INTERNATIONAL PRODUCTS
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/TSX 60 | 1,220.2480 | 2138.906 |
| Eurostoxx 50 | 4,248.0100 | 6168.26 |
| HSI | 19,943.5100 | 24062.72 |
| Nikkei 225 | 27,423.9600 | 64425.95 |
STRIKE DATE 27/02/2023
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: 7.30% Semi Annually (14.60% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 14.60%
ISIN XS2471147855
NEXT POTENTIAL MATURITY DATE 27/02/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/TSX 60 | 1,220.2480 | 2138.906 |
| Eurostoxx 50 | 4,248.0100 | 6168.26 |
| HSI | 19,943.5100 | 24062.72 |
| Nikkei 225 | 27,423.9600 | 64425.95 |
STRIKE DATE 27/02/2023
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: EUR: 5.50% Semi Annually (11.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 11.00% p.a.
ISIN XS2471147939
NEXT POTENTIAL MATURITY DATE 27/02/2025
COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,163.4500 | 6168.26 |
| FTSE 100 | 7,771.7000 | 10840.35 |
| Nikkei 225 | 27,327.1100 | 64425.95 |
| S&P 500 | 4,076.6000 | 7744.06 |
STRIKE DATE 31/01/2023
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP: 2.17 Quarterly (8.68% p.a.)
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.68% p.a.
ISIN XS2525914516
NEXT POTENTIAL MATURITY DATE 30/04/2024
COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,163.4500 | 6168.26 |
| FTSE 100 | 7,771.7000 | 10840.35 |
| Nikkei 225 | 27,327.1100 | 64425.95 |
| S&P 500 | 4,076.6000 | 7744.06 |
STRIKE DATE 31/01/2023
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 2.34% Quarterly (9.36% p.a.)
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.36% p.a.
ISIN XS2525910449
NEXT POTENTIAL MATURITY DATE 30/04/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,178.8200 | 6168.26 |
| S&P/TSX 60 | 1,218.1660 | 2138.906 |
| Nikkei 225 | 27,453.4800 | 64425.95 |
| S&P/ASX 200 | 7,307.0320 | 8719.719 |
STRIKE DATE 24/02/2023
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: EUR : 3.48% Semi Annually (6.96% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.96% p.a.
ISIN XS2458717670
NEXT POTENTIAL MATURITY DATE 24/02/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,178.8200 | 6168.26 |
| S&P/TSX 60 | 1,218.1660 | 2138.906 |
| Nikkei 225 | 27,453.4800 | 64425.95 |
| S&P/ASX 200 | 7,307.0320 | 8719.719 |
STRIKE DATE 24/02/2023
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: 4.41% Semi Annually (8.82% p.a.) Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.70% p.a.
ISIN XS2458717597
NEXT POTENTIAL MATURITY DATE 24/02/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,178.8200 | 6168.26 |
| S&P/TSX 60 | 1,218.1660 | 2138.906 |
| Nikkei 225 | 27,453.4800 | 64425.95 |
| S&P/ASX 200 | 7,307.0320 | 8719.719 |
STRIKE DATE 24/02/2023
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities:
Semi AnnualFirst Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate:GBP: 3.76% Semi Annually (7.52% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.52% p.a.
ISIN XS2458717324
NEXT POTENTIAL MATURITY DATE 24/02/2024
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,238.7600 | 6168.26 |
| Nasdaq 100 | 12,590.8900 | 29935.59 |
| Nikkei 225 | 27,602.7700 | 64425.95 |
STRIKE DATE 14/02/2023
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities:Semi Annual
(First Observation at 24 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD: 3.64% Semi Annually ( 7.28% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 7.28% p.a.
ISIN XS2534746370
NEXT POTENTIAL MATURITY DATE 14/02/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 3,821.6200 | 7744.06 |
| Eurostoxx 50 | 3,802.4900 | 6168.26 |
| Nikkei 225 | 26,568.0300 | 64425.95 |
STRIKE DATE 21/12/2022
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Low Hurdle Autocall
Autocall Opportunities:Annual (First observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 13.5% Annually
Low Hurdle Trigger: 90% of initial level at maturity for all accumulated coupons
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 13.50%
ISIN XS2442508151
NEXT POTENTIAL MATURITY DATE 21/12/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,802.4900 | 6168.26 |
| FTSE 100 | 7,370.6200 | 10840.35 |
| Nikkei 225 | 26,568.0300 | 64425.95 |
| S&P 500 | 3,821.6200 | 7744.06 |
STRIKE DATE 20/12/2022
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: 6.375% Semi Annually (12.75% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.75% p.a.
