INTERNATIONAL PRODUCTS
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Intel | 56.7500 | 100.23 |
| Nvidia Corporation | 20.0268 | 208.76 |
| 351.8900 | 606.1 | |
| Tesla Motors | 226.92 |
STRIKE DATE 29/06/2021
RETURN & BARRIERS
Investment Structure: Hybrid Memory Income Autocall
Income Trigger: 50% of initial level
Income Rate: USD = 2.50% Quarterly (10% p.a.)
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Autocall Coupon Rate: 1.50% Quarterly (6.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -7.6325% p.a.
ISIN XS2277226499
NEXT POTENTIAL MATURITY DATE 30/06/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Rio Tinto | 5,792.0000 | 6856 |
| Barrick Gold Corp | 21.1500 | |
| BHP Group PLC | 2,038.5000 | 3145 |
| Glencore | 301.2500 | 537.7 |
STRIKE DATE 21/06/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall
Maximum Term: 6 years
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Coupon Rate: 4.60% Quarterly (18.40% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2277221698
NEXT POTENTIAL MATURITY DATE 21/03/2022
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Rio Tinto | 5,792.0000 | 6856 |
| Barrick Gold Corp | 21.1500 | |
| BHP Group PLC | 2,038.5000 | 3145 |
| Glencore | 301.2500 | 537.7 |
STRIKE DATE 21/06/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall
Maximum Term: 6 years
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Coupon Rate: 4.80% Quarterly (19.20% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2277221771
NEXT POTENTIAL MATURITY DATE 21/03/2022
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,359.036 | 8838.994 |
| IBEX 35 | 9,195.9 | 19267 |
| Nasdaq 100 | 14,163.81 | 28454.81 |
| MSCI Taiwan | 691.31 | 2024.52 |
STRIKE DATE 17/06/2021
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 = 3.05% Semi-Annually
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.10% p.a.
ISIN XS2335675315
NEXT POTENTIAL MATURITY DATE 17/06/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,359.036 | 8838.994 |
| IBEX 35 | 9,195.9 | 19267 |
| Nasdaq 100 | 14,163.81 | 28454.81 |
| MSCI Taiwan | 691.31 | 2024.52 |
STRIKE DATE 17/06/2021
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 = 4.00% Semi-Annually
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2335675232
NEXT POTENTIAL MATURITY DATE 17/06/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 6,931.6620 | 8838.994 |
| FTSE 100 | 6,950.2000 | 10639.17 |
| SMI | 11,045.2000 | 14214.95 |
| Nasdaq 100 | 13,237.9100 | 28454.81 |
STRIKE DATE 19/05/2021
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 1.3125% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 5.25
ISIN XS2319872748
NEXT POTENTIAL MATURITY DATE 19/05/2023
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| General Motor Co | 61.49 | 80.67 |
| Hyundai Motor Co | 238,500 | 432000 |
| Toyota Motor Corp | 1,972.2000 | 2950 |
| Volkswagen AG | 200.7330 | 72.94 |
STRIKE DATE 11/06/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Coupon Rate: GBP = 5.00% Quarterly (20% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -11.19%
ISIN XS2275903941
NEXT POTENTIAL MATURITY DATE 12/06/2026
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| General Motor Co | 61.4900 | 80.67 |
| Hyundai Motor Co | 238,500 | 432000 |
| Toyota Motor Corp | 1,972.2000 | 2950 |
| Volkswagen AG | 200.7330 | 72.94 |
STRIKE DATE 11/06/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Coupon Rate: USD = 6.00% Quarterly (24% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -11.19%
ISIN XS2275904089
NEXT POTENTIAL MATURITY DATE 12/06/2026
COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Nasdaq 100 | 13,719.63 | 28454.81 |
| HSCEI | 10,699.00 | 8352.67 |
| FTSE MIB | 24,612.04 | 51315.84 |
STRIKE DATE 07/05/2021
RETURN & BARRIERS
1.625% Memory Quarterly Coupon if above 80%,
95% Autocall Trigger from 12 Months,
60% European Barrier.
