INTERNATIONAL PRODUCTS
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 128.95% (as at 04/09/2026 10:16 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| BNP Paribas Multi Asset Diversified 5 Index | 273.4002 | 305.3123 |
STRIKE DATE 09/05/2022
RETURN & BARRIERS
Investment Structure: Capital Protected
Growth Participation Note
Participation Rate: USD = 320%
Capital Risk: 100% Capital Protected
P.A. RETURN
ISIN XS2358161136
NEXT POTENTIAL MATURITY DATE 01/05/2028
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,544.5500 | 10831.52 |
| Nikkei 225 | 27,003.5600 | 64214.48 |
| FTSE MIB | 24,252.1600 | 52245.47 |
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: GBP= 1.35% 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 5.40% p.a.
ISIN XS2358197676
NEXT POTENTIAL MATURITY DATE 08/05/2023
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,585.4600 | 10831.52 |
| Eurostoxx 50 | 3,808.8600 | 6382.59 |
| Nikkei 225 | 26,781.6800 | 64214.48 |
| S&P 500 | 4,158.2400 | 7747.71 |
STRIKE DATE 27/05/2022
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 = 3.175% Semi-Annually
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.35% p.a.
ISIN XS2370425816
NEXT POTENTIAL MATURITY DATE 28/05/2024
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,585.4600 | 10831.52 |
| Eurostoxx 50 | 3,808.8600 | 6382.59 |
| Nikkei 225 | 26,781.6800 | 64214.48 |
| S&P 500 | 4,158.2400 | 7747.71 |
STRIKE DATE 27/05/2022
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 = 3.75% Semi-Annually
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.50% p.a.
ISIN XS2370425907
NEXT POTENTIAL MATURITY DATE 28/05/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Amazon.com | 115.1465 | 258.9 |
| Etsy Inc | 82.1500 | 82.03 |
| Paypal | 85.2100 | 56.82 |
| Wayfair Inc | 59.0400 | 96.98 |
STRIKE DATE 27/05/2022
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 = 2.65% Quarterly (10.60% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2361901379
NEXT POTENTIAL MATURITY DATE 27/05/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Amazon.com | 115.1465 | 258.9 |
| Etsy Inc | 82.1500 | 82.03 |
| Paypal | 85.2100 | 56.82 |
| Wayfair Inc | 59.0400 | 96.98 |
STRIKE DATE 27/05/2022
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 = 2.85% Quarterly (11.40% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2361901452
NEXT POTENTIAL MATURITY DATE 27/05/2026
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,789.2100 | 6382.59 |
| Nasdaq 100 | 12,642.1000 | 29482.32 |
| Nikkei 225 | 27,279.8000 | 64214.48 |
STRIKE DATE 31/05/2022
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: GBP = 2.90% Semi-Annually
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.80% p.a.
ISIN XS2425186918
NEXT POTENTIAL MATURITY DATE 31/05/2024
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,789.2100 | 6382.59 |
| Nasdaq 100 | 12,642.1000 | 29482.32 |
| Nikkei 225 | 27,279.8000 | 64214.48 |
STRIKE DATE 31/05/2022
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 = 3.60% Semi-Annually
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.20% p.a.
ISIN XS2425187130
NEXT POTENTIAL MATURITY DATE 31/05/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Amazon.com | 139.3910 | 258.9 |
| Etsy Inc | 100.1100 | 82.03 |
| Paypal | 83.7000 | 56.82 |
| Wayfair Inc | 79.2400 | 96.98 |
STRIKE DATE 26/04/2022
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= 3.90% Quarterly
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 15.60%
ISIN XS2349098942
NEXT POTENTIAL MATURITY DATE 27/04/2026
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Marathon Digital Holdings Inc | 18.15 | 11.6 |
| Riot Blockchain Inc | 11.85 | 21.14 |
STRIKE DATE 22/04/2022
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: GBP = 8.50% Quarterly
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 5.425% P.A.
ISIN XS2367245144
NEXT POTENTIAL MATURITY DATE 22/07/2024
COUNTERPARTY BNP
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Nasdaq Yewno Glbl Innoative Tech Index | 1,209.4900 | 2026.4 |
STRIKE DATE 19/04/2022
RETURN & BARRIERS
Maximum Term: 3.5 years
Investment Structure: Capital Protected Growth
Income Rate: ZAR = 41% at maturity
Income Trigger: if underlying is between 100%-141% of inital level
Participation rate: 100% if above 141% of inital level
Capital Protection Barrier: 100% Capital Protected
P.A. RETURN 17.664%
ISIN ZAE000309886
NEXT POTENTIAL MATURITY DATE 20/10/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 24,065.0500 | 52245.47 |
| CAC 40 | 6,272.7100 | 8286.4 |
| Nikkei 225 | 26,402.8400 | 64214.48 |
| HSI | 20,120.6800 | 25213.31 |
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: GBP = 5.30% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 10.60% p.a.
ISIN XS2361895548
NEXT POTENTIAL MATURITY DATE 19/05/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 24,065.0500 | 52245.47 |
| CAC 40 | 6,272.7100 | 8286.4 |
| Nikkei 225 | 26,402.8400 | 64214.48 |
| HSI | 20,120.6800 | 25213.31 |
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 | 41.6 |
| ING Groep NV | 9.1350 | 31.75 |
| Barclays | 149.8200 | 493.4 |
| Goldman Sachs | 313.0700 | 1037.93 |
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 | 6382.59 |
| Nasdaq 100 | 12,387.4000 | 29482.32 |
| Nikkei 225 | 26,427.6500 | 64214.48 |
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 | 6382.59 |
| Nasdaq 100 | 12,387.4000 | 29482.32 |
| Nikkei 225 | 26,427.6500 | 64214.48 |
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 | 10831.52 |
| Euro Stoxx Banks | 87.6400 | 321.35 |
| Nikkei 225 | 26,334.9800 | 64214.48 |
| CAC 40 | 6,537.4100 | 8286.4 |
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 | 258.9 |
| Block Inc | 123.2200 | 83.37 |
| Meta Platform Inc | 222.3300 | 610.68 |
| Zoom Communications | 110.9000 | 98.14 |
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 | 87.22 |
| Hyundai Motor Co | 176,500.0000 | 383500 |
| Nissan Motor Co | 508.6000 | 316.9 |
| Volkswagen AG | 131.6767194 | 76.36 |
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 | 7747.71 |
| Nikkei 225 | 27,787.9800 | 64214.48 |
| Eurostoxx 50 | 3,917.8500 | 6382.59 |
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