INTERNATIONAL PRODUCTS

CURRENT PRODUCTS PREVIOUS PRODUCTS
PRODUCT NAME
ISIN
STRIKE DATE
INDICATIVE PRICE
STATUS
FACTSHEET
BBVA US Tech Hybrid Memory Income Autocall Apr 2022 USD
ISIN: XS2349099163
STRIKE DATE: 13/04/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Advanced Micro Devices97.7400562.23
Intel47.010095.37
Nvidia Corporation22.2030217.23
Tesla Inc340.79362.44

STRIKE DATE 13/04/2022
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Hybrid Memory Income Autocall Income Trigger: 50% of initial level Income Rate: GBP = 2.45% Quarterly (9.80% p.a.) USD = 2.70% Quarterly (10.80% p.a.) Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 85% of initial level Autocall Coupon Rate: USD = 1.50% Quarterly (6.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 10.80%
ISIN XS2349099163
NEXT POTENTIAL MATURITY DATE 13/01/2026

EXPAND CLOSE
BNP Triple Index Memory Income Autocall One Star Mar 2022 USD
ISIN: XS2358217961
STRIKE DATE: 31/03/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,515.680010840.35
Nikkei 22527,821.430064425.95
FTSE MIB25,021.260049397.55

STRIKE DATE 31/03/2022
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall with One Star Effect Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 1.67% Quarterly (6.68% p.a.) Income Trigger: 80% Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) One Star Effect Trigger: 100% of initial level
P.A. RETURN
ISIN XS2358217961
NEXT POTENTIAL MATURITY DATE 31/03/2023

EXPAND CLOSE
BNP Global Markets Memory Income Autocall 1 Star Effect Mar 2022 USD
ISIN: XS2355969465
STRIKE DATE: 31/03/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,515.680010840.35
S&P 5004,530.41007744.06
Nikkei 22527,821.430064425.95
FTSE MIB25,021.260049397.55

STRIKE DATE 31/03/2022
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall with One Star Effect Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 1.5625% Quarterly (6.25% p.a.) Income Trigger: 80% Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) One Star Effect Trigger: 100% of initial level
P.A. RETURN 6.25% p.a.
ISIN XS2355969465
NEXT POTENTIAL MATURITY DATE 02/04/2024

EXPAND CLOSE
BNP Global Markets Memory Income Autocall 1 Star Effect Mar 2022 GBP
ISIN: XS2355969200
STRIKE DATE: 31/03/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,515.680010840.35
S&P 5004,530.41007744.06
Nikkei 22527,821.430064425.95
FTSE MIB25,021.260049397.55

STRIKE DATE 31/03/2022
RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall with One Star Effect Autocall Opportunities: Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 1.3750% Quarterly (5.50% p.a.) Income Trigger: 80% Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style) One Star Effect Trigger: 100% of initial level
P.A. RETURN 5.50% p.a.
ISIN XS2355969200
NEXT POTENTIAL MATURITY DATE 02/04/2024

EXPAND CLOSE
BNP Paribas Triple Index Memory Income Autocall with One Star Apr 2022 USD
ISIN: XS2358197759
STRIKE DATE: 29/04/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas Issuance B.V.
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,544.550010840.35
Nikkei 22527,003.560064425.95
FTSE MIB24,252.160049397.55

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: USD= 1.60% 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 6.40% p.a.
ISIN XS2358197759
NEXT POTENTIAL MATURITY DATE 08/05/2023

EXPAND CLOSE
BNP US Equity Memory Profit Autocall Shariah Compliant Mar 2022 USD
ISIN: XS2288429827
STRIKE DATE: 30/03/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP Paribas
TYPE
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Advanced Micro Devices119.2200562.23
Paypal118.490057.16
Nvidia Corporation27.6900217.23

STRIKE DATE 30/03/2022
RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Memory Profit Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Profit Rate: USD = 4.27% Quarterly Profit Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN -15.575%
ISIN XS2288429827
NEXT POTENTIAL MATURITY DATE 30/03/2026

EXPAND CLOSE
BBVA Blue Chip Memory Income Autocall Mar 2022 USD
ISIN: XS2349091343
STRIKE DATE: 30/03/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Airbus111.36194.78
Banco Santander3.142511.998
Ford Motor Co15.929912.31
LVMH Moet Hennessy Louis Vui660.5398.3

