INTERNATIONAL PRODUCTS
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,576.6600 | 10476.46 |
| Euro Stoxx Banks | 87.6400 | 262.01 |
| Nikkei 225 | 26,334.9800 | 59585.86 |
| CAC 40 | 6,537.4100 | 8156.43 |
STRIKE DATE 12/04/2022
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annual (First Observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD= 4.35% Semi-Annually
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.70% p.a.
ISIN XS2370334851
NEXT POTENTIAL MATURITY DATE 12/04/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Amazon.com | 154.4605 | 255.36 |
| Block Inc | 123.2200 | 72.5 |
| Meta Platform Inc | 222.3300 | 674.72 |
| Zoom Communications | 110.9000 | 91.92 |
STRIKE DATE 08/04/2022
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Coupon Rate: USD = 9.15% Quarterly (36.60% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 0.00%
ISIN XS2361881167
NEXT POTENTIAL MATURITY DATE 08/04/2026
COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| General Motor Co | 39.3500 | 79 |
| Hyundai Motor Co | 176,500.0000 | 541000 |
| Nissan Motor Co | 508.6000 | 366.9 |
| Volkswagen AG | 131.6767194 | 88.74 |
STRIKE DATE 08/04/2022
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 = 7.65% Quarterly (30.60% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 30.60%
ISIN XS2436414465
NEXT POTENTIAL MATURITY DATE 08/04/2024
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 4,525.1200 | 7137.9 |
| Nikkei 225 | 27,787.9800 | 59585.86 |
| Eurostoxx 50 | 3,917.8500 | 5906.22 |
STRIKE DATE 05/04/2022
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 18 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 2.05% Quarterly
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 8.20% p.a.
ISIN XS2269749979
NEXT POTENTIAL MATURITY DATE 05/01/2024
COUNTERPARTY BNP Paribas Issua
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Advanced Micro Devices | 95.3400 | 303.46 |
| Carnival Corp | 15.9200 | 26.94 |
| Tesla Motors | 288.55 | |
| Zoom Communications | 96.3800 | 91.92 |
STRIKE DATE 06/05/2022
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Reducing Autocall with One Star Effect
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level then reduced by 2.50% every 3 months Floored at 60%
Coupon Rate: USD = 6.25% Quarterly (25.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
One Star Effect Trigger: 100% of initial level
P.A. RETURN 24% p.a.
ISIN XS2367520207
NEXT POTENTIAL MATURITY DATE 06/02/2025
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,918.6800 | 5906.22 |
| FTSE 100 | 7,537.9000 | 10476.46 |
| Nikkei 225 | 27,665.9800 | 59585.86 |
| S&P 500 | 4,545.8600 | 7137.9 |
STRIKE DATE 01/04/2022
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall with One Star Effect
Autocall Opportunities: Semi Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 3.75% Semi Annually (7.50% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
One Star Effect Trigger: 100% of initial level
P.A. RETURN 7.50% p.a.
ISIN XS2355886503
NEXT POTENTIAL MATURITY DATE 02/04/2024
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE 176.67% (as at 23/04/2026 09:35 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Advanced Micro Devices | 108.1900 | 303.46 |
| Carnival Corp | 20.0500 | 26.94 |
| Tesla Inc | 361.53 | 387.51 |
| Zoom Communications | 118.0200 | 91.92 |
STRIKE DATE 01/04/2022
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Reducing Autocall with One Star Effect
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level then reduced by 2.50% every 3 months Floored at 60%
Coupon Rate: USD = 5.375% Quarterly (21.00% p.a.
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
One Star Effect Trigger: 100% of initial level
P.A. RETURN
ISIN XS2355894192
NEXT POTENTIAL MATURITY DATE 01/07/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Advanced Micro Devices | 97.7400 | 303.46 |
| Intel | 47.0100 | 65.27 |
| Nvidia Corporation | 22.2030 | 202.5 |
| Tesla Inc | 340.79 | 387.51 |
STRIKE DATE 13/04/2022
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Hybrid Memory Income Autocall
Income Trigger: 50% of initial level
Income Rate: GBP = 2.45% Quarterly (9.80% p.a.) USD = 2.70% Quarterly (10.80% p.a.)
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 85% 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 9.80%
ISIN XS2349099247
NEXT POTENTIAL MATURITY DATE 13/01/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Advanced Micro Devices | 97.7400 | 303.46 |
| Intel | 47.0100 | 65.27 |
| Nvidia Corporation | 22.2030 | 202.5 |
| Tesla Inc | 340.79 | 387.51 |
STRIKE DATE 13/04/2022
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Hybrid Memory Income Autocall
Income Trigger: 50% of initial level
Income Rate: GBP = 2.45% Quarterly (9.80% p.a.) USD = 2.70% Quarterly (10.80% p.a.)
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 85% 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 10.80%
ISIN XS2349099163
NEXT POTENTIAL MATURITY DATE 13/01/2026
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,515.6800 | 10476.46 |
| Nikkei 225 | 27,821.4300 | 59585.86 |
| FTSE MIB | 25,021.2600 | 47785.46 |
STRIKE DATE 31/03/2022
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall with One Star Effect
Autocall Opportunities: Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 1.67% Quarterly (6.68% p.a.)
