INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BNP European Banks Defensive Autocall March 2022 GBP
ISIN: XS2358529423
STRIKE DATE: 21/03/2022
INDICATIVE PRICE: Not available
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA9.668073.3
Commerzbank AG7.058036.83
Lloyds48.6300102.35
Societe Generale24.480073.4

STRIKE DATE 21/03/2022
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 = 5.75% Quarterly (23.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2358529423
NEXT POTENTIAL MATURITY DATE 30/03/2027

EXPAND CLOSE
BIL Dual Index Memory Income Mar 2022 USD
ISIN: CH1156469681
STRIKE DATE: 18/03/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BIL
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
CAC 406,620.24008350.87
S&P 5004,463.12007431.46

STRIKE DATE 18/03/2022
RETURN & BARRIERS
Maximum Term: 3 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 = 4.70% Semi- Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 9.40% p.a.
ISIN CH1156469681
NEXT POTENTIAL MATURITY DATE 18/03/2024

    EXPAND CLOSE
    Barclays 50-50 Memory Income Autocall March 2022 USD
    ISIN: XS2354961273
    STRIKE DATE: 15/03/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Adobe Inc421.6600204.02
    Meta Platform Inc192.0300566.98
    Upstart Holdings Inc97.480030.5

    STRIKE DATE 15/03/2022
    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: USD = 6.25% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 25.00% p.a.
    ISIN XS2354961273
    NEXT POTENTIAL MATURITY DATE 17/03/2025

      EXPAND CLOSE
      Morgan Stanley Triple Index Low Hurdle Autocall Apr 2022 GBP
      ISIN: XS2425012767
      STRIKE DATE: 13/04/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Morgan Stanley
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 503,827.96006187.63
      Nasdaq 10014,217.290029635.95
      Nikkei 22526,843.490066020.04

      STRIKE DATE 13/04/2022
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Semi-Annual (First observation at 12 months) Autocall Trigger: 100% Coupon Rate: GBP = 4.69% 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 9.38% p.a.
      ISIN XS2425012767
      NEXT POTENTIAL MATURITY DATE 13/10/2023

      EXPAND CLOSE
      Morgan Stanley Triple Index Low Hurdle Autocall Apr 2022 USD
      ISIN: XS2425011520
      STRIKE DATE: 13/04/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Morgan Stanley
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 503,827.96006187.63
      Nasdaq 10014,217.290029635.95
      Nikkei 22526,843.490066020.04

      STRIKE DATE 13/04/2022
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Semi-Annual (First observation at 12 months) Autocall Trigger: 100% Coupon Rate: USD = 5.39% 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 10.78% p.a.
      ISIN XS2425011520
      NEXT POTENTIAL MATURITY DATE 13/10/2023

      EXPAND CLOSE
      BBVA Global Markets Classic Autocall Apr 2022 GBP
      ISIN: XS2349100359
      STRIKE DATE: 20/04/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE MIB24,878.230051497.21
      CAC 406,624.91008350.87
      Nikkei 22527,217.850066020.04
      HSI20,944.670024718.1

      STRIKE DATE 20/04/2022
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 6.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 12.00%
      ISIN XS2349100359
      NEXT POTENTIAL MATURITY DATE 22/04/2025

      EXPAND CLOSE
      BBVA Global Markets Classic Autocall Apr 2022 USD
      ISIN: XS2349100433
      STRIKE DATE: 20/04/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE MIB24,878.230051497.21
      CAC 406,624.91008350.87
      Nikkei 22527,217.850066020.04
      HSI20,944.670024718.1

      STRIKE DATE 20/04/2022
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 7.25% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 14.50%
      ISIN XS2349100433
      NEXT POTENTIAL MATURITY DATE 22/04/2025

      EXPAND CLOSE
      MedioBanca Dual Index Classic Autocall Mar 2022 GBP
      ISIN: XS2459463688
      STRIKE DATE: 11/03/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY MedioBanca
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE 1007,155.640010471.72
      SMI11,495.690013708.02

      STRIKE DATE 11/03/2022
      RETURN & BARRIERS
      Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi- Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP= 5.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
      P.A. RETURN 11.00% p.a.
      ISIN XS2459463688
      NEXT POTENTIAL MATURITY DATE 11/03/2024