STRIKE DATE 30/03/2022
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 then reduced by 2.5% Quarterly Memory Income Rate: USD = 4.10% Quarterly Income Trigger: 65% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 16.40% p.a.
ISIN XS2349091343
NEXT POTENTIAL MATURITY DATE 30/12/2025

EXPAND CLOSE
Leonteq US Stocks Memory Income Autocall Mar 2022 USD
ISIN: CH1164000072
STRIKE DATE: 30/03/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Leonteq
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Advanced Micro Devices119.22562.23
Carnival Corp19.626.46
Microsoft313.86539.44
Tesla Motors364.66

STRIKE DATE 30/03/2022
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 = 6.75% Quarterly Income Trigger: 75% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 27.00% p.a.
ISIN CH1164000072
NEXT POTENTIAL MATURITY DATE 30/12/2024

EXPAND CLOSE
BBVA E-Commerce Fixed Income Autocall Apr 2022 GBP
ISIN: XS2361879187
STRIKE DATE: 28/04/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com144.5970254.76
Etsy Inc101.880089.18
Paypal92.090057.16
Wayfair Inc83.3900111.93

STRIKE DATE 28/04/2022
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 = 2.45% Quarterly (9.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 9.80% p.a.
ISIN XS2361879187
NEXT POTENTIAL MATURITY DATE 28/04/2026

EXPAND CLOSE
BBVA E-Commerce Fixed Income Autocall Apr 2022 USD
ISIN: XS2361879005
STRIKE DATE: 28/04/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Amazon.com144.5970254.76
Etsy Inc101.880089.18
Paypal92.090057.16
Wayfair Inc83.3900111.93

STRIKE DATE 28/04/2022
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 = 2.60% Quarterly (10.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 10.40% p.a.
ISIN XS2361879005
NEXT POTENTIAL MATURITY DATE 28/04/2026

EXPAND CLOSE
Barclays 85-65 Memory Income Autocall Apr 2022 GBP
ISIN: XS2366932791
STRIKE DATE: 28/04/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,425.610010840.35
Eurostoxx 503,734.64006168.26
Nikkei 22526,386.630064425.95
S&P 5004,183.96007744.06

STRIKE DATE 28/04/2022
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 6.25% p.a.
ISIN XS2366932791
NEXT POTENTIAL MATURITY DATE 30/04/2024

EXPAND CLOSE
Barclays 85-65 Memory Income Autocall Apr 2022 USD
ISIN: XS2366932874
STRIKE DATE: 28/04/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: DOWNLOAD

COUNTERPARTY Barclays Bank PLC
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
FTSE 1007,509.190010840.35
Eurostoxx 503,777.02006168.26
Nikkei 22526,847.900064425.95
S&P 5004,287.50007744.06

STRIKE DATE 28/04/2022
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 = 3.650% Semi-Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.3% p.a.
ISIN XS2366932874
NEXT POTENTIAL MATURITY DATE 30/04/2024

EXPAND CLOSE
Marex Pharma Classic Autocall Mar 2022 GBP
ISIN: XS2329170083
STRIKE DATE: 28/03/2022
INDICATIVE PRICE: 117.46%
STATUS: Live
FACTSHEET: CONTACT

COUNTERPARTY Marex
TYPE Note
CURRENCY GBP
CURRENT PRICE 117.46% (as at 16/10/2026 10:16 UK Time)

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
Merck & Co Inc81.2100145.19
Amgen Inc240.4700434.03
Medtronic PLC109.930095.45

STRIKE DATE 28/03/2022
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 = 8.76% Semi Annually Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2329170083
NEXT POTENTIAL MATURITY DATE 29/03/2027

EXPAND CLOSE
BNP European Banks Defensive Autocall March 2022 GBP
ISIN: XS2358529423
STRIKE DATE: 21/03/2022
INDICATIVE PRICE: Not available
STATUS: Live
FACTSHEET: DOWNLOAD

COUNTERPARTY BNP
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
UniCredit SpA9.668075.14
Commerzbank AG7.058037.7
Lloyds48.6300105.85
Societe Generale24.480064.6