ISIN XS2378611672
NEXT POTENTIAL MATURITY DATE 20/12/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,178.0100 | 6168.26 |
| FTSE 100 | 7,765.1500 | 10840.35 |
| Nikkei 225 | 27,382.5600 | 64425.95 |
| S&P 500 | 4,070.5600 | 7744.06 |
STRIKE DATE 27/01/2023
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: 6.375% Semi Annually (12.75% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 12.75% p.a.
ISIN XS2442512930
NEXT POTENTIAL MATURITY DATE 29/07/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,178.0100 | 6168.26 |
| FTSE 100 | 7,765.1500 | 10840.35 |
| Nikkei 225 | 27,382.5600 | 64425.95 |
| S&P 500 | 4,070.5600 | 7744.06 |
STRIKE DATE 27/01/2023
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: 7.125% Semi-Annually (14.25% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 14.25% p.a.
ISIN XS2442511700
NEXT POTENTIAL MATURITY DATE 29/07/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,178.0100 | 6168.26 |
| FTSE 100 | 7,765.1500 | 10840.35 |
| Nikkei 225 | 27,382.5600 | 64425.95 |
| S&P 500 | 4,070.5600 | 7744.06 |
STRIKE DATE 27/01/2023
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: EUR: 5.375% Semi-Annually (10.75% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 10.75% p.a.
ISIN XS2442513078
NEXT POTENTIAL MATURITY DATE 29/07/2024
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,173.9800 | 6168.26 |
| Nasdaq 100 | 12,051.4800 | 29935.59 |
| Nikkei 225 | 27,362.7500 | 64425.95 |
STRIKE DATE 26/01/2023
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi Annual
(First Observation at 24 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP: 3.15% Semi Annually (6.30% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 6.30% p.a.
ISIN XS2534550046
NEXT POTENTIAL MATURITY DATE 27/01/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,153.0200 | 6168.26 |
| S&P/TSX 60 | 1,242.3900 | 2138.906 |
| Nikkei 225 | 27,299.1900 | 64425.95 |
| S&P/ASX 200 | 7,490.3960 | 8719.719 |
STRIKE DATE 24/01/2023
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi Annual
(First Observation at 12
Autocall Trigger: 100% of initial level
Memory Income Rate: EUR: 3.65% Semi Annually (7.30% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.30% p.a.
ISIN XS2442508078
NEXT POTENTIAL MATURITY DATE 24/01/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,153.0200 | 6168.26 |
| S&P/TSX 60 | 1,242.3900 | 2138.906 |
| Nikkei 225 | 27,299.1900 | 64425.95 |
| S&P/ASX 200 | 7,490.3960 | 8719.719 |
STRIKE DATE 24/01/2023
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP: 1.95% Quarterly (7.80% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.80%
ISIN XS2442507856
NEXT POTENTIAL MATURITY DATE 24/01/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,153.0200 | 6168.26 |
| S&P/TSX 60 | 1,242.3900 | 2138.906 |
| Nikkei 225 | 27,299.1900 | 64425.95 |
| S&P/ASX 200 | 7,490.3960 | 8719.719 |
STRIKE DATE 24/01/2023
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 2.20% Quarterly (8.80% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.80%
ISIN XS2442507930
NEXT POTENTIAL MATURITY DATE 24/01/2024
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 3,990.9700 | 7744.06 |
STRIKE DATE 17/01/2023
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Fixed Income
Fixed Income Rate: GBP: 5.50% p.a. (Paid Quarterly)
Capital Risk: Not capital protected
Capital Protection Barrier: 60 % Final level (European
P.A. RETURN 5.50% p.a.
ISIN XS2448757778
NEXT POTENTIAL MATURITY DATE 20/01/2026
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 3,990.9700 | 7744.06 |
STRIKE DATE 17/01/2023
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Fixed Income
Fixed Income Rate: USD : 6.00% p.a. (Paid Quarterly)
Capital Risk: Not capital protected
Capital Protection Barrier: 60 % Final level (European
P.A. RETURN 6.00% p.a.
ISIN XS2448758230
NEXT POTENTIAL MATURITY DATE 20/01/2026
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,126.6800 | 6168.26 |
| Nasdaq 100 | 11,459.6100 | 29935.59 |
| Nikkei 225 | 26,449.8200 | 64425.95 |
STRIKE DATE 13/01/2023
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi Annual
(First Observation at 24 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD: 3.75% Semi Annually (7.50% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 7.50
ISIN XS2534157545
NEXT POTENTIAL MATURITY DATE 14/01/2025