INTERNATIONAL PRODUCTS
COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Amazon.com | 3,159.5300 | 267.22 |
| Advanced Micro Devices | 86.9400 | 449.7 |
| Apple Inc | 125.3500 | 298.21 |
| Tesla Motors | 742.0200 |
STRIKE DATE 24/02/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall opportunities: Quarterly
(First Observation at 6 months)
Autocall Trigger: 90% of initial level
Memory Income Rate: EUR = 4.05% Quarterly
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2224083423
NEXT POTENTIAL MATURITY DATE 27/08/2021
COUNTERPARTY
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Amazon.com | 3,159.5300 | 267.22 |
| Advanced Micro Devices | 86.9400 | 449.7 |
| Apple Inc | 125.3500 | 298.21 |
| Tesla Motors | 742.0200 |
STRIKE DATE 24/02/2021
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 = 4.25% Quarterly
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2224080080
NEXT POTENTIAL MATURITY DATE 29/11/2021
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Amazon.com | 3,159.5300 | 267.22 |
| Advanced Micro Devices | 86.9400 | 449.7 |
| Apple Inc | 125.3500 | 298.21 |
| Tesla Motors | 742.0200 |
STRIKE DATE 24/02/2021
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 = 4.50% Quarterly
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2224080163
NEXT POTENTIAL MATURITY DATE 27/08/2021
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6,712.9500 | 10372.93 |
| Russell 2000 | 2,151.1370 | 2863.086 |
| Nikkei 225 | 28,633.4600 | 62654.05 |
| Russian Depository Index | 1,692.7000 | 0 |
STRIKE DATE 19/01/2021
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 = 3.45% Semi-Annually
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.90% p.a.
ISIN XS2273885447
NEXT POTENTIAL MATURITY DATE 19/07/2023
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 6,679.0830 | 8640.714 |
| Nasdaq 100 | 12,892.0900 | 29580.3 |
| FTSE 100 | 6,754.1100 | 10372.93 |
| MSCI Taiwan | 636.2700 | 1881.54 |
STRIKE DATE 12/01/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Quarterly
(First Observation at 6 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 2.90% Quarterly
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2019655351
NEXT POTENTIAL MATURITY DATE 12/07/2021
COUNTERPARTY Barclays Bank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SPDR S&P Oil & Gas ETF | 71.7100 | 169.22 |
STRIKE DATE 14/01/2021
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Classic Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 3.00% Quarterly
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2219795080
NEXT POTENTIAL MATURITY DATE 14/07/2021
COUNTERPARTY Barclays Bank
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SPDR S&P Oil & Gas ETF | 71.7100 | 169.22 |
STRIKE DATE 14/01/2021
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Classic Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 3.26% Quarterly
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2219795163
NEXT POTENTIAL MATURITY DATE 14/07/2021
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Boeing Co | 221.2400 | 229.21 |
| American Airlines Group | 16.8000 | 12.7 |
| Airbus | 90.3800 | 172.74 |
STRIKE DATE 17/12/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100% of initial level reducing 1.83% per Quarter
Coupon Rate: USD= 6.50% Quarterly (26.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2204030766
NEXT POTENTIAL MATURITY DATE 17/06/2021
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 6,780.5650 | 8640.714 |
| Nikkei 225 | 28,635.2100 | 62654.05 |
| IBEX 35 | 7,852.7000 | 17809.2 |
| MSCI Taiwan | 653.0900 | 1881.54 |
STRIKE DATE 27/01/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 5.75% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 11.50% p.a.
ISIN XS2114074847
NEXT POTENTIAL MATURITY DATE 27/07/2023
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 6,780.5650 | 8640.714 |
| Nikkei 225 | 28,635.2100 | 62654.05 |
| IBEX 35 | 7,852.7000 | 17809.2 |
| MSCI Taiwan | 653.0900 | 1881.54 |
STRIKE DATE 27/01/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 7.50% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 15.00% p.a.
