INTERNATIONAL PRODUCTS
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Kraneshares CSI China Internet ETF | 36.5300 | 26.49 |
STRIKE DATE 11/02/2022
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Reducing Autocall
Autocall Opportunities: Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level, 90% at year 2, 65% at year 3.
Coupon Rate USD: 13.01% Snowballing Annual Coupon if Autocalled
Capital Risk: Not capital protected.
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 13.01%
ISIN XS2423240725
NEXT POTENTIAL MATURITY DATE 11/02/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 24,284.8500 | 51497.21 |
| CAC 40 | 6,588.6400 | 8350.87 |
| Nikkei 225 | 25,762.0100 | 66020.04 |
| HSI | 20,087.5000 | 24718.1 |
STRIKE DATE 16/03/2022
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 = 5.75% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 11.50% p.a.
ISIN XS2349074414
NEXT POTENTIAL MATURITY DATE 17/03/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 24,284.8500 | 51497.21 |
| CAC 40 | 6,588.6400 | 8350.87 |
| Nikkei 225 | 25,762.0100 | 66020.04 |
| HSI | 20,087.5000 | 24718.1 |
STRIKE DATE 16/03/2022
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 = 6.50% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 13.00% p.a.
ISIN XS2349074505
NEXT POTENTIAL MATURITY DATE 17/03/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Amazon.com | 159.0035 | 238.55 |
| JP Morgan | 155.9500 | 320.72 |
| Palantir Technologies Inc | 13.5600 | 127.99 |
| Walmart Inc | 136.0800 | 121.05 |
STRIKE DATE 10/02/2022
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 5.15% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 20.06% p.a.
ISIN XS2339652609
NEXT POTENTIAL MATURITY DATE 11/11/2024
COUNTERPARTY UniCredit AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,129.21 | 10471.72 |
| FTSE MIB | 26,005.40 | 51497.21 |
| Nasdaq 100 | 15,990.76 | 29635.95 |
| Nikkei 225 | 27,753.37 | 66020.04 |
STRIKE DATE 02/12/2021
RETURN & BARRIERS
13.20% Annual Snowballing Coupon if Autocalled
100% Autocall Trigger from 12 Months
60% Barrier (E)
P.A. RETURN 13.20% p.a.
ISIN DE000HB1NYS2
NEXT POTENTIAL MATURITY DATE 02/12/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,129.21 | 10471.72 |
| CAC 40 | 6,795.75 | 8350.87 |
| Nasdaq 100 | 15,990.76 | 29635.95 |
STRIKE DATE 02/12/2021
RETURN & BARRIERS
9.80% Annual Snowballing Coupon if Autocalled
100% Autocall Trigger from 12 Months
60% Barrier (E)
P.A. RETURN 9.80% p.a.
ISIN XS2412659190
NEXT POTENTIAL MATURITY DATE 02/12/2024
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,129.21 | 10471.72 |
| Eurostoxx 50 | 4,108.02 | 6187.63 |
| Nasdaq 100 | 15,990.76 | 29635.95 |
STRIKE DATE 02/12/2021
RETURN & BARRIERS
10.49% Annual Snowballing Coupon if Autocalled
100% Autocall Trigger from 12 Months
60% Barrier (E)
P.A. RETURN 10.49% p.a.
ISIN XS2386050830
NEXT POTENTIAL MATURITY DATE 02/12/2024
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4086.58 | 6187.63 |
| FTSE 100 | 7516.4 | 10471.72 |
| OMX Stockholm 30 | 2254.302 | 3113.57 |
| S&P 500 | 4500.53 | 7431.46 |
STRIKE DATE 04/02/2022
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Hybrid Memory Income Autocall
Income Trigger: 80% of initial level
Income Rate: USD = 2.31% Semi-Annual (4.62% p.a.)
Autocall Opportunities: Semi Annually (First Observation at 24 months)
Autocall Trigger: 100% of initial level
Autocall Coupon Rate: USD = 0.75% Semi-Annual (1.50% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 6.12% p.a.
ISIN XS2019047146
NEXT POTENTIAL MATURITY DATE 05/02/2024
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,086.5800 | 6187.63 |
| FTSE 100 | 7,516.4000 | 10471.72 |
| S&P/TSX 60 | 1,294.0640 | 2050.451 |
| S&P 500 | 4,500.5300 | 7431.46 |
STRIKE DATE 04/02/2022
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Hybrid Memory Income Autocall
Income Trigger: 80% of initial level
Income Rate: USD = 2.24% Semi-Annual (4.48% p.a.)
Autocall Opportunities: Semi Annually (First Observation at 24 months)
Autocall Trigger: 100% of initial level
Autocall Coupon Rate: USD = 0.75% Semi-Annual (1.50% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 6.876% p.a.
