INTERNATIONAL PRODUCTS
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,613.0200 | 6272.5 |
| S&P 500 | 3,901.0600 | 7704.13 |
| Nikkei 225 | 27,105.2000 | 65513.99 |
STRIKE DATE 28/10/2022
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: USD: 15.00% p.a.
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 15.00% p.a.
ISIN XS2533839259
NEXT POTENTIAL MATURITY DATE 30/10/2023
COUNTERPARTY Unicredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,318.2000 | 6272.5 |
| Nasdaq 100 | 10,971.2200 | 30478.86 |
| Nikkei 225 | 25,937.2100 | 65513.99 |
| FTSE MIB | 20,648.8500 | 51543.45 |
STRIKE DATE 30/09/2022
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: 2.05% Quarterly (8.20% p.a.)
Income Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.20% p.a.
ISIN DE000HB9TUS0
NEXT POTENTIAL MATURITY DATE 29/09/2023
COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,318.2000 | 6272.5 |
| Nasdaq 100 | 10,971.2200 | 30478.86 |
| Nikkei 225 | 25,937.2100 | 65513.99 |
| FTSE MIB | 20,648.8500 | 51543.45 |
STRIKE DATE 30/09/2022
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: 1.85% Quarterly (7.40% p.a.)
Income Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.40% p.a.
ISIN DE000HB9TUR2
NEXT POTENTIAL MATURITY DATE 29/09/2023
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| OMX Stockholm 30 | 1,974.2770 | 3271.255 |
| S&P 500 | 3,901.0600 | 7704.13 |
| Nikkei 225 | 27,105.2000 | 65513.99 |
STRIKE DATE 28/10/2022
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: 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% p.a.
ISIN XS2437047314
NEXT POTENTIAL MATURITY DATE 28/10/2023
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| OMX Stockholm 30 | 1,974.2770 | 3271.255 |
| S&P 500 | 3,901.0600 | 7704.13 |
| Nikkei 225 | 27,105.2000 | 65513.99 |
STRIKE DATE 28/10/2022
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: 2.00% Quarterly (8.00% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2437047231
NEXT POTENTIAL MATURITY DATE 29/01/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/TSX 60 | 1,166.0000 | 2096.898 |
| S&P/ASX 200 | 6,810.8690 | 8702.022 |
| HSI | 15,317.6700 | 24761.13 |
STRIKE DATE 26/10/2022
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP: 5.25% Semi-Annually (10.50% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 10.50% p.a.
ISIN XS2424431364
NEXT POTENTIAL MATURITY DATE 26/04/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/TSX 60 | 1,166.0000 | 2096.898 |
| S&P/ASX 200 | 6,810.8690 | 8702.022 |
| HSI | 15,317.6700 | 24761.13 |
STRIKE DATE 26/10/2022
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD: 5.60% Semi-Annually (11.20% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 11.20% p.a.
ISIN XS2424431448
NEXT POTENTIAL MATURITY DATE 26/04/2024
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,613.0200 | 6272.5 |
| Nasdaq 100 | 11,546.2100 | 30478.86 |
| Nikkei 225 | 27,105.2000 | 65513.99 |
STRIKE DATE 28/10/2022
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: 4.05% Semi-Annually (8.10% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 8.10% p.a.
ISIN XS2533865338
NEXT POTENTIAL MATURITY DATE 28/10/2024
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Nasdaq 100 | 11,861.3800 | 30478.86 |
| Russell 2000 | 1,798.1890 | 2835.574 |
| S&P/ASX 200 | 6,739.0780 | 8702.022 |
| FTSE 100 | 7,236.6800 | 10679.99 |
STRIKE DATE 16/09/2022
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: 2.25% Quarterly (9.00% p.a.)
Income Trigger: 77.50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.00% p.a.
ISIN XS2426250218
NEXT POTENTIAL MATURITY DATE 11/09/2023
COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,500.4100 | 6272.5 |
| S&P 500 | 3,873.3300 | 7704.13 |
| Nikkei 225 | 27,567.6500 | 65513.99 |
| FTSE MIB | 22,110.8900 | 51543.45 |
STRIKE DATE 16/09/2022
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: 2.25% Quarterly (9.00% p.a.)
Income Trigger: 79% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9% p.a.
