INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BNP FTSE 100 Classic Autocall May 2022 GBP
ISIN: XS2379653707
STRIKE DATE: 09/05/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BNP
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,216.580010471.72

STRIKE DATE 09/05/2022
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Annually (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 7.10% p.a. Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.10% p.a.
ISIN XS2379653707
NEXT POTENTIAL MATURITY DATE 09/05/2024

    EXPAND CLOSE
    BBVA Global Banks Defensive Autocall Jun 2022 USD
    ISIN: XS2378591205
    STRIKE DATE: 07/06/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Commerzbank AG8.364036.83
    Societe Generale25.200073.4
    Barclays169.0000472.85
    Goldman Sachs321.51001062.75

    STRIKE DATE 07/06/2022
    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: 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 XS2378591205
    NEXT POTENTIAL MATURITY DATE 08/03/2023

    EXPAND CLOSE
    BBVA Global Banks Defensive Autocall Jun 2022 GBP
    ISIN: XS2378591114
    STRIKE DATE: 07/06/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Commerzbank AG8.364036.83
    Societe Generale25.200073.4
    Barclays169.0000472.85
    Goldman Sachs321.51001062.75

    STRIKE DATE 07/06/2022
    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: 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 XS2378591114
    NEXT POTENTIAL MATURITY DATE 08/03/2023

    EXPAND CLOSE
    BNP Capital Protected Growth Note May 2022 USD
    ISIN: XS2358161136
    STRIKE DATE: 09/05/2022
    INDICATIVE PRICE: 123.83%
    STATUS: Live
    FACTSHEET: CONTACT

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY USD
    CURRENT PRICE 123.83% (as at 15/06/2026 10:26 UK Time)

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    BNP Paribas Multi Asset Diversified 5 Index273.4002302.6905

    STRIKE DATE 09/05/2022
    RETURN & BARRIERS
    Investment Structure: Capital Protected Growth Participation Note Participation Rate: USD = 320% Capital Risk: 100% Capital Protected
    P.A. RETURN
    ISIN XS2358161136
    NEXT POTENTIAL MATURITY DATE 01/05/2028

    EXPAND CLOSE
    BNP Paribas Triple Index Memory Income Autocall with One Star Apr 2022 GBP
    ISIN: XS2358197676
    STRIKE DATE: 29/04/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BNP Paribas
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,544.550010471.72
    Nikkei 22527,003.560066020.04
    FTSE MIB24,252.160051497.21

    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: GBP= 1.35% 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 5.40% p.a.
    ISIN XS2358197676
    NEXT POTENTIAL MATURITY DATE 08/05/2023

    EXPAND CLOSE
    Barclays 85-65 Memory Income Autocall May 2022 GBP
    ISIN: XS2370425816
    STRIKE DATE: 27/05/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,585.460010471.72
    Eurostoxx 503,808.86006187.63
    Nikkei 22526,781.680066020.04
    S&P 5004,158.24007431.46

    STRIKE DATE 27/05/2022
    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 = 3.175% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 6.35% p.a.
    ISIN XS2370425816
    NEXT POTENTIAL MATURITY DATE 28/05/2024

    EXPAND CLOSE
    Barclays 85-65 Memory Income Autocall May 2022 USD
    ISIN: XS2370425907
    STRIKE DATE: 27/05/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    FTSE 1007,585.460010471.72
    Eurostoxx 503,808.86006187.63
    Nikkei 22526,781.680066020.04
    S&P 5004,158.24007431.46

    STRIKE DATE 27/05/2022
    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 = 3.75% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 7.50% p.a.
    ISIN XS2370425907
    NEXT POTENTIAL MATURITY DATE 28/05/2024

    EXPAND CLOSE
    BBVA E-Commerce Fixed Income Autocall May 2022 GBP
    ISIN: XS2361901379
    STRIKE DATE: 27/05/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Amazon.com115.1465238.55
    Etsy Inc82.150069.48
    Paypal85.210041.53
    Wayfair Inc59.040077.59

    STRIKE DATE 27/05/2022
    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 = 2.65% Quarterly (10.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS2361901379
    NEXT POTENTIAL MATURITY DATE 27/05/2026

    EXPAND CLOSE
    BBVA E-Commerce Fixed Income Autocall May 2022 USD
    ISIN: XS2361901452
    STRIKE DATE: 27/05/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Amazon.com115.1465238.55
    Etsy Inc82.150069.48
    Paypal85.210041.53
    Wayfair Inc59.040077.59

    STRIKE DATE 27/05/2022
    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 = 2.85% Quarterly (11.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN
    ISIN XS2361901452
    NEXT POTENTIAL MATURITY DATE 27/05/2026

    EXPAND CLOSE
    Morgan Stanley 80-60 Memory Income Autocall May 2022 GBP
    ISIN: XS2425186918
    STRIKE DATE: 31/05/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,789.21006187.63
    Nasdaq 10012,642.100029635.95
    Nikkei 22527,279.800066020.04

    STRIKE DATE 31/05/2022
    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: GBP = 2.90% Semi-Annually Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
    P.A. RETURN 5.80% p.a.
    ISIN XS2425186918
    NEXT POTENTIAL MATURITY DATE 31/05/2024

    EXPAND CLOSE
    Morgan Stanley 80-60 Memory Income Autocall May 2022 USD
    ISIN: XS2425187130
    STRIKE DATE: 31/05/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Morgan Stanley
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 503,789.21006187.63
    Nasdaq 10012,642.100029635.95
    Nikkei 22527,279.800066020.04

