INTERNATIONAL PRODUCTS
COUNTERPARTY Société Générale
TYPE Note
CURRENCY GBP
CURRENT PRICE 126.05% (as at 15/06/2026 10:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,039.8100 | 10471.72 |
STRIKE DATE 14/07/2022
RETURN & BARRIERS
Maximum Term: 7 years
Investment Structure: Issuer Callable
Growth Participation Note
Participation Rate: 500% times growth above initial level
Callable Observations: Quarterly
(First Observation at 12 months)
Callable Coupon Rate: GBP: 1.95% Quarterly (7.80% p.a.)
Capital Protection Barrier: 60% Capital Protected
P.A. RETURN
ISIN XS2476392761
NEXT POTENTIAL MATURITY DATE 14/07/2026
COUNTERPARTY Société Générale
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,396.6100 | 6187.63 |
STRIKE DATE 14/07/2022
RETURN & BARRIERS
Maximum Term: 7 years
Investment Structure: Issuer Callable
Growth Participation Note
Participation Rate: 500% times growth above initial level
Callable Observations: Quarterly
(First Observation at 12 months)
Callable Coupon Rate: EUR: 1.55% Quarterly (6.20% p.a.)
Capital Protection Barrier: 60% Capital Protected
P.A. RETURN 6.2% p.a.
ISIN XS2476392845
NEXT POTENTIAL MATURITY DATE 14/10/2025
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Advanced Micro Devices | 86.9900 | 511.57 |
| Carnival Corp | 9.5200 | 29.18 |
| Meta Platform Inc | 163.7300 | 566.98 |
| Tesla Motors | 220.89 |
STRIKE DATE 14/06/2022
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 85% of initial level
Memory Income Rate: USD= 7.40% Quarterly
Income Trigger: 65% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 29.60% p.a.
ISIN XS2380270392
NEXT POTENTIAL MATURITY DATE 14/06/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Commerzbank AG | 6.0320 | 36.83 |
| Societe Generale | 20.3550 | 73.4 |
| Barclays | 152.1400 | 472.85 |
| Bank of New York Mellon | 41.7700 | 143.98 |
STRIKE DATE 12/07/2022
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly
(First Observation at 6 months)
Autocall Trigger: 95% of initial level
Memory Income Rate: GBP: 4.50% Quarterly (18.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2378619063
NEXT POTENTIAL MATURITY DATE 13/01/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Commerzbank AG | 6.0320 | 36.83 |
| Societe Generale | 20.3550 | 73.4 |
| Barclays | 152.1400 | 472.85 |
| Bank of New York Mellon | 41.7700 | 143.98 |
STRIKE DATE 12/07/2022
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly
(First Observation at 6 months)
Autocall Trigger: 95% of initial level
Memory Income Rate: USD: 5.50% Quarterly (22.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2378619147
NEXT POTENTIAL MATURITY DATE 13/01/2023
COUNTERPARTY Unicredit Bank AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,838.4200 | 6187.63 |
| Nasdaq 100 | 12,599.6300 | 29635.95 |
| Nikkei 225 | 27,915.8900 | 66020.04 |
STRIKE DATE 06/06/2022
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD= 4.25% Semi Annually
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.50% p.a.
ISIN DE000HB6AZP1
NEXT POTENTIAL MATURITY DATE 06/09/2023
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,607.6600 | 10471.72 |
| S&P 500 | 4,132.1500 | 7431.46 |
| Eurostoxx 50 | 3,789.2100 | 6187.63 |
STRIKE DATE 31/05/2022
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 48 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD= 7.80% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2466943383
NEXT POTENTIAL MATURITY DATE 01/06/2026
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,607.6600 | 10471.72 |
| S&P 500 | 4,132.1500 | 7431.46 |
| Eurostoxx 50 | 3,789.2100 | 6187.63 |
STRIKE DATE 31/05/2022
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 48 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 6.75% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2466946485
NEXT POTENTIAL MATURITY DATE 01/06/2026
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,454.8600 | 6187.63 |
| Nasdaq 100 | 11,503.7200 | 29635.95 |
| Nikkei 225 | 26,393.0400 | 66020.04 |
STRIKE DATE 30/06/2022
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 24 months)
AutocallTrigger: 100% of initial level
Memory Income Rate: GBP: 2.90% Semi-Annually (5.80% p.a.)
Income Trigger:80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.80% p.a.
ISIN XS2477065770
NEXT POTENTIAL MATURITY DATE 28/06/2024
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,454.8600 | 6187.63 |
| Nasdaq 100 | 11,503.7200 | 29635.95 |
| Nikkei 225 | 26,393.0400 | 66020.04 |
STRIKE DATE 30/06/2022
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 24 months)
AutocallTrigger: 100% of initial level
Memory Income Rate: USD: 3.60% Semi-Annually (7.20% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.2% p.a.
