INTERNATIONAL PRODUCTS
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 6545.47 |
STRIKE DATE 02/03/2022
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Annual (First Observation at 24 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 8.80% Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.80% p.a.
ISIN XS2355965638
NEXT POTENTIAL MATURITY DATE 04/03/2024
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,820.5900 | 6545.47 |
STRIKE DATE 02/03/2022
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Annual (First Observation at 24 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 8.11% Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.11% p.a.
ISIN XS2355965398
NEXT POTENTIAL MATURITY DATE 04/03/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Airbus | 114.9000 | 212.9 |
| Banco Santander | 2.9845 | 12.888 |
| LVMH Moet Hennessy Louis Vui | 659.9000 | 460 |
STRIKE DATE 28/02/2022
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 4.10% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2339651544
NEXT POTENTIAL MATURITY DATE 02/03/2023
COUNTERPARTY UniCredit AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Nikkei 225 | 26,526.8200 | 68308.59 |
| S&P 500 | 4,373.9400 | 7798.99 |
| FTSE 100 | 7,458.2500 | 10772.67 |
| FTSE MIB | 25,415.8900 | 53693.27 |
STRIKE DATE 28/02/2022
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Quarterly Memory Income with an Annual Autocall
Autocall Opportunities: Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 1.38% Quarterly (5.52% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.52% p.a.
ISIN DE000HB370T8
NEXT POTENTIAL MATURITY DATE 28/02/2024
COUNTERPARTY UniCredit AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Nikkei 225 | 26,526.8200 | 68308.59 |
| S&P 500 | 4,373.9400 | 7798.99 |
| FTSE 100 | 7,458.2500 | 10772.67 |
| FTSE MIB | 25,415.8900 | 53693.27 |
STRIKE DATE 28/02/2022
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Quarterly Memory Income with an Annual Autocall
Autocall Opportunities: Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 1.57% Quarterly (6.28% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.28% p.a.
ISIN DE000HB372F3
NEXT POTENTIAL MATURITY DATE 28/02/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Alphabet-C | 136.7130 | 343.94 |
| Walt Disney | 173.1300 | 104.8 |
| Tesla Motors | 268.57 |
STRIKE DATE 12/10/2021
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 = 2.75% Quarterly
Income Trigger: 55% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN -4.96% p.a.
ISIN XS2311141571
NEXT POTENTIAL MATURITY DATE 14/10/2024
COUNTERPARTY BNP
TYPE Note
CURRENCY USD
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 = 5.75% Quarterly (23% 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 XS2355957452
NEXT POTENTIAL MATURITY DATE 01/07/2026
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Amazon.com | 164.0550 | 265.13 |
| JP Morgan | 133.3400 | 363.11 |
| Meta Platform Inc | 231.8400 | 594.97 |
| Nvidia Corporation | 259.3100 | 225.3 |
STRIKE DATE 05/04/2022
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Memory Income Autocall
Autocall opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 3.375% Quarterly (13.50% p.a.)
Income Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 13.50% p.a.
ISIN XS2444514389
NEXT POTENTIAL MATURITY DATE 05/04/2024
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,578.7500 | 10772.67 |
| Eurostoxx 50 | 3,959.1400 | 6545.47 |
| Nikkei 225 | 28,027.2500 | 68308.59 |
| S&P 500 | 4,602.4500 | 7798.99 |
STRIKE DATE 30/03/2022
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 6.50% p.a.
ISIN XS2354947447
NEXT POTENTIAL MATURITY DATE 02/04/2024
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,578.7500 | 10772.67 |
| Eurostoxx 50 | 3,959.1400 | 6545.47 |
| Nikkei 225 | 28,027.2500 | 68308.59 |
| S&P 500 | 4,602.4500 | 7798.99 |
STRIKE DATE 30/03/2022
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 = 3.375% Semi-Annually
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.75% p.a.
