INTERNATIONAL PRODUCTS
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Banco Santander | 3.2925 | 10.634 |
| HSBC | 443.3000 | 1354.6 |
| Lloyds | 47.9600 | 100.62 |
| ING Groep NV | 10.8460 | 24.495 |
STRIKE DATE 19/05/2021
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 XS2269097536
NEXT POTENTIAL MATURITY DATE 21/02/2022
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 50.98% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Invesco Wilderhill Clean Energy ETF | 87.89 | 36.17 |
STRIKE DATE 30/04/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 2.00% Quarterly
Income Trigger: 62% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 62% Final level (European style)
P.A. RETURN
ISIN XS2310343236
NEXT POTENTIAL MATURITY DATE 30/04/2026
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE 73.82% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| General Motor Co | 55.7300 | 79.05 |
| Nissan Motor Co | 578.6000 | 370 |
| Toyota Motor Corp | 1,668.2000 | 3280 |
| Volkswagen AG | 179.6530 | 89.98 |
STRIKE DATE 11/05/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly
(First Observation at 6 months)
Autocall Trigger: 95% of initial level
Coupon Rate: GBP = 5.40% Quarterly (21.60% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2269571548
NEXT POTENTIAL MATURITY DATE 12/05/2026
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE 72.76% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| General Motor Co | 55.7300 | 79.05 |
| Nissan Motor Co | 578.6000 | 370 |
| Toyota Motor Corp | 1,668.2000 | 3280 |
| Volkswagen AG | 179.6530 | 89.98 |
STRIKE DATE 11/05/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly
(First Observation at 6 months)
Autocall Trigger: 95% of initial level
Coupon Rate: USD = 6.30% Quarterly (25.20% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2269572355
NEXT POTENTIAL MATURITY DATE 12/05/2026
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| MSCI Taiwan | 685.3500 | 1672.78 |
| FTSE 100 | 6,942.2200 | 10498.09 |
| Nasdaq 100 | 13,758.5000 | 26479.47 |
| S&P/ASX 200 | 6,998.7700 | 8949.393 |
STRIKE DATE 08/04/2021
RETURN & BARRIERS
Investment Structure: Semi Annual Memory Income Autocall
Autocall opportunities: Semi Annual (First observation at 24 months)
Autocall Trigger: 95% of initial level
Memory Income Rate: 2.50% Semi Annual
Income Trigger: 78.50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 5.00% p.a.
ISIN XS2310194050
NEXT POTENTIAL MATURITY DATE 08/04/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| MSCI Taiwan | 685.3500 | 1672.78 |
| FTSE 100 | 6,942.2200 | 10498.09 |
| Nasdaq 100 | 13,758.5000 | 26479.47 |
| S&P/ASX 200 | 6,998.7700 | 8949.393 |
STRIKE DATE 08/04/2021
RETURN & BARRIERS
Investment Structure: Semi Annual Memory Income Autocall
Autocall opportunities: Semi Annual (First observation at 24 months)
Autocall Trigger: 95% of initial level
Memory Income Rate: 3.00% Semi Annual
Income Trigger: 78.50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 6.00% p.a.
ISIN XS2310194217
NEXT POTENTIAL MATURITY DATE 08/04/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Volkswagen AG | 182.7505 | 89.98 |
| General Motor Co | 58.72 | 79.05 |
| Tesla Motors | 221.18 |
STRIKE DATE 06/05/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall opportunities: Quarterly
(First Observation at 6 months)
Autocall Trigger: 90% of initial level
Memory Income Rate: GBP = 3.50% Quarterly
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 14.00% p.a.
ISIN XS2269086927
NEXT POTENTIAL MATURITY DATE 06/05/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Volkswagen AG | 182.7505 | 89.98 |
| General Motor Co | 58.72 | 79.05 |
| Tesla Motors | 221.18 |
STRIKE DATE 06/05/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall opportunities: Quarterly
(First Observation at 6 months)
Autocall Trigger: 90% of initial level
Memory Income Rate: USD = 3.50% Quarterly
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 14.00% p.a.