    STRIKE DATE 31/05/2022
    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 = 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 XS2425187130
    NEXT POTENTIAL MATURITY DATE 31/05/2024

    EXPAND CLOSE
    BBVA E-Commerce 50-50 Memory Income Autocall Apr 2022 USD
    ISIN: XS2349098942
    STRIKE DATE: 26/04/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY BBVA
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Amazon.com139.3910238.55
    Etsy Inc100.110069.48
    Paypal83.700041.53
    Wayfair Inc79.240077.59

    STRIKE DATE 26/04/2022
    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= 3.90% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 15.60%
    ISIN XS2349098942
    NEXT POTENTIAL MATURITY DATE 27/04/2026

    EXPAND CLOSE
    Barclays Crypto 85-65 Memory Income Autocall Apr 2022 GBP
    ISIN: XS2367245144
    STRIKE DATE: 22/04/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: DOWNLOAD

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY GBP
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Marathon Digital Holdings Inc18.1514.08
    Riot Blockchain Inc11.8526.61

    STRIKE DATE 22/04/2022
    RETURN & BARRIERS
    Maximum Term: 3 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP = 8.50% Quarterly Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
    P.A. RETURN 5.425% P.A.
    ISIN XS2367245144
    NEXT POTENTIAL MATURITY DATE 22/07/2024

    EXPAND CLOSE
    BNP Capital Protected Apr 2022 ZAR
    ISIN: ZAE000309886
    STRIKE DATE: 19/04/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY BNP
    TYPE Note
    CURRENCY ZAR
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Nasdaq Yewno Glbl Innoative Tech Index1,209.49001984.69

    STRIKE DATE 19/04/2022
    RETURN & BARRIERS
    Maximum Term: 3.5 years Investment Structure: Capital Protected Growth Income Rate: ZAR = 41% at maturity Income Trigger: if underlying is between 100%-141% of inital level Participation rate: 100% if above 141% of inital level Capital Protection Barrier: 100% Capital Protected
    P.A. RETURN 17.664%
    ISIN ZAE000309886
    NEXT POTENTIAL MATURITY DATE 20/10/2025

      EXPAND CLOSE
      BBVA Global Markets Classic Autocall May 2022 GBP
      ISIN: XS2361895548
      STRIKE DATE: 19/05/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE MIB24,065.050051497.21
      CAC 406,272.71008350.87
      Nikkei 22526,402.840066020.04
      HSI20,120.680024718.1

      STRIKE DATE 19/05/2022
      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 = 5.30% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN 10.60% p.a.
      ISIN XS2361895548
      NEXT POTENTIAL MATURITY DATE 19/05/2025

      EXPAND CLOSE
      BBVA Global Markets Classic Autocall May 2022 USD
      ISIN: XS2361895621
      STRIKE DATE: 19/05/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE MIB24,065.050051497.21
      CAC 406,272.71008350.87
      Nikkei 22526,402.840066020.04
      HSI20,120.680024718.1

      STRIKE DATE 19/05/2022
      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: USD = 6.90% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN 13.80%
      ISIN XS2361895621
      NEXT POTENTIAL MATURITY DATE 19/05/2025

      EXPAND CLOSE
      BBVA International Banks Defensive Autocall May 2022 USD
      ISIN: XS2361890317
      STRIKE DATE: 05/05/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Commerzbank AG6.188036.83
      ING Groep NV9.135025.96
      Barclays149.8200472.85
      Goldman Sachs313.07001062.75

      STRIKE DATE 05/05/2022
      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 = 5.25% Quarterly (21.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
      P.A. RETURN
      ISIN XS2361890317
      NEXT POTENTIAL MATURITY DATE 07/11/2022

      EXPAND CLOSE
      Morgan Stanley Triple Index Low Hurdle Autocall May 2022 GBP
      ISIN: XS2425112476
      STRIKE DATE: 13/05/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Morgan Stanley
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 503,703.42006187.63
      Nasdaq 10012,387.400029635.95
      Nikkei 22526,427.650066020.04

      STRIKE DATE 13/05/2022
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Semi-Annual (First observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 4.50% Semi-Annually Low Hurdle Trigger: 90% of initial level at maturity for all accumulated coupons Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN 9.00% p.a.
      ISIN XS2425112476
      NEXT POTENTIAL MATURITY DATE 15/05/2023

      EXPAND CLOSE
      Morgan Stanley Triple Index Low Hurdle Autocall May 2022 USD
      ISIN: XS2425112393
      STRIKE DATE: 13/05/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Morgan Stanley
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 503,703.42006187.63
      Nasdaq 10012,387.400029635.95
      Nikkei 22526,427.650066020.04

      STRIKE DATE 13/05/2022
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Semi-Annual (First observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 5.20% Semi-Annually Low Hurdle Trigger: 90% of initial level at maturity for all accumulated coupons Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
      P.A. RETURN 10.40% p.a.
      ISIN XS2425112393
      NEXT POTENTIAL MATURITY DATE 15/05/2023

      EXPAND CLOSE
      Barclays 75-60 Memory Income Autocall Apr 2022 USD
      ISIN: XS2370334851
      STRIKE DATE: 12/04/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Barclays
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1007,576.660010471.72
      Euro Stoxx Banks87.6400277.95
      Nikkei 22526,334.980066020.04
      CAC 406,537.41008350.87

      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

      EXPAND CLOSE