INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
Barclays 85-65 Memory Income Autocall Mar 2022 GBP
ISIN: XS2354947447
STRIKE DATE: 30/03/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,578.750010831.52
Eurostoxx 503,959.14006382.59
Nikkei 22528,027.250064214.48
S&P 5004,602.45007747.71

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

EXPAND CLOSE
Barclays 85-65 Memory Income Autocall Mar 2022 USD
ISIN: XS2354947520
STRIKE DATE: 30/03/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,578.750010831.52
Eurostoxx 503,959.14006382.59
Nikkei 22528,027.250064214.48
S&P 5004,602.45007747.71

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

EXPAND CLOSE
BNP European Banks 50-50 Memory Income Autocall Mar 2022 USD
ISIN: XS2356237813
STRIKE DATE: 25/03/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Banco Santander3.057012.902
Commerzbank AG7.156041.6
Lloyds48.7500112.45
Societe Generale23.765074.38

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

EXPAND CLOSE
Morgan Stanley 80-70 Memory Income Autocall Feb 2022 GBP
ISIN: XS2424800238
STRIKE DATE: 24/02/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10013,974.670029482.32
Eurostoxx 503,829.29006382.59
Nikkei 22525,970.820064214.48

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

EXPAND CLOSE
BBVA European Banks Defensive Autocall Mar 2022 GBP
ISIN: XS2349082433
STRIKE DATE: 23/03/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Banco Santander3.130512.902
Commerzbank AG7.191041.6
Lloyds49.5100112.45
Societe Generale24.370074.38

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

EXPAND CLOSE
BBVA European Banks Defensive Autocall Mar 2022 USD
ISIN: XS2349082359
STRIKE DATE: 23/03/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Banco Santander3.130512.902
Commerzbank AG7.191041.6
Lloyds49.5100112.45
Societe Generale24.370074.38

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

EXPAND CLOSE
BBVA 85-65 Memory Income Autocall Mar 2022 GBP
ISIN: XS2349080908
STRIKE DATE: 29/03/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB25,307.980052245.47
CAC 406,792.16008286.4
HSI21,927.630025213.31
Nikkei 22528,252.420064214.48

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

EXPAND CLOSE
BBVA 85-65 Memory Income Autocall Mar 2022 USD
ISIN: XS2349080817
STRIKE DATE: 29/03/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE MIB25,307.980052245.47
CAC 406,792.16008286.4
HSI21,927.630025213.31
Nikkei 22528,252.420064214.48

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

EXPAND CLOSE
Morgan Stanley Triple Index Low Hurdle Autocall Mar 2022 GBP
ISIN: XS2424809882
STRIKE DATE: 18/03/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,902.44006382.59
Nasdaq 10014,420.080029482.32
Nikkei 22526,827.430064214.48

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

EXPAND CLOSE
Morgan Stanley Triple Index Low Hurdle Autocall Mar 2022 USD
ISIN: XS2424809965
STRIKE DATE: 18/03/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Eurostoxx 503,902.44006382.59
Nasdaq 10014,420.080029482.32
Nikkei 22526,827.430064214.48

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

EXPAND CLOSE
BBVA 85-70 Memory Income Autocall Feb 2022 GBP
ISIN: XS2339630977
STRIKE DATE: 14/02/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Nasdaq 10014,268.590029482.32
IBEX 358,573.800020000.2
HSI24,556.570025213.31
Nikkei 22527,079.590064214.48

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

    EXPAND CLOSE
    Goldman Sachs Eurostoxx Classic Autocall Feb 2022 USD
    ISIN: XS2422665799
    STRIKE DATE: 14/02/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Goldman Sachs
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Eurostoxx 504,064.45006382.59

    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

      EXPAND CLOSE
      Leonteq 2 Year 60-60 Memory Income Autocall Feb 2022 USD 5
      ISIN: CH1158664115
      STRIKE DATE: 11/02/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: CONTACT

      COUNTERPARTY Leonteq
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Qualcomm Inc164.6400168.57
      Nvidia Corporation239.4900228.45
      Taiwan Semiconductor Manufacturing121.0100417.01

      STRIKE DATE 11/02/2022
      RETURN & BARRIERS
      Maximum Term: 2 years Investment Structure: Memory Income Autocall Autocall Opportunities: Monthly Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.425% Monthly Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 17.10% p.a.
      ISIN CH1158664115
      NEXT POTENTIAL MATURITY DATE 12/02/2024

        EXPAND CLOSE
        Leonteq 2 Year 60-60 Memory Income Autocall Feb 2022 USD 4
        ISIN: CH1158664123
        STRIKE DATE: 11/02/2022
        INDICATIVE PRICE: Not available
        STATUS: Matured
        FACTSHEET: CONTACT

        COUNTERPARTY Leonteq
        TYPE Note
        CURRENCY USD
        CURRENT PRICE Not available

        UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
        Block Inc107.880083.37
        Paypal115.290056.82
        Visa224.6900378.75

        STRIKE DATE 11/02/2022
        RETURN & BARRIERS
        Maximum Term: 2 years Investment Structure: Memory Income Autocall Autocall Opportunities: Monthly Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.792% Monthly Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
        P.A. RETURN
        ISIN CH1158664123
        NEXT POTENTIAL MATURITY DATE 12/02/2024