        EXPAND CLOSE
        BBVA Global Banks Memory Income Autocall Mar 2022 USD
        ISIN: XS2349076203
        STRIKE DATE: 11/03/2022
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BBVA
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Banco Santander2.864011.026
        Commerzbank AG6.245036.83
        Intesa Sanpaolo1.91945.84
        Goldman Sachs327.00001062.75

        STRIKE DATE 11/03/2022
        RETURN & BARRIERS
        Maximum Term: 4 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2.50% Quarterly Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN 10.00% p.a.
        ISIN XS2349076203
        NEXT POTENTIAL MATURITY DATE 12/06/2023

        EXPAND CLOSE
        BNP Classic Autocall with One Star Effect March 2022 EUR
        ISIN: XS2358221138
        STRIKE DATE: 10/03/2022
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BNP Paribas
        TYPE Note
        CURRENCY EUR
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 503,651.39006187.63
        FTSE 1007,099.090010471.72
        Nikkei 22525,162.780066020.04
        S&P 5004,259.52007431.46

        STRIKE DATE 10/03/2022
        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: EUR = 4.60% Quarterly (9.20% 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 9.20% p.a.
        ISIN XS2358221138
        NEXT POTENTIAL MATURITY DATE 11/09/2023

        EXPAND CLOSE
        BNP Classic Autocall with One Star Effect March 2022 USD
        ISIN: XS2358218423
        STRIKE DATE: 10/03/2022
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BNP Paribas
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 503,651.39006187.63
        FTSE 1007,099.090010471.72
        Nikkei 22525,162.780066020.04
        S&P 5004,259.52007431.46

        STRIKE DATE 10/03/2022
        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: USD = 5.92% Quarterly (11.84% 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 11.84% p.a.
        ISIN XS2358218423
        NEXT POTENTIAL MATURITY DATE 11/09/2023

        EXPAND CLOSE
        BNP Classic Autocall with One Star Effect March 2022 GBP
        ISIN: XS2358220916
        STRIKE DATE: 10/03/2022
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: DOWNLOAD

        COUNTERPARTY BNP Paribas
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Eurostoxx 503,651.39006187.63
        FTSE 1007,099.090010471.72
        Nikkei 22525,162.780066020.04
        S&P 5004,259.52007431.46

        STRIKE DATE 10/03/2022
        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 = 5.37% Semi Annually (10.74% 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 10.74% p.a.
        ISIN XS2358220916
        NEXT POTENTIAL MATURITY DATE 11/09/2023

        EXPAND CLOSE
        SocGen Triple Index Classic Autocall Mar 2022 GBP
        ISIN: XS2436329192
        STRIKE DATE: 08/03/2022
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY Societe Generale
        TYPE Note
        CURRENCY GBP
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        FTSE 1006,964.110010471.72
        S&P 5004,170.70007431.46
        S&P/ASX 2006,980.32908804.037

        STRIKE DATE 08/03/2022
        RETURN & BARRIERS
        Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 7.05% Semi-annually Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
        P.A. RETURN 7.05% p.a.
        ISIN XS2436329192
        NEXT POTENTIAL MATURITY DATE 08/09/2023

          EXPAND CLOSE
          Goldman Sachs 70-60 Low Hurdle Autocall Mar 2022 GBP
          ISIN: XS2444550854
          STRIKE DATE: 08/03/2022
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: DOWNLOAD

          COUNTERPARTY Goldman Sachs
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Euro Stoxx Banks79.6300277.95
          FTSE 1006,964.110010471.72
          Nikkei 22524,790.950066020.04
          S&P/ASX 2006,980.32908804.037

          STRIKE DATE 08/03/2022
          RETURN & BARRIERS
          Maximum Term: 6 years Investment Structure: Low Hurdle Autocall Autocall Opportunities: Semi-Annual (First observation at 24 months) Autocall Trigger: 100% Coupon Rate: GBP = 4.80% Semi-Annually Low Hurdle Trigger: 70% 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 9.60% p.a.
          ISIN XS2444550854
          NEXT POTENTIAL MATURITY DATE 08/03/2024