STRIKE DATE 21/03/2022
RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level Coupon Rate: USD = 5.75% Quarterly (23.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2358529423
NEXT POTENTIAL MATURITY DATE 30/03/2027

EXPAND CLOSE
BIL Dual Index Memory Income Mar 2022 USD
ISIN: CH1156469681
STRIKE DATE: 18/03/2022
INDICATIVE PRICE: Not available
STATUS: Matured
FACTSHEET: CONTACT

COUNTERPARTY BIL
TYPE Note
CURRENCY USD
CURRENT PRICE Not available

UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
CAC 406,620.24007934.7
S&P 5004,463.12007744.06

STRIKE DATE 18/03/2022
RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi- Annually (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD = 4.70% Semi- Annually Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 9.40% p.a.
ISIN CH1156469681
NEXT POTENTIAL MATURITY DATE 18/03/2024

    EXPAND CLOSE
    Barclays 50-50 Memory Income Autocall March 2022 USD
    ISIN: XS2354961273
    STRIKE DATE: 15/03/2022
    INDICATIVE PRICE: Not available
    STATUS: Matured
    FACTSHEET: CONTACT

    COUNTERPARTY Barclays
    TYPE Note
    CURRENCY USD
    CURRENT PRICE Not available

    UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
    Adobe Inc421.6600251.67
    Meta Platform Inc192.0300736.72
    Upstart Holdings Inc97.480024.75

    STRIKE DATE 15/03/2022
    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: USD = 6.25% Quarterly Income Trigger: 50% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
    P.A. RETURN 25.00% p.a.
    ISIN XS2354961273
    NEXT POTENTIAL MATURITY DATE 17/03/2025

      EXPAND CLOSE
      Morgan Stanley Triple Index Low Hurdle Autocall Apr 2022 GBP
      ISIN: XS2425012767
      STRIKE DATE: 13/04/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Morgan Stanley
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 503,827.96006168.26
      Nasdaq 10014,217.290029935.59
      Nikkei 22526,843.490064425.95

      STRIKE DATE 13/04/2022
      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 = 4.69% 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 9.38% p.a.
      ISIN XS2425012767
      NEXT POTENTIAL MATURITY DATE 13/10/2023

      EXPAND CLOSE
      Morgan Stanley Triple Index Low Hurdle Autocall Apr 2022 USD
      ISIN: XS2425011520
      STRIKE DATE: 13/04/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY Morgan Stanley
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      Eurostoxx 503,827.96006168.26
      Nasdaq 10014,217.290029935.59
      Nikkei 22526,843.490064425.95

      STRIKE DATE 13/04/2022
      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 = 5.39% 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 10.78% p.a.
      ISIN XS2425011520
      NEXT POTENTIAL MATURITY DATE 13/10/2023

      EXPAND CLOSE
      BBVA Global Markets Classic Autocall Apr 2022 GBP
      ISIN: XS2349100359
      STRIKE DATE: 20/04/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY GBP
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE MIB24,878.230049397.55
      CAC 406,624.91007934.7
      Nikkei 22527,217.850064425.95
      HSI20,944.670024062.72

      STRIKE DATE 20/04/2022
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP = 6.00% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 12.00%
      ISIN XS2349100359
      NEXT POTENTIAL MATURITY DATE 22/04/2025

      EXPAND CLOSE
      BBVA Global Markets Classic Autocall Apr 2022 USD
      ISIN: XS2349100433
      STRIKE DATE: 20/04/2022
      INDICATIVE PRICE: Not available
      STATUS: Matured
      FACTSHEET: DOWNLOAD

      COUNTERPARTY BBVA
      TYPE Note
      CURRENCY USD
      CURRENT PRICE Not available

      UNDERLYINGSTRIKE LEVELPREVIOUS CLOSING LEVEL
      FTSE MIB24,878.230049397.55
      CAC 406,624.91007934.7
      Nikkei 22527,217.850064425.95
      HSI20,944.670024062.72

      STRIKE DATE 20/04/2022
      RETURN & BARRIERS
      Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 6 months) Autocall Trigger: 100% of initial level Coupon Rate: USD = 7.25% Semi-Annually Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
      P.A. RETURN 14.50%
      ISIN XS2349100433
      NEXT POTENTIAL MATURITY DATE 22/04/2025

      EXPAND CLOSE