Income Trigger: 80%
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
One Star Effect Trigger: 100% of initial level
P.A. RETURN
ISIN XS2358217961
NEXT POTENTIAL MATURITY DATE 31/03/2023
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,515.6800 | 10476.46 |
| S&P 500 | 4,530.4100 | 7137.9 |
| Nikkei 225 | 27,821.4300 | 59585.86 |
| FTSE MIB | 25,021.2600 | 47785.46 |
STRIKE DATE 31/03/2022
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall with One Star Effect
Autocall Opportunities: Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 1.5625% Quarterly (6.25% p.a.)
Income Trigger: 80%
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
One Star Effect Trigger: 100% of initial level
P.A. RETURN 6.25% p.a.
ISIN XS2355969465
NEXT POTENTIAL MATURITY DATE 02/04/2024
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,515.6800 | 10476.46 |
| S&P 500 | 4,530.4100 | 7137.9 |
| Nikkei 225 | 27,821.4300 | 59585.86 |
| FTSE MIB | 25,021.2600 | 47785.46 |
STRIKE DATE 31/03/2022
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall with One Star Effect
Autocall Opportunities: Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 1.3750% Quarterly (5.50% p.a.)
Income Trigger: 80%
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
One Star Effect Trigger: 100% of initial level
P.A. RETURN 5.50% p.a.
ISIN XS2355969200
NEXT POTENTIAL MATURITY DATE 02/04/2024
COUNTERPARTY BNP Paribas Issuance B.V.
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,544.5500 | 10476.46 |
| Nikkei 225 | 27,003.5600 | 59585.86 |
| FTSE MIB | 24,252.1600 | 47785.46 |
STRIKE DATE 29/04/2022
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall with One Star Effect
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD= 1.60% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
One Star Effect Trigger: 100% of initial level
P.A. RETURN 6.40% p.a.
ISIN XS2358197759
NEXT POTENTIAL MATURITY DATE 08/05/2023
COUNTERPARTY BNP Paribas
TYPE
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Advanced Micro Devices | 119.2200 | 303.46 |
| Paypal | 118.4900 | 51.22 |
| Nvidia Corporation | 27.6900 | 202.5 |
STRIKE DATE 30/03/2022
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Profit Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Profit Rate: USD = 4.27% Quarterly
Profit Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN -15.575%
ISIN XS2288429827
NEXT POTENTIAL MATURITY DATE 30/03/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Airbus | 111.36 | 166.24 |
| Banco Santander | 3.1425 | 10.55 |
| Ford Motor Co | 15.9299 | 12.63 |
| LVMH Moet Hennessy Louis Vui | 660.5 | 474.3 |
STRIKE DATE 30/03/2022
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 then reduced by 2.5% Quarterly
Memory Income Rate: USD = 4.10% Quarterly
Income Trigger: 65% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 16.40% p.a.
ISIN XS2349091343
NEXT POTENTIAL MATURITY DATE 30/12/2025
COUNTERPARTY Leonteq
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Advanced Micro Devices | 119.22 | 303.46 |
| Carnival Corp | 19.6 | 26.94 |
| Microsoft | 313.86 | 432.92 |
| Tesla Motors | 364.66 |
STRIKE DATE 30/03/2022
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Memory Income Rate: USD = 6.75% Quarterly
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 27.00% p.a.
ISIN CH1164000072
NEXT POTENTIAL MATURITY DATE 30/12/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.54% (as at 23/04/2026 09:35 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Amazon.com | 144.5970 | 255.36 |
| Etsy Inc | 101.8800 | 66.06 |
| Paypal | 92.0900 | 51.22 |
| Wayfair Inc | 83.3900 | 80.62 |
STRIKE DATE 28/04/2022
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 = 2.45% Quarterly (9.80% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2361879187
NEXT POTENTIAL MATURITY DATE 28/04/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 96.70% (as at 23/04/2026 09:35 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Amazon.com | 144.5970 | 255.36 |
| Etsy Inc | 101.8800 | 66.06 |
| Paypal | 92.0900 | 51.22 |
| Wayfair Inc | 83.3900 | 80.62 |
STRIKE DATE 28/04/2022
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 = 2.60% Quarterly (10.40% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2361879005
NEXT POTENTIAL MATURITY DATE 28/04/2026
COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,425.6100 | 10476.46 |
| Eurostoxx 50 | 3,734.6400 | 5906.22 |
| Nikkei 225 | 26,386.6300 | 59585.86 |
| S&P 500 | 4,183.9600 | 7137.9 |
STRIKE DATE 28/04/2022
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 = 3.125% Semi-Annually
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.25% p.a.
ISIN XS2366932791
NEXT POTENTIAL MATURITY DATE 30/04/2024
COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,509.1900 | 10476.46 |
| Eurostoxx 50 | 3,777.0200 | 5906.22 |
| Nikkei 225 | 26,847.9000 | 59585.86 |
| S&P 500 | 4,287.5000 | 7137.9 |
STRIKE DATE 28/04/2022
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: USD = 3.650% Semi-Annually
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.3% p.a.
ISIN XS2366932874
NEXT POTENTIAL MATURITY DATE 30/04/2024