ISIN XS2477066661
NEXT POTENTIAL MATURITY DATE 28/06/2024
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,808.8600 | 6187.63 |
| Nasdaq 100 | 12,681.4200 | 29635.95 |
| Nikkei 225 | 26,781.6800 | 66020.04 |
STRIKE DATE 27/05/2022
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD= 3.60% Semi Annually
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.20% p.a.
ISIN XS2425222499
NEXT POTENTIAL MATURITY DATE 30/05/2023
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,808.8600 | 6187.63 |
| Nasdaq 100 | 12,681.4200 | 29635.95 |
| Nikkei 225 | 26,781.6800 | 66020.04 |
STRIKE DATE 27/05/2022
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP= 2.80% Semi Annually
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.60% p.a.
ISIN XS2425222572
NEXT POTENTIAL MATURITY DATE 30/05/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 99.29% (as at 15/06/2026 10:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Amazon.com | 107.4000 | 238.55 |
| Etsy Inc | 74.0400 | 69.48 |
| Paypal | 71.8200 | 41.53 |
| Wayfair Inc | 50.3200 | 77.59 |
STRIKE DATE 28/06/2022
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: 3.00% Quarterly (12.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2378607134
NEXT POTENTIAL MATURITY DATE 29/06/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.47% (as at 15/06/2026 10:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Amazon.com | 107.4000 | 238.55 |
| Etsy Inc | 74.0400 | 69.48 |
| Paypal | 71.8200 | 41.53 |
| Wayfair Inc | 50.3200 | 77.59 |
STRIKE DATE 28/06/2022
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: 3.00% Quarterly (12.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2378607217
NEXT POTENTIAL MATURITY DATE 29/06/2026
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,708.3900 | 6187.63 |
| CAC 40 | 6,358.7400 | 8350.87 |
| FTSE 100 | 7,513.4400 | 10471.72 |
STRIKE DATE 23/05/2022
RETURN & BARRIERS
P.A. RETURN 8.80% p.a.
ISIN XS2378595883
NEXT POTENTIAL MATURITY DATE 23/05/2023
COUNTERPARTY BNP
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,418.1500 | 10471.72 |
| Eurostoxx 50 | 3,703.4200 | 6187.63 |
| HSI | 19,898.7700 | 24718.1 |
| S&P 500 | 4,023.8900 | 7431.46 |
STRIKE DATE 13/05/2022
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi Annual (First Observation at 18 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: ZAR = 6.20% Semi Annually
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 75% Final level (European style
P.A. RETURN 12.40% p.a.
ISIN ZAE000311015
NEXT POTENTIAL MATURITY DATE 13/05/2025
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,145.6440 | 8804.037 |
| CAC 40 | 6,285.2400 | 8350.87 |
| FTSE MIB | 24,095.0000 | 51497.21 |
| FTSE 100 | 7,389.9800 | 10471.72 |
STRIKE DATE 20/05/2022
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= 1.90% Quarterly
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.60% p.a.
ISIN XS2466485229
NEXT POTENTIAL MATURITY DATE 22/05/2023
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| CAC 40 | 6,285.2400 | 8350.87 |
| FTSE MIB | 24,095.0000 | 51497.21 |
| FTSE 100 | 7,389.9800 | 10471.72 |
| S&P 500 | 3,901.3600 | 7431.46 |
STRIKE DATE 20/05/2022
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= 3.50% Semi Annual
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
One Star Effect Trigger: 100% of initial level
P.A. RETURN 7.00% p.a.
ISIN XS2367915308
NEXT POTENTIAL MATURITY DATE 22/05/2023
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,464.6400 | 6187.63 |
| Nasdaq 100 | 11,527.7100 | 29635.95 |
| Nikkei 225 | 26,149.5500 | 66020.04 |
STRIKE DATE 22/06/2022
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 = 5.40% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 10.80% p.a.
ISIN XS2477010875
NEXT POTENTIAL MATURITY DATE 22/06/2023
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,464.6400 | 6187.63 |
| Nasdaq 100 | 11,527.7100 | 29635.95 |
| Nikkei 225 | 26,149.5500 | 66020.04 |
STRIKE DATE 22/06/2022
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 = 6.75% Semi-Annually
Capital Risk: Not capital protected
P.A. RETURN 13.50% p.a.
ISIN XS2477011097
NEXT POTENTIAL MATURITY DATE 22/06/2023