P.A. RETURN 6.50%
ISIN DE000HV4MBN3
NEXT POTENTIAL MATURITY DATE 07/05/2026
COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE 39.62% (as at 24/07/2026 10:18 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Invesco Wilderhill Clean Energy ETF | 86.3900 | 33.22 |
STRIKE DATE 04/06/2021
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 = 1.40% Quarterly (5.60% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2331024070
NEXT POTENTIAL MATURITY DATE 04/09/2026
COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE 40.92% (as at 24/07/2026 10:18 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Invesco Wilderhill Clean Energy ETF | 86.3900 | 33.22 |
STRIKE DATE 04/06/2021
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 = 1.75% Quarterly (7.00% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2331037643
NEXT POTENTIAL MATURITY DATE 04/09/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Volkswagen AG | 206.4977 | 72.94 |
| General Motor Co | 63.3700 | 80.67 |
| Tesla Motors | 199.68 | |
| Mercedes-Benz Group AG | 66.25544793 | 44.32 |
STRIKE DATE 04/06/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Memory Income Rate: GBP = 3.50% Quarterly (14% p.a.)
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -3.19% p.a.
ISIN XS2272079224
NEXT POTENTIAL MATURITY DATE 04/06/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Volkswagen AG | 206.4977 | 72.94 |
| General Motor Co | 63.3700 | 80.67 |
| Tesla Motors | 199.68 | |
| Mercedes-Benz Group AG | 66.25544793 | 44.32 |
STRIKE DATE 04/06/2021
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 = 3.50% Quarterly (14% p.a.)
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -3.19% p.a.
ISIN XS2272079497
NEXT POTENTIAL MATURITY DATE 04/06/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.76% (as at 24/07/2026 10:18 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,064.3500 | 10639.17 |
| CAC 40 | 6,507.9200 | 8299.09 |
| Dow Jones Industrial Average | 34,577.0400 | 51711.65 |
| HSI | 28,966.0300 | 25210.81 |
STRIKE DATE 03/06/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 3.65% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2272075073
NEXT POTENTIAL MATURITY DATE 03/12/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 100.32% (as at 24/07/2026 10:18 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,064.3500 | 10639.17 |
| CAC 40 | 6,507.9200 | 8299.09 |
| Dow Jones Industrial Average | 34,577.0400 | 51711.65 |
| HSI | 28,966.0300 | 25210.81 |
STRIKE DATE 03/06/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 4.50% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2272075156
NEXT POTENTIAL MATURITY DATE 03/12/2026
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,082.2800 | 8838.994 |
| CAC 40 | 6,302.5700 | 8299.09 |
| MSCI Taiwan | 701.0300 | 2024.52 |
STRIKE DATE 29/04/2021
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= 3.00% 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% p.a.
ISIN XS2319843301
NEXT POTENTIAL MATURITY DATE 29/04/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,082.2800 | 8838.994 |
| CAC 40 | 6,302.5700 | 8299.09 |
| MSCI Taiwan | 701.0300 | 2024.52 |
STRIKE DATE 29/04/2021
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 = 2.50% 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% p.a.
ISIN XS2319843210
NEXT POTENTIAL MATURITY DATE 29/04/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,064.6670 | 8838.994 |
| FTSE 100 | 6,963.6700 | 10639.17 |
| SMI | 11,103.4600 | 14214.95 |
| Eurostoxx 50 | 4,015.0300 | 6210.17 |
STRIKE DATE 28/04/2021
RETURN & BARRIERS
Investment Structure: Semi-Annual Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 18 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP= 3.50% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.00% p.a.
ISIN XS2319629643
NEXT POTENTIAL MATURITY DATE 28/04/2023
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| General Motor Co | 55.8900 | 80.67 |
| Hyundai Motor Co | 231,000.0000 | 432000 |
| Toyota Motor Corp | 1,763.8000 | 2950 |
| Volkswagen AG | 184.7294 | 72.94 |
STRIKE DATE 18/05/2021
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 -10.514% p.a.
ISIN XS2252323931
NEXT POTENTIAL MATURITY DATE 19/05/2026
COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE 0.00% (as at 24/07/2026 10:18 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Solactive New World Trend Index AR 5% | 177.1300 | 222.12 |
STRIKE DATE 21/05/2021
RETURN & BARRIERS
Investment Structure: Capital Protected Growth Participation Note
Participation Rate: USD = 215%
Strike Level: 95% of the closing level on the Strike Date
Capital Risk: Max 5% capital at risk
Capital Protection: 95% Capital Protected
P.A. RETURN
ISIN XS2278271221
NEXT POTENTIAL MATURITY DATE 21/05/2027