INTERNATIONAL PRODUCTS
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| CAC 40 | 6,285.2400 | 8205.37 |
| FTSE MIB | 24,095.0000 | 50505.87 |
| FTSE 100 | 7,389.9800 | 10782.66 |
| S&P 500 | 3,901.3600 | 7353.73 |
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 | 6231.54 |
| Nasdaq 100 | 11,527.7100 | 26629.81 |
| Nikkei 225 | 26,149.5500 | 61077.9 |
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 | 6231.54 |
| Nasdaq 100 | 11,527.7100 | 26629.81 |
| Nikkei 225 | 26,149.5500 | 61077.9 |
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 | 10782.66 |
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 | 38.73 |
| Societe Generale | 25.2000 | 64.52 |
| Barclays | 169.0000 | 424 |
| Goldman Sachs | 321.5100 | 868.95 |
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 | 38.73 |
| Societe Generale | 25.2000 | 64.52 |
| Barclays | 169.0000 | 424 |
| Goldman Sachs | 321.5100 | 868.95 |
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 117.35% (as at 06/11/2026 09:26 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| BNP Paribas Multi Asset Diversified 5 Index | 273.4002 | 294.4415 |
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 | 10782.66 |
| Nikkei 225 | 27,003.5600 | 61077.9 |
| FTSE MIB | 24,252.1600 | 50505.87 |
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 | 10782.66 |
| Eurostoxx 50 | 3,808.8600 | 6231.54 |
| Nikkei 225 | 26,781.6800 | 61077.9 |
| S&P 500 | 4,158.2400 | 7353.73 |
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 | 10782.66 |
| Eurostoxx 50 | 3,808.8600 | 6231.54 |
| Nikkei 225 | 26,781.6800 | 61077.9 |
| S&P 500 | 4,158.2400 | 7353.73 |
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 | 260.21 |
| Etsy Inc | 82.1500 | 91.53 |
| Paypal | 85.2100 | 58.96 |
| Wayfair Inc | 59.0400 | 113.38 |
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 | 260.21 |
| Etsy Inc | 82.1500 | 91.53 |
| Paypal | 85.2100 | 58.96 |
| Wayfair Inc | 59.0400 | 113.38 |
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 | 6231.54 |
| Nasdaq 100 | 12,642.1000 | 26629.81 |
| Nikkei 225 | 27,279.8000 | 61077.9 |
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 | 6231.54 |
| Nasdaq 100 | 12,642.1000 | 26629.81 |
| Nikkei 225 | 27,279.8000 | 61077.9 |
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 | 260.21 |
| Etsy Inc | 100.1100 | 91.53 |
| Paypal | 83.7000 | 58.96 |
| Wayfair Inc | 79.2400 | 113.38 |
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 | 5.875 |
| Riot Blockchain Inc | 11.85 | 14.76 |
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
COUNTERPARTY BNP
TYPE Note
CURRENCY ZAR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Nasdaq Yewno Glbl Innoative Tech Index | 1,209.4900 | 1941.76 |
STRIKE DATE 19/04/2022
RETURN & BARRIERS
Maximum Term: 3.5 years
Investment Structure: Capital Protected Growth
Income Rate: ZAR = 41% at maturity
Income Trigger: if underlying is between 100%-141% of inital level
Participation rate: 100% if above 141% of inital level
Capital Protection Barrier: 100% Capital Protected
P.A. RETURN 17.664%
ISIN ZAE000309886
NEXT POTENTIAL MATURITY DATE 20/10/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 24,065.0500 | 50505.87 |
| CAC 40 | 6,272.7100 | 8205.37 |
| Nikkei 225 | 26,402.8400 | 61077.9 |
| HSI | 20,120.6800 | 24796.98 |
STRIKE DATE 19/05/2022
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 = 5.30% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 10.60% p.a.
ISIN XS2361895548
NEXT POTENTIAL MATURITY DATE 19/05/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 24,065.0500 | 50505.87 |
| CAC 40 | 6,272.7100 | 8205.37 |
| Nikkei 225 | 26,402.8400 | 61077.9 |
| HSI | 20,120.6800 | 24796.98 |
STRIKE DATE 19/05/2022
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 = 6.90% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 13.80%
ISIN XS2361895621
NEXT POTENTIAL MATURITY DATE 19/05/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Commerzbank AG | 6.1880 | 38.73 |
| ING Groep NV | 9.1350 | 29.225 |
| Barclays | 149.8200 | 424 |
| Goldman Sachs | 313.0700 | 868.95 |
STRIKE DATE 05/05/2022
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 = 5.25% Quarterly (21.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2361890317
NEXT POTENTIAL MATURITY DATE 07/11/2022