ISIN XS2269087065
NEXT POTENTIAL MATURITY DATE 06/05/2025
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6938.56 | 10498.09 |
| Russell 2000 | 2271.856 | 2764.97 |
| MSCI Taiwan | 693.12 | 1672.78 |
STRIKE DATE 23/04/2021
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 8.50% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 0.00%
ISIN XS2318533671
NEXT POTENTIAL MATURITY DATE 23/04/2024
COUNTERPARTY Société Générale
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6938.56 | 10498.09 |
STRIKE DATE 23/04/2021
RETURN & BARRIERS
Investment Structure: Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Conditional Return: GBP = 4.00% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
Daily Loss Barrier: 70% of initial level if final barrier is breached
Daily Loss Amount: 0.15% per business day the index is below the Daily Loss Barrier
P.A. RETURN
ISIN XS2278426957
NEXT POTENTIAL MATURITY DATE 25/04/2022
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 98.30% (as at 22/04/2026 09:46 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6,712.8900 | 10498.09 |
| Russell 2000 | 2,134.2660 | 2764.97 |
| FTSE MIB | 24,208.6600 | 47903.29 |
| KOSPI 200 | 407.1000 | 962.26 |
STRIKE DATE 24/03/2021
RETURN & BARRIERS
Investment Structure: Quarterly Memory Conditional Income
Autocall opportunities: N/A
Autocall Trigger: N/A
Memory Income Rate: 1.75% Quarterly
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2254501963
NEXT POTENTIAL MATURITY DATE 24/03/2027
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 6,997.4820 | 8949.393 |
| Nikkei 225 | 28,508.5500 | 59349.17 |
| S&P 500 | 4,173.4200 | 7064.01 |
| Eurostoxx 50 | 3,976.4100 | 5930.25 |
STRIKE DATE 21/04/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 3.25% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.50% p.a.
ISIN XS2318411050
NEXT POTENTIAL MATURITY DATE 22/04/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 6,997.4820 | 8949.393 |
| Nikkei 225 | 28,508.5500 | 59349.17 |
| S&P 500 | 4,173.4200 | 7064.01 |
| Eurostoxx 50 | 3,976.4100 | 5930.25 |
STRIKE DATE 21/04/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: EUR = 2.50% Semi-annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5% p.a.
ISIN XS2318412454
NEXT POTENTIAL MATURITY DATE 22/04/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 6,997.4820 | 8949.393 |
| Nikkei 225 | 28,508.5500 | 59349.17 |
| S&P 500 | 4,173.4200 | 7064.01 |
| Eurostoxx 50 | 3,976.4100 | 5930.25 |
STRIKE DATE 21/04/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 4.00% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2318412538
NEXT POTENTIAL MATURITY DATE 22/04/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Banco Santander | 2.9030 | 10.634 |
| HSBC | 437.4000 | 1354.6 |
| Lloyds | 43.2550 | 100.62 |
| ING Groep NV | 10.4460 | 24.495 |
STRIKE DATE 09/04/2021
RETURN & BARRIERS
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% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2254529113
NEXT POTENTIAL MATURITY DATE 11/10/2021
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 3,915.4600 | 7064.01 |
STRIKE DATE 18/03/2021
RETURN & BARRIERS
nvestment Structure: Semi-Annual Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD= 3.1% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2259888464
NEXT POTENTIAL MATURITY DATE 20/09/2021
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6,779.6800 | 10498.09 |
STRIKE DATE 18/03/2021
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 3.0% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2259887904
NEXT POTENTIAL MATURITY DATE 20/09/2021
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Oracle | 65.6100 | 181.17 |
| Microsoft | 226.7300 | 424.16 |
| Nvidia Corporation | 123.7025 | 199.88 |
| Amazon.com | 2,977.5700 | 249.91 |
STRIKE DATE 04/03/2021
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 4.17% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2294767343
NEXT POTENTIAL MATURITY DATE 07/09/2021
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6,612.2400 | 10498.09 |
| Eurostoxx 50 | 3,699.8500 | 5930.25 |
STRIKE DATE 22/02/2021
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level with 80% Low Hurdle at maturity
Coupon Rate: GBP = 4.17% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2284722043
NEXT POTENTIAL MATURITY DATE 22/02/2022
COUNTERPARTY Citi
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6,612.2400 | 10498.09 |
| Nikkei 225 | 30,156.0300 | 59349.17 |
STRIKE DATE 22/02/2021
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 5.3635% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 10.727% p.a.
ISIN XS2304977965
NEXT POTENTIAL MATURITY DATE 21/08/2023
