INTERNATIONAL PRODUCTS
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 24,065.0500 | 53693.27 |
| CAC 40 | 6,272.7100 | 8650.56 |
| Nikkei 225 | 26,402.8400 | 68308.59 |
| HSI | 20,120.6800 | 25396.51 |
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
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Commerzbank AG | 6.1880 | 39.86 |
| ING Groep NV | 9.1350 | 30.82 |
| Barclays | 149.8200 | 519 |
| Goldman Sachs | 313.0700 | 1042.63 |
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
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,703.4200 | 6545.47 |
| Nasdaq 100 | 12,387.4000 | 30084.5 |
| Nikkei 225 | 26,427.6500 | 68308.59 |
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
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,703.4200 | 6545.47 |
| Nasdaq 100 | 12,387.4000 | 30084.5 |
| Nikkei 225 | 26,427.6500 | 68308.59 |
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
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,576.6600 | 10772.67 |
| Euro Stoxx Banks | 87.6400 | 321.55 |
| Nikkei 225 | 26,334.9800 | 68308.59 |
| CAC 40 | 6,537.4100 | 8650.56 |
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
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Amazon.com | 154.4605 | 265.13 |
| Block Inc | 123.2200 | 83.09 |
| Meta Platform Inc | 222.3300 | 594.97 |
| Zoom Communications | 110.9000 | 109.84 |
STRIKE DATE 08/04/2022
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 = 9.15% Quarterly (36.60% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 0.00%
ISIN XS2361881167
NEXT POTENTIAL MATURITY DATE 08/04/2026
COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| General Motor Co | 39.3500 | 86.39 |
| Hyundai Motor Co | 176,500.0000 | 418500 |
| Nissan Motor Co | 508.6000 | 330.5 |
| Volkswagen AG | 131.6767194 | 72.94 |
STRIKE DATE 08/04/2022
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 = 7.65% Quarterly (30.60% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 30.60%
ISIN XS2436414465
NEXT POTENTIAL MATURITY DATE 08/04/2024
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 4,525.1200 | 7798.99 |
| Nikkei 225 | 27,787.9800 | 68308.59 |
| Eurostoxx 50 | 3,917.8500 | 6545.47 |
STRIKE DATE 05/04/2022
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 18 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 2.05% Quarterly
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 8.20% p.a.
ISIN XS2269749979
NEXT POTENTIAL MATURITY DATE 05/01/2024
COUNTERPARTY BNP Paribas Issua
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Advanced Micro Devices | 95.3400 | 483.01 |
| Carnival Corp | 15.9200 | 28.42 |
| Tesla Motors | 288.55 | |
| Zoom Communications | 96.3800 | 109.84 |
STRIKE DATE 06/05/2022
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 = 6.25% Quarterly (25.00% 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 24% p.a.
ISIN XS2367520207
NEXT POTENTIAL MATURITY DATE 06/02/2025
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,918.6800 | 6545.47 |
| FTSE 100 | 7,537.9000 | 10772.67 |
| Nikkei 225 | 27,665.9800 | 68308.59 |
| S&P 500 | 4,545.8600 | 7798.99 |
STRIKE DATE 01/04/2022
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 = 3.75% Semi Annually (7.50% 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 7.50% p.a.
ISIN XS2355886503
NEXT POTENTIAL MATURITY DATE 02/04/2024
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Advanced Micro Devices | 108.1900 | 483.01 |
| Carnival Corp | 20.0500 | 28.42 |
| Tesla Inc | 361.53 | 339.96 |
| Zoom Communications | 118.0200 | 109.84 |
STRIKE DATE 01/04/2022
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 = 5.375% Quarterly (21.00% 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 21.00% p.a
ISIN XS2355894192
NEXT POTENTIAL MATURITY DATE 01/07/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Advanced Micro Devices | 97.7400 | 483.01 |
| Intel | 47.0100 | 104.56 |
| Nvidia Corporation | 22.2030 | 225.3 |
| Tesla Inc | 340.79 | 339.96 |
STRIKE DATE 13/04/2022
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Hybrid Memory Income Autocall
Income Trigger: 50% of initial level
Income Rate: GBP = 2.45% Quarterly (9.80% p.a.) USD = 2.70% Quarterly (10.80% p.a.)