ISIN XS2019047732
NEXT POTENTIAL MATURITY DATE 06/08/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| CAC 40 | 6,999.2000 | 8350.87 |
| FTSE MIB | 26,814.0500 | 51497.21 |
| HSI | 23,802.2600 | 24718.1 |
| S&P 500 | 4,515.5500 | 7431.46 |
STRIKE DATE 31/01/2022
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 = 1.25% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.00% p.a.
ISIN XS2329330117
NEXT POTENTIAL MATURITY DATE 31/07/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| CAC 40 | 6,999.2000 | 8350.87 |
| FTSE MIB | 26,814.0500 | 51497.21 |
| HSI | 23,802.2600 | 24718.1 |
| S&P 500 | 4,515.5500 | 7431.46 |
STRIKE DATE 31/01/2022
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 = 1.5% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.00% p.a.
ISIN XS2329330208
NEXT POTENTIAL MATURITY DATE 31/07/2025
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Apple Inc | 159.2200 | 291.13 |
| Meta Platform Inc | 294.6400 | 566.98 |
| Nvidia Corporation | 219.4400 | 205.19 |
| Microsoft | 299.8400 | 390.74 |
STRIKE DATE 27/01/2022
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: EUR = 2.20% Quarterly
Income Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.80% p.a.
ISIN XS2423209647
NEXT POTENTIAL MATURITY DATE 27/10/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Meta Platform Inc | 294.6300 | 566.98 |
| Zoom Communications | 140.3300 | 93.68 |
| Microsoft | 296.7100 | 390.74 |
| Tesla Inc | 312.47 | 406.43 |
STRIKE DATE 26/01/2022
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 4.35% Quarterly
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 17.40% p.a.
ISIN XS2329332832
NEXT POTENTIAL MATURITY DATE 26/01/2026
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| ASML Holding ADR | 653.2600 | 1863.55 |
| Equinix Inc | 695.8300 | 1055.85 |
| Microsoft | 296.7100 | 390.74 |
| Honeywell International | 200.6300 | 220.28 |
STRIKE DATE 26/01/2022
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 2.635% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 10.54% p.a.
ISIN XS2422620422
NEXT POTENTIAL MATURITY DATE 26/07/2023
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Euro Stoxx Banks | 94.0000 | 277.95 |
| S&P/ASX 200 | 7,049.1250 | 8804.037 |
STRIKE DATE 28/02/2022
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 = 6.70% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2348135109
NEXT POTENTIAL MATURITY DATE 28/02/2023
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Euro Stoxx Banks | 94.0000 | 277.95 |
| S&P/ASX 200 | 7,049.1250 | 8804.037 |
STRIKE DATE 28/02/2022
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 = 7.00% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2348134987
NEXT POTENTIAL MATURITY DATE 28/02/2023
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Advanced Micro Devices | 113.8300 | 511.57 |
| Carnival Corp | 18.8600 | 29.18 |
| Tesla Inc | 288.12 | 406.43 |
| Zoom Communications | 122.7800 | 93.68 |
STRIKE DATE 01/03/2022
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Reducing Autocall with One Star Effect
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level then reduced by 2.50% every 3 months Floored at 60%
Coupon Rate: USD = 5.00% Quarterly (20% p.a.
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
One Star Effect Trigger: 100% of initial level
P.A. RETURN
ISIN XS2348178091
NEXT POTENTIAL MATURITY DATE 01/06/2026
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| OMX Stockholm 30 | 2,134.0730 | 3113.57 |
| Eurostoxx 50 | 3,924.2300 | 6187.63 |
| Nikkei 225 | 26,526.8200 | 66020.04 |
| S&P 500 | 4,373.9400 | 7431.46 |
STRIKE DATE 28/02/2022
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 = 2.80% Semi-Annually
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 5.60% p.a.
ISIN XS2345466861
NEXT POTENTIAL MATURITY DATE 28/08/2023
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| OMX Stockholm 30 | 2,134.0730 | 3113.57 |
| Eurostoxx 50 | 3,924.2300 | 6187.63 |
| Nikkei 225 | 26,526.8200 | 66020.04 |
| S&P 500 | 4,373.9400 | 7431.46 |
STRIKE DATE 28/02/2022
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 = 3.25% Semi-Annually
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.50% p.a.
ISIN XS2345466515
NEXT POTENTIAL MATURITY DATE 28/08/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Amazon.com | 153.7885 | 238.55 |
| Berkshire Hathaway | 319.2400 | 489.25 |
| Meta Platform Inc | 210.4800 | 566.98 |
| Nvidia Corporation | 241.5700 | 205.19 |
STRIKE DATE 25/02/2022
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 = 2.55% Quarterly (10.20% p.a.)
Income Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.925% p.a.
ISIN XS2339648839
NEXT POTENTIAL MATURITY DATE 26/02/2024