INTERNATIONAL PRODUCTS
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,019.5630 | 8640.714 |
| Nikkei 225 | 28,098.2500 | 62654.05 |
| S&P 500 | 4,159.1200 | 7501.24 |
| Eurostoxx 50 | 3,999.9100 | 5934.96 |
STRIKE DATE 20/05/2021
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 5.00% p.a.
ISIN XS2318495137
NEXT POTENTIAL MATURITY DATE 22/05/2023
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6,938.2400 | 10372.93 |
| S&P/ASX 200 | 7,055.4490 | 8640.714 |
| S&P/TSX 60 | 1,132.4690 | 1986.704 |
| Eurostoxx 50 | 4,014.8000 | 5934.96 |
STRIKE DATE 22/04/2021
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 2.50% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2319632514
NEXT POTENTIAL MATURITY DATE 24/04/2023
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Banco Santander | 3.3180 | 10.246 |
| HSBC | 445.9500 | 1350 |
| Lloyds | 48.2200 | 96.6 |
| ING Groep NV | 10.9220 | 25.945 |
STRIKE DATE 20/05/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall opportunities: Quarterly
(First Observation at 6 months)
Autocall Trigger: 95% of initial level
Memory Income Rate: USD = 2.00% Quarterly (8.00% p.a.)
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2271082666
NEXT POTENTIAL MATURITY DATE 22/02/2022
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| OMX Stockholm 30 | 2,228.2900 | 3048.114 |
| FTSE 100 | 6,895.2900 | 10372.93 |
| S&P 500 | 4,173.4200 | 7501.24 |
| Eurostoxx 50 | 3,976.4100 | 5934.96 |
STRIKE DATE 21/04/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annual (First Observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 2.30% Semi-Annually
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 4.60% p.a.
ISIN XS2318463440
NEXT POTENTIAL MATURITY DATE 22/04/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| OMX Stockholm 30 | 2,228.2900 | 3048.114 |
| FTSE 100 | 6,895.2900 | 10372.93 |
| S&P 500 | 4,173.4200 | 7501.24 |
| Eurostoxx 50 | 3,976.4100 | 5934.96 |
STRIKE DATE 21/04/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annual (First Observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 2.70% Semi-Annually
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 5.40% p.a.
ISIN XS2318463366
NEXT POTENTIAL MATURITY DATE 22/04/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,065.9810 | 8640.714 |
| IBEX 35 | 9,183.9000 | 17809.2 |
| Nasdaq 100 | 13,217.6800 | 29580.3 |
| MSCI Taiwan | 653.7500 | 1881.54 |
STRIKE DATE 18/05/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 18 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 2.80% Semi-Annually
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 5.60% p.a.
ISIN XS2274062327
NEXT POTENTIAL MATURITY DATE 20/05/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,065.9810 | 8640.714 |
| IBEX 35 | 9,183.9000 | 17809.2 |
| Nasdaq 100 | 13,217.6800 | 29580.3 |
| MSCI Taiwan | 653.7500 | 1881.54 |
STRIKE DATE 18/05/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 18 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 3.60% Semi-Annually
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.20% p.a.
ISIN XS2248992039
NEXT POTENTIAL MATURITY DATE 20/05/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Banco Santander | 3.2925 | 10.246 |
| HSBC | 443.3000 | 1350 |
| Lloyds | 47.9600 | 96.6 |
| ING Groep NV | 10.8460 | 25.945 |
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: GBP = 4.00% Quarterly (16% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2269097452
NEXT POTENTIAL MATURITY DATE 21/02/2022
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Banco Santander | 3.2925 | 10.246 |
| HSBC | 443.3000 | 1350 |
| Lloyds | 47.9600 | 96.6 |
| ING Groep NV | 10.8460 | 25.945 |
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 61.52% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Invesco Wilderhill Clean Energy ETF | 87.89 | 41.88 |
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 30/07/2026
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| General Motor Co | 55.7300 | 77.75 |
| Nissan Motor Co | 578.6000 | 365.7 |
| Toyota Motor Corp | 1,668.2000 | 3008 |
| Volkswagen AG | 179.6530 | 88.84 |
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 -10.344% p.a.
ISIN XS2269571548
NEXT POTENTIAL MATURITY DATE 12/05/2026
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| General Motor Co | 55.7300 | 77.75 |
| Nissan Motor Co | 578.6000 | 365.7 |
| Toyota Motor Corp | 1,668.2000 | 3008 |
| Volkswagen AG | 179.6530 | 88.84 |
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 -10.344% p.a.
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 | 1881.54 |
| FTSE 100 | 6,942.2200 | 10372.93 |
| Nasdaq 100 | 13,758.5000 | 29580.3 |
| S&P/ASX 200 | 6,998.7700 | 8640.714 |
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 | 1881.54 |
| FTSE 100 | 6,942.2200 | 10372.93 |
| Nasdaq 100 | 13,758.5000 | 29580.3 |
| S&P/ASX 200 | 6,998.7700 | 8640.714 |
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 | 88.84 |
| General Motor Co | 58.72 | 77.75 |
| 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 | 88.84 |
| General Motor Co | 58.72 | 77.75 |
| 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 | 10372.93 |
| Russell 2000 | 2271.856 | 2863.086 |
| MSCI Taiwan | 693.12 | 1881.54 |
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 | 10372.93 |
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 97.98% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6,712.8900 | 10372.93 |
| Russell 2000 | 2,134.2660 | 2863.086 |
| FTSE MIB | 24,208.6600 | 50050.27 |
| KOSPI 200 | 407.1000 | 1243.17 |
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 | 8640.714 |
| Nikkei 225 | 28,508.5500 | 62654.05 |
| S&P 500 | 4,173.4200 | 7501.24 |
| Eurostoxx 50 | 3,976.4100 | 5934.96 |
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