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 85% of initial level
Autocall Coupon Rate: GBP = 1.50% Quarterly (6.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 9.80%
ISIN XS2349099247
NEXT POTENTIAL MATURITY DATE 13/01/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Advanced Micro Devices | 97.7400 | 483.01 |
| Intel | 47.0100 | 104.56 |
| Nvidia Corporation | 22.2030 | 225.3 |
| Tesla Inc | 340.79 | 339.96 |
STRIKE DATE 13/04/2022
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Hybrid Memory Income Autocall
Income Trigger: 50% of initial level
Income Rate: GBP = 2.45% Quarterly (9.80% p.a.) USD = 2.70% Quarterly (10.80% p.a.)
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 85% of initial level
Autocall Coupon Rate: USD = 1.50% Quarterly (6.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 10.80%
ISIN XS2349099163
NEXT POTENTIAL MATURITY DATE 13/01/2026
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,515.6800 | 10772.67 |
| Nikkei 225 | 27,821.4300 | 68308.59 |
| FTSE MIB | 25,021.2600 | 53693.27 |
STRIKE DATE 31/03/2022
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall with One Star Effect
Autocall Opportunities: Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 1.67% Quarterly (6.68% p.a.)
Income Trigger: 80%
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
One Star Effect Trigger: 100% of initial level
P.A. RETURN
ISIN XS2358217961
NEXT POTENTIAL MATURITY DATE 31/03/2023
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,515.6800 | 10772.67 |
| S&P 500 | 4,530.4100 | 7798.99 |
| Nikkei 225 | 27,821.4300 | 68308.59 |
| FTSE MIB | 25,021.2600 | 53693.27 |
STRIKE DATE 31/03/2022
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall with One Star Effect
Autocall Opportunities: Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 1.5625% Quarterly (6.25% p.a.)
Income Trigger: 80%
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
One Star Effect Trigger: 100% of initial level
P.A. RETURN 6.25% p.a.
ISIN XS2355969465
NEXT POTENTIAL MATURITY DATE 02/04/2024
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,515.6800 | 10772.67 |
| S&P 500 | 4,530.4100 | 7798.99 |
| Nikkei 225 | 27,821.4300 | 68308.59 |
| FTSE MIB | 25,021.2600 | 53693.27 |
STRIKE DATE 31/03/2022
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall with One Star Effect
Autocall Opportunities: Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 1.3750% Quarterly (5.50% p.a.)
Income Trigger: 80%
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
One Star Effect Trigger: 100% of initial level
P.A. RETURN 5.50% p.a.
ISIN XS2355969200
NEXT POTENTIAL MATURITY DATE 02/04/2024
COUNTERPARTY BNP Paribas Issuance B.V.
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,544.5500 | 10772.67 |
| Nikkei 225 | 27,003.5600 | 68308.59 |
| FTSE MIB | 24,252.1600 | 53693.27 |
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: USD= 1.60% 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 6.40% p.a.
ISIN XS2358197759
NEXT POTENTIAL MATURITY DATE 08/05/2023
COUNTERPARTY BNP Paribas
TYPE
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Advanced Micro Devices | 119.2200 | 483.01 |
| Paypal | 118.4900 | 60.59 |
| Nvidia Corporation | 27.6900 | 225.3 |
STRIKE DATE 30/03/2022
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Profit Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Profit Rate: USD = 4.27% Quarterly
Profit Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN -15.575%
ISIN XS2288429827
NEXT POTENTIAL MATURITY DATE 30/03/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Airbus | 111.36 | 212.9 |
| Banco Santander | 3.1425 | 12.888 |
| Ford Motor Co | 15.9299 | 13.89 |
| LVMH Moet Hennessy Louis Vui | 660.5 | 460 |
STRIKE DATE 30/03/2022
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 then reduced by 2.5% Quarterly
Memory Income Rate: USD = 4.10% Quarterly
Income Trigger: 65% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 16.40% p.a.
ISIN XS2349091343
NEXT POTENTIAL MATURITY DATE 30/12/2025
COUNTERPARTY Leonteq
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Advanced Micro Devices | 119.22 | 483.01 |
| Carnival Corp | 19.6 | 28.42 |
| Microsoft | 313.86 | 496.88 |
| Tesla Motors | 364.66 |
STRIKE DATE 30/03/2022
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 = 6.75% Quarterly
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 27.00% p.a.
ISIN CH1164000072
NEXT POTENTIAL MATURITY DATE 30/12/2024