ISIN XS2354947520
NEXT POTENTIAL MATURITY DATE 02/04/2024
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Banco Santander | 3.0570 | 12.888 |
| Commerzbank AG | 7.1560 | 39.86 |
| Lloyds | 48.7500 | 115.3 |
| Societe Generale | 23.7650 | 82.87 |
STRIKE DATE 25/03/2022
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
Memory Income Rate: USD = 2.16% Quarterly (8.64% p.a.)
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 8.64% p.a.
ISIN XS2356237813
NEXT POTENTIAL MATURITY DATE 25/03/2024
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Nasdaq 100 | 13,974.6700 | 30084.5 |
| Eurostoxx 50 | 3,829.2900 | 6545.47 |
| Nikkei 225 | 25,970.8200 | 68308.59 |
STRIKE DATE 24/02/2022
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 = 2.9% Semi- Annually
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 5.80% p.a.
ISIN XS2424800238
NEXT POTENTIAL MATURITY DATE 26/02/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Banco Santander | 3.1305 | 12.888 |
| Commerzbank AG | 7.1910 | 39.86 |
| Lloyds | 49.5100 | 115.3 |
| Societe Generale | 24.3700 | 82.87 |
STRIKE DATE 23/03/2022
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: GBP = 4.25% Quarterly (17.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 29.75% p.a.
ISIN XS2349082433
NEXT POTENTIAL MATURITY DATE 27/12/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Banco Santander | 3.1305 | 12.888 |
| Commerzbank AG | 7.1910 | 39.86 |
| Lloyds | 49.5100 | 115.3 |
| Societe Generale | 24.3700 | 82.87 |
STRIKE DATE 23/03/2022
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 = 4.25% Quarterly (17.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 29.75% p.a.
ISIN XS2349082359
NEXT POTENTIAL MATURITY DATE 27/12/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 25,307.9800 | 53693.27 |
| CAC 40 | 6,792.1600 | 8650.56 |
| HSI | 21,927.6300 | 25396.51 |
| Nikkei 225 | 28,252.4200 | 68308.59 |
STRIKE DATE 29/03/2022
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 = 3.35% Semi-Annually
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.70% p,a,
ISIN XS2349080908
NEXT POTENTIAL MATURITY DATE 31/03/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 25,307.9800 | 53693.27 |
| CAC 40 | 6,792.1600 | 8650.56 |
| HSI | 21,927.6300 | 25396.51 |
| Nikkei 225 | 28,252.4200 | 68308.59 |
STRIKE DATE 29/03/2022
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 = 3.85% Semi-Annually
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.70% p.a.
ISIN XS2349080817
NEXT POTENTIAL MATURITY DATE 31/03/2025
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,902.4400 | 6545.47 |
| Nasdaq 100 | 14,420.0800 | 30084.5 |
| Nikkei 225 | 26,827.4300 | 68308.59 |
STRIKE DATE 18/03/2022
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 = 4.05% 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 8.10% p.a.
ISIN XS2424809882
NEXT POTENTIAL MATURITY DATE 19/09/2023
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,902.4400 | 6545.47 |
| Nasdaq 100 | 14,420.0800 | 30084.5 |
| Nikkei 225 | 26,827.4300 | 68308.59 |
STRIKE DATE 18/03/2022
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 = 4.59% 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 9.18% p.a.
ISIN XS2424809965
NEXT POTENTIAL MATURITY DATE 19/09/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Nasdaq 100 | 14,268.5900 | 30084.5 |
| IBEX 35 | 8,573.8000 | 20168.6 |
| HSI | 24,556.5700 | 25396.51 |
| Nikkei 225 | 27,079.5900 | 68308.59 |
STRIKE DATE 14/02/2022
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 = 2.81% Semi- Annually
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 5.62% p.a.
ISIN XS2339630977
NEXT POTENTIAL MATURITY DATE 14/08/2025
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,064.4500 | 6545.47 |
STRIKE DATE 14/02/2022
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Annually (First Observation at 24 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 8% Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8% p.a.
ISIN XS2422665799
NEXT POTENTIAL MATURITY DATE 14/02/2024