ISIN XS2114075224
NEXT POTENTIAL MATURITY DATE 27/07/2023
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 6,649.6940 | 8640.714 |
| IBEX 35 | 7,932.5000 | 17809.2 |
| Nasdaq 100 | 13,201.5300 | 29580.3 |
| MSCI Taiwan | 639.7200 | 1881.54 |
STRIKE DATE 28/01/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 12 months)
Autocall Trigger: 100% of initial level then reduced by
2% every 6 months
Memory Income Rate: USD = 4.10% Semi-Annually
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2011063208
NEXT POTENTIAL MATURITY DATE 28/04/2022
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 25.72% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Booking Holdings | 2,098.0500 | 154.48 |
| Zoom Communications | 399.4300 | 98.23 |
| Intel | 50.6650 | 115.93 |
| Tesla Inc | 211.08 | 443.3 |
STRIKE DATE 15/12/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 90% of initial level
Memory Income Rate: USD = 3.86% Quarterly
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2204025501
NEXT POTENTIAL MATURITY DATE 15/06/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 25.92% (as at 15/05/2026 09:55 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Booking Holdings | 2,098.0500 | 154.48 |
| Zoom Communications | 399.4300 | 98.23 |
| Intel | 50.6650 | 115.93 |
| Tesla Inc | 211.08 | 443.3 |
STRIKE DATE 15/12/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 90% of initial level
Memory Income Rate: GBP = 3.72% Quarterly
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2204025683
NEXT POTENTIAL MATURITY DATE 15/06/2026
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 6,599.5710 | 8640.714 |
| Nasdaq 100 | 12,717.5600 | 29580.3 |
| OMX Stockholm 30 | 1,863.2820 | 3048.114 |
| MSCI Taiwan | 569.1900 | 1881.54 |
STRIKE DATE 22/12/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: EUR = 4.00% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1999656207
NEXT POTENTIAL MATURITY DATE 22/12/2021
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 6,742.6190 | 8640.714 |
| FTSE 100 | 6,712.9500 | 10372.93 |
| Nasdaq 100 | 12,996.5400 | 29580.3 |
| MSCI Taiwan | 659.5600 | 1881.54 |
STRIKE DATE 19/01/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annual (First Observation at 24 months)
Autocall Trigger: 95% of initial level
Memory Income Rate: GBP = 2.50% Semi-Annually
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 5.00% p.a.
ISIN XS1999004556
NEXT POTENTIAL MATURITY DATE 19/07/2023
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 6,742.6190 | 8640.714 |
| FTSE 100 | 6,712.9500 | 10372.93 |
| Nasdaq 100 | 12,996.5400 | 29580.3 |
| MSCI Taiwan | 659.5600 | 1881.54 |
STRIKE DATE 19/01/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annual (First Observation at 24 months)
Autocall Trigger: 95% of initial level
Memory Income Rate: USD = 3.00% Semi-Annually
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.00% p.a.
ISIN XS1999005959
NEXT POTENTIAL MATURITY DATE 19/07/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Amazon.com | 3,263.3800 | 267.22 |
| Advanced Micro Devices | 88.7500 | 449.7 |
| Apple Inc | 132.0300 | 298.21 |
| Tesla Motors | 850.4500 |
STRIKE DATE 20/01/2021
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 = 3.80% Quarterly
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2204023985
NEXT POTENTIAL MATURITY DATE 20/10/2021
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Amazon.com | 3,263.3800 | 267.22 |
| Advanced Micro Devices | 88.7500 | 449.7 |
| Apple Inc | 132.0300 | 298.21 |
| Tesla Motors | 850.4500 |
STRIKE DATE 20/01/2021
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 = 4.00% Quarterly
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2204023803
NEXT POTENTIAL MATURITY DATE 20/10/2021
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 6,634.0820 | 8640.714 |
| IBEX 35 | 8,322.9000 | 17809.2 |
| Nasdaq 100 | 12,528.4800 | 29580.3 |
| MSCI Taiwan | 565.4500 | 1881.54 |
STRIKE DATE 04/12/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall opportunities: Quarterly
(First Observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP= 1.75% Quarterly (7.00% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 7.00% p.a.
ISIN XS1971456923
NEXT POTENTIAL MATURITY DATE 05/06/2023
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 6,634.0820 | 8640.714 |
| IBEX 35 | 8,322.9000 | 17809.2 |
| Nasdaq 100 | 12,528.4800 | 29580.3 |
| MSCI Taiwan | 565.4500 | 1881.54 |
STRIKE DATE 04/12/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall opportunities: Quarterly
(First Observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD= 2.075% Quarterly (8.30% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 8.30% p.a.
ISIN XS1971458895
NEXT POTENTIAL MATURITY DATE 05/06/2023