INTERNATIONAL PRODUCTS
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,124.9800 | 10372.93 |
| CAC 40 | 6,666.0300 | 8082.27 |
| Dow Jones Industrial Average | 35,213.1200 | 50063.46 |
| HSI | 25,415.6900 | 26389.04 |
STRIKE DATE 26/08/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 18 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP= 3.50% Semi-Annually (7.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.00% p.a.
ISIN XS2296808384
NEXT POTENTIAL MATURITY DATE 26/08/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Intel | 53.2800 | 115.93 |
| Advanced Micro Devices | 102.9000 | 449.7 |
| Nvidia Corporation | 207.1600 | 235.74 |
| Tesla Motors | 775.4800 |
STRIKE DATE 30/09/2021
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Hybrid Memory Income Autocall
Income Trigger: 50% of initial level
Income Rate: 2.50% Quarterly (10% p.a.)
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Autocall Coupon Rate: 1.50% Quarterly (6% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2296835437
NEXT POTENTIAL MATURITY DATE 30/03/2022
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Intel | 53.2800 | 115.93 |
| Advanced Micro Devices | 102.9000 | 449.7 |
| Nvidia Corporation | 207.1600 | 235.74 |
| Tesla Motors | 775.4800 |
STRIKE DATE 30/09/2021
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Hybrid Memory Income Autocall
Income Trigger: 50% of initial level
Income Rate: 2.25% Quarterly (9% p.a.)
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Autocall Coupon Rate: 1.50% Quarterly (6% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2296835510
NEXT POTENTIAL MATURITY DATE 30/03/2022
COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE 64.79% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Invesco Wilderhill Clean Energy ETF | 78.57 | 41.88 |
STRIKE DATE 24/09/2021
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 = 4.05% Semi-Annually (8.10% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2372515390
NEXT POTENTIAL MATURITY DATE 01/10/2026
COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE 62.65% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Invesco Wilderhill Clean Energy ETF | 78.57 | 41.88 |
STRIKE DATE 24/09/2021
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 = 3.30% Semi-Annually (6.60% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2372508262
NEXT POTENTIAL MATURITY DATE 24/09/2026
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,058.8600 | 10372.93 |
STRIKE DATE 19/08/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 0.85% Quarterly
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2300719858
NEXT POTENTIAL MATURITY DATE 19/08/2022
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,296.9430 | 8640.714 |
| FTSE MIB | 25,717.4600 | 50050.27 |
| IBEX 35 | 8,808.4000 | 17809.2 |
| MSCI Taiwan | 672.6300 | 1881.54 |
STRIKE DATE 22/09/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 8.00% Semi-Annually (16% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 16.00% p.a.
ISIN XS2370004637
NEXT POTENTIAL MATURITY DATE 22/03/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,460.2140 | 8640.714 |
| IBEX 35 | 8,733.7000 | 17809.2 |
| Nasdaq 100 | 15,515.9100 | 29580.3 |
| MSCI Taiwan | 687.8600 | 1881.54 |
STRIKE DATE 16/09/2021
RETURN & BARRIERS
Investment Structure: Memory Income Reducing Autocall
Autocall Opportunities: Semi-Annual (First Observation at 18 months)
Autocall Trigger: 100% of initial level then reduced by 2% every 6 months, Floored at 85%
Memory Income Rate: GBP = 3.00% 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% p.a.
ISIN XS2369966119
NEXT POTENTIAL MATURITY DATE 18/03/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,460.2140 | 8640.714 |
| IBEX 35 | 8,733.7000 | 17809.2 |
| Nasdaq 100 | 15,515.9100 | 29580.3 |
| MSCI Taiwan | 687.8600 | 1881.54 |
STRIKE DATE 16/09/2021
RETURN & BARRIERS
Investment Structure: Memory Income Reducing Autocall
Autocall Opportunities: Semi-Annual (First Observation at 18 months)
Autocall Trigger: 100% of initial level then reduced by 2% every 6 months, Floored at 85%
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 XS2369966036
NEXT POTENTIAL MATURITY DATE 18/03/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6,503.7200 | 10372.93 |
| S&P 500 | 3,871.7400 | 7501.24 |
| Eurostoxx 50 | 3,642.1200 | 5934.96 |
STRIKE DATE 04/02/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 2.50% Semi Annual
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2274173231
NEXT POTENTIAL MATURITY DATE 04/02/2022
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,474.4800 | 8640.714 |
| FTSE MIB | 25,356.1500 | 50050.27 |
| IBEX 35 | 8,772.8000 | 17809.2 |
| MSCI Taiwan | 689.3700 | 1881.54 |
STRIKE DATE 03/08/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Semi Annually (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 6.25% Semi Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 12.50% p.a.