          EXPAND CLOSE
          Leonteq 2 Year 60-60 Memory Income Autocall Feb 2022 USD 3
          ISIN: CH1158664107
          STRIKE DATE: 11/02/2022
          INDICATIVE PRICE: Not available
          STATUS: Matured
          FACTSHEET: CONTACT

          COUNTERPARTY Leonteq
          TYPE Note
          CURRENCY USD
          CURRENT PRICE Not available

          UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
          Amazon.com153.2935258.9
          Netflix391.310082.67
          Walt Disney149.4700107.16

          STRIKE DATE 11/02/2022
          RETURN & BARRIERS
          Maximum Term: 2 years Investment Structure: Memory Income Autocall Autocall Opportunities: Monthly Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.10% Monthly Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
          P.A. RETURN 13.20% p.a.
          ISIN CH1158664107
          NEXT POTENTIAL MATURITY DATE 12/02/2024

            EXPAND CLOSE
            Leonteq 2 Year 60-60 Memory Income Autocall Feb 2022 USD 2
            ISIN: CH1158664099
            STRIKE DATE: 11/02/2022
            INDICATIVE PRICE: Not available
            STATUS: Matured
            FACTSHEET: CONTACT

            COUNTERPARTY Leonteq
            TYPE Note
            CURRENCY USD
            CURRENT PRICE Not available

            UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
            Meta Platform Inc219.5500610.68
            Snap Inc39.49005.7
            Twitter Inc35.840053.7

            STRIKE DATE 11/02/2022
            RETURN & BARRIERS
            Maximum Term: 2 years Investment Structure: Memory Income Autocall Autocall Opportunities: Monthly Autocall Trigger: 100% of initial level Memory Income Rate: USD = 2.125% Monthly Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
            P.A. RETURN 16.865% p.a.
            ISIN CH1158664099
            NEXT POTENTIAL MATURITY DATE 12/02/2024

              EXPAND CLOSE
              Leonteq 2 Year 60-60 Memory Income Autocall Feb 2022 USD
              ISIN: CH1158664081
              STRIKE DATE: 11/02/2022
              INDICATIVE PRICE: Not available
              STATUS: Matured
              FACTSHEET: CONTACT

              COUNTERPARTY Leonteq
              TYPE Note
              CURRENCY USD
              CURRENT PRICE Not available

              UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
              Johnson & Johnson167.7100278.43
              Moderna Inc161.3200148.87
              Pfizer50.780028.81

              STRIKE DATE 11/02/2022
              RETURN & BARRIERS
              Maximum Term: 2 years Investment Structure: Memory Income Autocall Autocall Opportunities: Monthly Autocall Trigger: 100% of initial level Memory Income Rate: USD = 1.708% Monthly Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
              P.A. RETURN
              ISIN CH1158664081
              NEXT POTENTIAL MATURITY DATE 12/07/2022

                EXPAND CLOSE
                Goldman Sachs 3 Year Reducing Autocall Feb 2022 USD
                ISIN: XS2423240725
                STRIKE DATE: 11/02/2022
                INDICATIVE PRICE: Not available
                STATUS: Matured
                FACTSHEET: CONTACT

                COUNTERPARTY Goldman Sachs
                TYPE Note
                CURRENCY USD
                CURRENT PRICE Not available

                UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                Kraneshares CSI China Internet ETF36.530025.54

                STRIKE DATE 11/02/2022
                RETURN & BARRIERS
                Maximum Term: 3 years Investment Structure: Reducing Autocall Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level, 90% at year 2, 65% at year 3. Coupon Rate USD: 13.01% Snowballing Annual Coupon if Autocalled Capital Risk: Not capital protected. Capital Protection Barrier: 65% Final level (European style)
                P.A. RETURN 13.01%
                ISIN XS2423240725
                NEXT POTENTIAL MATURITY DATE 11/02/2025

                  EXPAND CLOSE
                  BBVA Global Markets Classic Autocall Mar 2022 GBP
                  ISIN: XS2349074414
                  STRIKE DATE: 16/03/2022
                  INDICATIVE PRICE: Not available
                  STATUS: Matured
                  FACTSHEET: DOWNLOAD

                  COUNTERPARTY BBVA
                  TYPE Note
                  CURRENCY GBP
                  CURRENT PRICE Not available

                  UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                  FTSE MIB24,284.850052245.47
                  CAC 406,588.64008286.4
                  Nikkei 22525,762.010064214.48
                  HSI20,087.500025213.31

                  STRIKE DATE 16/03/2022
                  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 = 5.75% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
                  P.A. RETURN 11.50% p.a.
                  ISIN XS2349074414
                  NEXT POTENTIAL MATURITY DATE 17/03/2025

                  EXPAND CLOSE
                  BBVA Global Markets Classic Autocall Mar 2022 USD
                  ISIN: XS2349074505
                  STRIKE DATE: 16/03/2022
                  INDICATIVE PRICE: Not available
                  STATUS: Matured
                  FACTSHEET: DOWNLOAD

                  COUNTERPARTY BBVA
                  TYPE Note
                  CURRENCY USD
                  CURRENT PRICE Not available

                  UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
                  FTSE MIB24,284.850052245.47
                  CAC 406,588.64008286.4
                  Nikkei 22525,762.010064214.48
                  HSI20,087.500025213.31

                  STRIKE DATE 16/03/2022
                  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 = 6.50% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
                  P.A. RETURN 13.00% p.a.
                  ISIN XS2349074505
                  NEXT POTENTIAL MATURITY DATE 17/03/2025

                  EXPAND CLOSE