INTERNATIONAL PRODUCTS
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Amazon.com | 107.4000 | 249.38 |
| Etsy Inc | 74.0400 | 68.98 |
| Paypal | 71.8200 | 52.6 |
| Wayfair Inc | 50.3200 | 97.67 |
STRIKE DATE 28/06/2022
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: 3.00% Quarterly (12.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 12.00% p.a.
ISIN XS2378607217
NEXT POTENTIAL MATURITY DATE 29/06/2026
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,708.3900 | 6272.5 |
| CAC 40 | 6,358.7400 | 8081.43 |
| FTSE 100 | 7,513.4400 | 10679.99 |
STRIKE DATE 23/05/2022
RETURN & BARRIERS
P.A. RETURN 8.80% p.a.
ISIN XS2378595883
NEXT POTENTIAL MATURITY DATE 23/05/2023
COUNTERPARTY BNP
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,418.1500 | 10679.99 |
| Eurostoxx 50 | 3,703.4200 | 6272.5 |
| HSI | 19,898.7700 | 24761.13 |
| S&P 500 | 4,023.8900 | 7704.13 |
STRIKE DATE 13/05/2022
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi Annual (First Observation at 18 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: ZAR = 6.20% Semi Annually
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 75% Final level (European style
P.A. RETURN 12.40% p.a.
ISIN ZAE000311015
NEXT POTENTIAL MATURITY DATE 13/05/2025
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,145.6440 | 8702.022 |
| CAC 40 | 6,285.2400 | 8081.43 |
| FTSE MIB | 24,095.0000 | 51543.45 |
| FTSE 100 | 7,389.9800 | 10679.99 |
STRIKE DATE 20/05/2022
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= 1.90% Quarterly
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.60% p.a.
ISIN XS2466485229
NEXT POTENTIAL MATURITY DATE 22/05/2023
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| CAC 40 | 6,285.2400 | 8081.43 |
| FTSE MIB | 24,095.0000 | 51543.45 |
| FTSE 100 | 7,389.9800 | 10679.99 |
| S&P 500 | 3,901.3600 | 7704.13 |
STRIKE DATE 20/05/2022
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= 3.50% Semi Annual
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
One Star Effect Trigger: 100% of initial level
P.A. RETURN 7.00% p.a.
ISIN XS2367915308
NEXT POTENTIAL MATURITY DATE 22/05/2023
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,464.6400 | 6272.5 |
| Nasdaq 100 | 11,527.7100 | 30478.86 |
| Nikkei 225 | 26,149.5500 | 65513.99 |
STRIKE DATE 22/06/2022
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: GBP = 5.40% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 10.80% p.a.
ISIN XS2477010875
NEXT POTENTIAL MATURITY DATE 22/06/2023
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,464.6400 | 6272.5 |
| Nasdaq 100 | 11,527.7100 | 30478.86 |
| Nikkei 225 | 26,149.5500 | 65513.99 |
STRIKE DATE 22/06/2022
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 = 6.75% Semi-Annually
Capital Risk: Not capital protected
P.A. RETURN 13.50% p.a.
ISIN XS2477011097
NEXT POTENTIAL MATURITY DATE 22/06/2023
COUNTERPARTY BNP
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,216.5800 | 10679.99 |
STRIKE DATE 09/05/2022
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: GBP = 7.10% p.a.
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.10% p.a.
ISIN XS2379653707
NEXT POTENTIAL MATURITY DATE 09/05/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Commerzbank AG | 8.3640 | 41.07 |
| Societe Generale | 25.2000 | 69.87 |
| Barclays | 169.0000 | 456.6 |
| Goldman Sachs | 321.5100 | 923.29 |
STRIKE DATE 07/06/2022
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 = 4.50% Quarterly (18.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2378591205
NEXT POTENTIAL MATURITY DATE 08/03/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Commerzbank AG | 8.3640 | 41.07 |
| Societe Generale | 25.2000 | 69.87 |
| Barclays | 169.0000 | 456.6 |
| Goldman Sachs | 321.5100 | 923.29 |
STRIKE DATE 07/06/2022
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= 4.50% Quarterly (18.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2378591114
NEXT POTENTIAL MATURITY DATE 08/03/2023
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 129.31% (as at 25/09/2026 11:12 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| BNP Paribas Multi Asset Diversified 5 Index | 273.4002 | 306.2581 |
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 | 10679.99 |
| Nikkei 225 | 27,003.5600 | 65513.99 |
| FTSE MIB | 24,252.1600 | 51543.45 |
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 | 10679.99 |
| Eurostoxx 50 | 3,808.8600 | 6272.5 |
| Nikkei 225 | 26,781.6800 | 65513.99 |
| S&P 500 | 4,158.2400 | 7704.13 |
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 | 10679.99 |
| Eurostoxx 50 | 3,808.8600 | 6272.5 |
| Nikkei 225 | 26,781.6800 | 65513.99 |
| S&P 500 | 4,158.2400 | 7704.13 |
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 | 249.38 |
| Etsy Inc | 82.1500 | 68.98 |
| Paypal | 85.2100 | 52.6 |
| Wayfair Inc | 59.0400 | 97.67 |
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 | 249.38 |
| Etsy Inc | 82.1500 | 68.98 |
| Paypal | 85.2100 | 52.6 |
| Wayfair Inc | 59.0400 | 97.67 |
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 | 6272.5 |
| Nasdaq 100 | 12,642.1000 | 30478.86 |
| Nikkei 225 | 27,279.8000 | 65513.99 |
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 | 6272.5 |
| Nasdaq 100 | 12,642.1000 | 30478.86 |
| Nikkei 225 | 27,279.8000 | 65513.99 |
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 | 249.38 |
| Etsy Inc | 100.1100 | 68.98 |
| Paypal | 83.7000 | 52.6 |
| Wayfair Inc | 79.2400 | 97.67 |
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 | 12.92 |
| Riot Blockchain Inc | 11.85 | 23.48 |
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