ISIN DE000HB9TDJ5
NEXT POTENTIAL MATURITY DATE 18/09/2023
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 3,583.0700 | 7704.13 |
| Nikkei 225 | 27,090.7600 | 65513.99 |
| S&P/ASX 200 | 6,758.8280 | 8702.022 |
| Eurostoxx 50 | 3,381.7300 | 6272.5 |
STRIKE DATE 14/10/2022
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: 3.00% Semi-Annually (6.00% p.a.)
Income Trigger: 60% of initial level
P.A. RETURN 6.00% p.a.
ISIN XS2428676022
NEXT POTENTIAL MATURITY DATE 16/10/2023
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 3,583.0700 | 7704.13 |
| Nikkei 225 | 27,090.7600 | 65513.99 |
| S&P/ASX 200 | 6,758.8280 | 8702.022 |
| Eurostoxx 50 | 3,381.7300 | 6272.5 |
STRIKE DATE 14/10/2022
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: 2.70% Semi-Annually (5.40% p.a.)
Income Trigger: 60% of initial level
P.A. RETURN 5.40% p.a.
ISIN XS2428675990
NEXT POTENTIAL MATURITY DATE 16/10/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 99.14% (as at 25/09/2026 11:12 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Amazon.com | 113.7900 | 249.38 |
| Etsy Inc | 98.1200 | 68.98 |
| Mercadolibre Inc | 850.6600 | 1754.13 |
| Shopify Inc | 27.7600 | 145.16 |
STRIKE DATE 17/10/2022
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 XS2424427172
NEXT POTENTIAL MATURITY DATE 19/10/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.96% (as at 25/09/2026 11:12 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Amazon.com | 113.7900 | 249.38 |
| Etsy Inc | 98.1200 | 68.98 |
| Mercadolibre Inc | 850.6600 | 1754.13 |
| Shopify Inc | 27.7600 | 145.16 |
STRIKE DATE 17/10/2022
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: 2.85% Quarterly (11.40% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style
P.A. RETURN
ISIN XS2424427255
NEXT POTENTIAL MATURITY DATE 19/10/2026
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,300.4400 | 10679.99 |
STRIKE DATE 06/09/2022
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: 3.20% Semi Annually (6.40% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 75% Final level (European style)
P.A. RETURN 6.40% p.a.
ISIN XS2426243866
NEXT POTENTIAL MATURITY DATE 06/09/2023
COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Commerzbank AG | 7.2500 | 41.07 |
| Societe Generale | 23.0700 | 69.87 |
| Barclays | 166.2600 | 456.6 |
| Bank of New York Mellon | 43.8200 | 150.19 |
STRIKE DATE 08/09/2022
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: 5.75% Quarterly (23.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2508009672
NEXT POTENTIAL MATURITY DATE 08/03/2023
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,279.0400 | 6272.5 |
| Nasdaq 100 | 11,164.7800 | 30478.86 |
| Nikkei 225 | 26,422.0500 | 65513.99 |
STRIKE DATE 29/09/2022
RETURN & BARRIERS
Maximum Term: 5 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: 3.40% Semi Annually (6.80% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.80% p.a.
ISIN XS2477648369
NEXT POTENTIAL MATURITY DATE 29/09/2023
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,279.0400 | 6272.5 |
| Nasdaq 100 | 11,164.7800 | 30478.86 |
| Nikkei 225 | 26,422.0500 | 65513.99 |
STRIKE DATE 29/09/2022
RETURN & BARRIERS
Maximum Term: 5 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: 3.70% Semi Annually (7.40% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.40% p.a.
ISIN XS2477648526
NEXT POTENTIAL MATURITY DATE 29/09/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,544.3800 | 6272.5 |
| FTSE 100 | 7,281.1900 | 10679.99 |
| Nikkei 225 | 27,650.8400 | 65513.99 |
| S&P 500 | 3,924.2600 | 7704.13 |
STRIKE DATE 02/09/2022
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 = 3.50% Semi-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 7.00% p.a.
ISIN XS2380341086
NEXT POTENTIAL MATURITY DATE 05/03/2024
COUNTERPARTY Morgan Stanely
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,328.6500 | 6272.5 |
| Nasdaq 100 | 11,271.7500 | 30478.86 |
| Nikkei 225 | 26,571.8700 | 65513.99 |
STRIKE DATE 27/09/2022
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 : 6.25% Semi Annually (12.50% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 12.50% p.a.
ISIN XS2477592989
NEXT POTENTIAL MATURITY DATE 27/09/2023