          EXPAND CLOSE
          BNP FTSE Classic Autocall Mar 2022 GBP
          ISIN: XS2355965984
          STRIKE DATE: 02/03/2022
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: CONTACT

          COUNTERPARTY BNP Paribas
          TYPE Note
          CURRENCY GBP
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          FTSE 1007,429.560010471.72

          STRIKE DATE 02/03/2022
          RETURN & BARRIERS
          Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 7.35% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN 7.35% p.a.
          ISIN XS2355965984
          NEXT POTENTIAL MATURITY DATE 04/03/2024

            EXPAND CLOSE
            BNP Eurostoxx Classic Autocall Mar 2022 USD
            ISIN: XS2355965638
            STRIKE DATE: 02/03/2022
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: CONTACT

            COUNTERPARTY BNP Paribas
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Eurostoxx 506187.63

            STRIKE DATE 02/03/2022
            RETURN & BARRIERS
            Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 8.80% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
            P.A. RETURN 8.80% p.a.
            ISIN XS2355965638
            NEXT POTENTIAL MATURITY DATE 04/03/2024

              EXPAND CLOSE
              BNP Eurostoxx Classic Autocall Mar 2022 GBP
              ISIN: XS2355965398
              STRIKE DATE: 02/03/2022
              INDICATIVE PRICE: Not available
              STATUS: Matured
              FACTSHEET: CONTACT

              COUNTERPARTY BNP Paribas
              TYPE Note
              CURRENCY GBP
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              Eurostoxx 503,820.59006187.63

              STRIKE DATE 02/03/2022
              RETURN & BARRIERS
              Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Annual (First Observation at 24 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 8.11% Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
              P.A. RETURN 8.11% p.a.
              ISIN XS2355965398
              NEXT POTENTIAL MATURITY DATE 04/03/2024

                EXPAND CLOSE
                BBVA Blue Chip Memory Income Autocall Feb 2022 USD
                ISIN: XS2339651544
                STRIKE DATE: 28/02/2022
                INDICATIVE PRICE: Not available
                STATUS: Matured
                FACTSHEET: DOWNLOAD

                COUNTERPARTY BBVA
                TYPE Note
                CURRENCY USD
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                Airbus114.9000179.28
                Banco Santander2.984511.026
                LVMH Moet Hennessy Louis Vui659.9000510.6

                STRIKE DATE 28/02/2022
                RETURN & BARRIERS
                Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 4.10% Quarterly Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
                P.A. RETURN
                ISIN XS2339651544
                NEXT POTENTIAL MATURITY DATE 02/03/2023

                EXPAND CLOSE
                UniCredit Diversified Markets Memory Income Autocall Feb 2022 GBP
                ISIN: DE000HB370T8
                STRIKE DATE: 28/02/2022
                INDICATIVE PRICE: Not available
                STATUS: Matured
                FACTSHEET: DOWNLOAD

                COUNTERPARTY UniCredit AG
                TYPE Note
                CURRENCY GBP
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                Nikkei 22526,526.820066020.04
                S&P 5004,373.94007431.46
                FTSE 1007,458.250010471.72
                FTSE MIB25,415.890051497.21

                STRIKE DATE 28/02/2022
                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 = 1.38% Quarterly (5.52% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                P.A. RETURN 5.52% p.a.
                ISIN DE000HB370T8
                NEXT POTENTIAL MATURITY DATE 28/02/2024

                EXPAND CLOSE
                UniCredit Diversified Markets Memory Income Autocall Feb 2022 USD
                ISIN: DE000HB372F3
                STRIKE DATE: 28/02/2022
                INDICATIVE PRICE: Not available
                STATUS: Matured
                FACTSHEET: DOWNLOAD

                COUNTERPARTY UniCredit AG
                TYPE Note
                CURRENCY USD
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                Nikkei 22526,526.820066020.04
                S&P 5004,373.94007431.46
                FTSE 1007,458.250010471.72
                FTSE MIB25,415.890051497.21

                STRIKE DATE 28/02/2022
                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 = 1.57% Quarterly (6.28% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
                P.A. RETURN 6.28% p.a.
                ISIN DE000HB372F3
                NEXT POTENTIAL MATURITY DATE 28/02/2024

                EXPAND CLOSE