INTERNATIONAL PRODUCTS
COUNTERPARTY BNP Paribas
TYPE
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Advanced Micro Devices | 119.2200 | 539.69 |
| Paypal | 118.4900 | 56 |
| Nvidia Corporation | 27.6900 | 208.76 |
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 | 204.5 |
| Banco Santander | 3.1425 | 11.612 |
| Ford Motor Co | 15.9299 | 14.15 |
| LVMH Moet Hennessy Louis Vui | 660.5 | 453.55 |
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 | 539.69 |
| Carnival Corp | 19.6 | 25.27 |
| Microsoft | 313.86 | 381.58 |
| 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
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Amazon.com | 144.5970 | 233.66 |
| Etsy Inc | 101.8800 | 80.91 |
| Paypal | 92.0900 | 56 |
| Wayfair Inc | 83.3900 | 82.68 |
STRIKE DATE 28/04/2022
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 = 2.45% Quarterly (9.80% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 9.80% p.a.
ISIN XS2361879187
NEXT POTENTIAL MATURITY DATE 28/04/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Amazon.com | 144.5970 | 233.66 |
| Etsy Inc | 101.8800 | 80.91 |
| Paypal | 92.0900 | 56 |
| Wayfair Inc | 83.3900 | 82.68 |
STRIKE DATE 28/04/2022
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 = 2.60% Quarterly (10.40% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 10.40% p.a.
ISIN XS2361879005
NEXT POTENTIAL MATURITY DATE 28/04/2026
COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,425.6100 | 10639.17 |
| Eurostoxx 50 | 3,734.6400 | 6210.17 |
| Nikkei 225 | 26,386.6300 | 66422.6 |
| S&P 500 | 4,183.9600 | 7408.3 |
STRIKE DATE 28/04/2022
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 = 3.125% Semi-Annually
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.25% p.a.
ISIN XS2366932791
NEXT POTENTIAL MATURITY DATE 30/04/2024
COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,509.1900 | 10639.17 |
| Eurostoxx 50 | 3,777.0200 | 6210.17 |
| Nikkei 225 | 26,847.9000 | 66422.6 |
| S&P 500 | 4,287.5000 | 7408.3 |
STRIKE DATE 28/04/2022
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 = 3.650% Semi-Annually
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.3% p.a.
ISIN XS2366932874
NEXT POTENTIAL MATURITY DATE 30/04/2024
COUNTERPARTY Marex
TYPE Note
CURRENCY GBP
CURRENT PRICE 105.00% (as at 24/07/2026 10:18 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Merck & Co Inc | 81.2100 | 130.48 |
| Amgen Inc | 240.4700 | 371.5 |
| Medtronic PLC | 109.9300 | 82.01 |
STRIKE DATE 28/03/2022
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: USD = 8.76% Semi Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2329170083
NEXT POTENTIAL MATURITY DATE 28/09/2026
COUNTERPARTY BNP
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| UniCredit SpA | 9.6680 | 79.22 |
| Commerzbank AG | 7.0580 | 36.35 |
| Lloyds | 48.6300 | 112.45 |
| Societe Generale | 24.4800 | 75.76 |
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
COUNTERPARTY BIL
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| CAC 40 | 6,620.2400 | 8299.09 |
| S&P 500 | 4,463.1200 | 7408.3 |
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
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Adobe Inc | 421.6600 | 212.17 |
| Meta Platform Inc | 192.0300 | 606.1 |
| Upstart Holdings Inc | 97.4800 | 27.59 |
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
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,827.9600 | 6210.17 |
| Nasdaq 100 | 14,217.2900 | 28454.81 |
| Nikkei 225 | 26,843.4900 | 66422.6 |
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
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,827.9600 | 6210.17 |
| Nasdaq 100 | 14,217.2900 | 28454.81 |
| Nikkei 225 | 26,843.4900 | 66422.6 |
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
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 24,878.2300 | 51315.84 |
| CAC 40 | 6,624.9100 | 8299.09 |
| Nikkei 225 | 27,217.8500 | 66422.6 |
| HSI | 20,944.6700 | 25210.81 |
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
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 24,878.2300 | 51315.84 |
| CAC 40 | 6,624.9100 | 8299.09 |
| Nikkei 225 | 27,217.8500 | 66422.6 |
| HSI | 20,944.6700 | 25210.81 |
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
COUNTERPARTY MedioBanca
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,155.6400 | 10639.17 |
| SMI | 11,495.6900 | 14214.95 |
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
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Banco Santander | 2.8640 | 11.612 |
| Commerzbank AG | 6.2450 | 36.35 |
| Intesa Sanpaolo | 1.9194 | 6.281 |
| Goldman Sachs | 327.0000 | 1074.72 |
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
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,651.3900 | 6210.17 |
| FTSE 100 | 7,099.0900 | 10639.17 |
| Nikkei 225 | 25,162.7800 | 66422.6 |
| S&P 500 | 4,259.5200 | 7408.3 |
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
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,651.3900 | 6210.17 |
| FTSE 100 | 7,099.0900 | 10639.17 |
| Nikkei 225 | 25,162.7800 | 66422.6 |
| S&P 500 | 4,259.5200 | 7408.3 |
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
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,651.3900 | 6210.17 |
| FTSE 100 | 7,099.0900 | 10639.17 |
| Nikkei 225 | 25,162.7800 | 66422.6 |
| S&P 500 | 4,259.5200 | 7408.3 |
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