ISIN XS2335928540
NEXT POTENTIAL MATURITY DATE 05/02/2024
COUNTERPARTY UniCredit Bank AG
TYPE Note
CURRENCY GBP
CURRENT PRICE 96.96% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 25,878.9900 | 26389.04 |
| S&P 500 | 4,522.6800 | 7501.24 |
| FTSE 100 | 7,119.7000 | 10372.93 |
| FTSE MIB | 26,009.2900 | 50050.27 |
STRIKE DATE 31/08/2021
RETURN & BARRIERS
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 = 1.25% Quarterly (5.00% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000HV8CWZ5
NEXT POTENTIAL MATURITY DATE 29/05/2026
COUNTERPARTY UniCredit Bank AG
TYPE Note
CURRENCY USD
CURRENT PRICE 97.87% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 25,878.9900 | 26389.04 |
| S&P 500 | 4,522.6800 | 7501.24 |
| FTSE 100 | 7,119.7000 | 10372.93 |
| FTSE MIB | 26,009.2900 | 50050.27 |
STRIKE DATE 31/08/2021
RETURN & BARRIERS
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 = 1.50% Quarterly (6.00% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000HV8CX07
NEXT POTENTIAL MATURITY DATE 31/08/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,149.8400 | 10372.93 |
| FTSE MIB | 26,181.6600 | 50050.27 |
| HSI | 26,028.2900 | 26389.04 |
STRIKE DATE 01/09/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 4.75% Semi-Annual (9.50% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 9.50%
ISIN XS2296812733
NEXT POTENTIAL MATURITY DATE 02/03/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,149.8400 | 10372.93 |
| FTSE MIB | 26,181.6600 | 50050.27 |
| HSI | 26,028.2900 | 26389.04 |
STRIKE DATE 01/09/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 5.50% Semi-Annual (11.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 11.00%
ISIN XS2296812816
NEXT POTENTIAL MATURITY DATE 02/03/2026
COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 25,961.0300 | 26389.04 |
| CAC 40 | 6,612.7600 | 8082.27 |
| S&P 500 | 4,395.2600 | 7501.24 |
| FTSE MIB | 25,363.0200 | 50050.27 |
STRIKE DATE 30/07/2021
RETURN & BARRIERS
Investment Structure: Semi Annual Low Hurdle Autocall
Autocall Opportunities: Quarterly (First observation at 24 months)
Autocall Trigger: 100% of initial level
Coupon Rate: 3.60% Semi Annual (7.20% p.a.)
Low Hurdle Trigger: 70% of initial level at maturity
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.20% p.a.
ISIN DE000HV8CM59
NEXT POTENTIAL MATURITY DATE 30/01/2026
COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 25,961.0300 | 26389.04 |
| FTSE 100 | 7,032.3000 | 10372.93 |
| S&P 500 | 4,395.2600 | 7501.24 |
| FTSE MIB | 25,363.0200 | 50050.27 |
STRIKE DATE 30/07/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 18 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 1.50% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6% p.a.
ISIN DE000HV8CB52
NEXT POTENTIAL MATURITY DATE 30/10/2025
COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 25,961.0300 | 26389.04 |
| FTSE 100 | 7,032.3000 | 10372.93 |
| S&P 500 | 4,395.2600 | 7501.24 |
| FTSE MIB | 25,363.0200 | 50050.27 |
STRIKE DATE 30/07/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 18 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 DE000HV8CB60
NEXT POTENTIAL MATURITY DATE 30/10/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| BNP Paribas SA | 51.1600 | 92.03 |
| Banco Santander | 3.0595 | 10.246 |
| ING Groep NV | 10.7720 | 25.945 |
| HSBC | 396.6000 | 1350 |
STRIKE DATE 28/07/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Coupon Rate: USD = 4.00% Quarterly (16% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2288691806
NEXT POTENTIAL MATURITY DATE 28/01/2022
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Intel | 53.8900 | 115.93 |
| Advanced Micro Devices | 111.4000 | 449.7 |
| Nvidia Corporation | 22.6360 | 235.74 |
| Tesla Motors | 237.31 |
STRIKE DATE 27/08/2021
RETURN & BARRIERS
Investment Structure: Hybrid Memory Income Autocall
Income Trigger: 50% of initial level
Income Rate: USD = 2.50% Quarterly (10% p.a.)
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Autocall Coupon Rate: 1.50% Quarterly (6.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 4.398% p.a.
ISIN XS2296810281
NEXT POTENTIAL MATURITY DATE 27/08/2025