTENTIAL MATURITY DATE 22/04/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Rio Tinto | 5,038.0000 | 6849 |
| Barrick Gold Corp | 19.1300 | |
| BHP Group PLC | 1,989.2000 | 2598 |
| Glencore | 390.5500 | 507.9 |
STRIKE DATE 15/10/2021
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Coupon Rate: GBP = 7.00% Quarterly (28.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2302897942
NEXT POTENTIAL MATURITY DATE 19/04/2022
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Rio Tinto | 5,038.0000 | 6849 |
| Barrick Gold Corp | 19.1300 | |
| BHP Group PLC | 1,989.2000 | 2598 |
| Glencore | 390.5500 | 507.9 |
STRIKE DATE 15/10/2021
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Coupon Rate: USD = 7.00% Quarterly (28.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2302891150
NEXT POTENTIAL MATURITY DATE 19/04/2022
COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 24,575.6400 | 27968.09 |
| S&P 500 | 4,307.5400 | 6969.01 |
| FTSE 100 | 7,086.4200 | 10171.76 |
| FTSE MIB | 25,683.8100 | 45075.6 |
STRIKE DATE 30/09/2021
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income
with an Annual Autocall
Autocall Opportunities: Annually
(First Observation at 12 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: 60% Final level (European style)
P.A. RETURN 5.00% p.a.
ISIN DE000HR9SZK0
NEXT POTENTIAL MATURITY DATE 30/09/2025
COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 24,575.6400 | 27968.09 |
| S&P 500 | 4,307.5400 | 6969.01 |
| FTSE 100 | 7,086.420 | 10171.76 |
| FTSE MIB | 25,683.81 | 45075.6 |
STRIKE DATE 30/09/2021
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Quarterly Memory Income with an Annual Autocall
Autocall Opportunities: Annually (First Observation at 12 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: 60% Final level (European style)
P.A. RETURN 6% p.a.
ISIN DE000HR9SZJ2
NEXT POTENTIAL MATURITY DATE 30/09/2025