INTERNATIONAL PRODUCTS
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6,503.7200 | 10831.52 |
| S&P 500 | 3,871.7400 | 7747.71 |
| Eurostoxx 50 | 3,642.1200 | 6382.59 |
STRIKE DATE 04/02/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 2.50% Semi Annual
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2274173231
NEXT POTENTIAL MATURITY DATE 04/02/2022
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,474.4800 | 9020.093 |
| FTSE MIB | 25,356.1500 | 52245.47 |
| IBEX 35 | 8,772.8000 | 20000.2 |
| MSCI Taiwan | 689.3700 | 2058.76 |
STRIKE DATE 03/08/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Semi Annually (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 6.25% Semi Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 12.50% p.a.
ISIN XS2335928540
NEXT POTENTIAL MATURITY DATE 05/02/2024
COUNTERPARTY UniCredit Bank AG
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.93% (as at 04/09/2026 10:16 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 25,878.9900 | 25213.31 |
| S&P 500 | 4,522.6800 | 7747.71 |
| FTSE 100 | 7,119.7000 | 10831.52 |
| FTSE MIB | 26,009.2900 | 52245.47 |
STRIKE DATE 31/08/2021
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income with an Annual Autocall
Autocall Opportunities: Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 1.25% Quarterly (5.00% 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 DE000HV8CWZ5
NEXT POTENTIAL MATURITY DATE 30/11/2026
COUNTERPARTY UniCredit Bank AG
TYPE Note
CURRENCY USD
CURRENT PRICE 98.94% (as at 04/09/2026 10:16 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 25,878.9900 | 25213.31 |
| S&P 500 | 4,522.6800 | 7747.71 |
| FTSE 100 | 7,119.7000 | 10831.52 |
| FTSE MIB | 26,009.2900 | 52245.47 |
STRIKE DATE 31/08/2021
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income with an Annual Autocall
Autocall Opportunities: Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 1.50% Quarterly (6.00% 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 DE000HV8CX07
NEXT POTENTIAL MATURITY DATE 30/11/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,149.8400 | 10831.52 |
| FTSE MIB | 26,181.6600 | 52245.47 |
| HSI | 26,028.2900 | 25213.31 |
STRIKE DATE 01/09/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 4.75% Semi-Annual (9.50% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 9.50%
ISIN XS2296812733
NEXT POTENTIAL MATURITY DATE 02/03/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,149.8400 | 10831.52 |
| FTSE MIB | 26,181.6600 | 52245.47 |
| HSI | 26,028.2900 | 25213.31 |
STRIKE DATE 01/09/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 5.50% Semi-Annual (11.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 11.00%
ISIN XS2296812816
NEXT POTENTIAL MATURITY DATE 02/03/2026
COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 25,961.0300 | 25213.31 |
| CAC 40 | 6,612.7600 | 8286.4 |
| S&P 500 | 4,395.2600 | 7747.71 |
| FTSE MIB | 25,363.0200 | 52245.47 |
STRIKE DATE 30/07/2021
RETURN & BARRIERS
Investment Structure: Semi Annual Low Hurdle Autocall
Autocall Opportunities: Quarterly (First observation at 24 months)
Autocall Trigger: 100% of initial level
Coupon Rate: 3.60% Semi Annual (7.20% p.a.)
Low Hurdle Trigger: 70% of initial level at maturity
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.20% p.a.
ISIN DE000HV8CM59
NEXT POTENTIAL MATURITY DATE 30/01/2026
COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 25,961.0300 | 25213.31 |
| FTSE 100 | 7,032.3000 | 10831.52 |
| S&P 500 | 4,395.2600 | 7747.71 |
| FTSE MIB | 25,363.0200 | 52245.47 |
STRIKE DATE 30/07/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 18 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 1.50% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6% p.a.
ISIN DE000HV8CB52
NEXT POTENTIAL MATURITY DATE 30/10/2025
COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 25,961.0300 | 25213.31 |
| FTSE 100 | 7,032.3000 | 10831.52 |
| S&P 500 | 4,395.2600 | 7747.71 |
| FTSE MIB | 25,363.0200 | 52245.47 |
STRIKE DATE 30/07/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 18 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 1.25% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.00% p.a.
ISIN DE000HV8CB60
NEXT POTENTIAL MATURITY DATE 30/10/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| BNP Paribas SA | 51.1600 | 104.14 |
| Banco Santander | 3.0595 | 12.902 |
| ING Groep NV | 10.7720 | 31.75 |
| HSBC | 396.6000 | 1563.6 |
STRIKE DATE 28/07/2021
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 XS2288691806
NEXT POTENTIAL MATURITY DATE 28/01/2022
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Intel | 53.8900 | 91.67 |
| Advanced Micro Devices | 111.4000 | 456.16 |
| Nvidia Corporation | 22.6360 | 228.45 |
| Tesla Motors | 237.31 |
STRIKE DATE 27/08/2021
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 4.398% p.a.
ISIN XS2296810281
NEXT POTENTIAL MATURITY DATE 27/08/2025
COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 96.63% (as at 04/09/2026 10:16 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 27,321.9800 | 25213.31 |
| Nasdaq 100 | 15,111.7900 | 29482.32 |
| FTSE MIB | 25,124.9100 | 52245.47 |
STRIKE DATE 23/07/2021
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall
Autocall Opportunities: Annual (From 12 Months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD= 7.50% Annually
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN DE000HV8CF90
NEXT POTENTIAL MATURITY DATE 23/07/2027
COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE 46.16% (as at 04/09/2026 10:16 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Invesco Wilderhill Clean Energy ETF | 73.5000 | 31.54 |
STRIKE DATE 19/08/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 4.20% Semi-Annually (8.40% 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 XS2365548481
NEXT POTENTIAL MATURITY DATE 19/02/2027
COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE 45.74% (as at 04/09/2026 10:16 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Invesco Wilderhill Clean Energy ETF | 73.5000 | 31.54 |
STRIKE DATE 19/08/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 3.20% Semi-Annually (6.40% 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 XS2365549372
NEXT POTENTIAL MATURITY DATE 19/02/2027
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,511.0300 | 9020.093 |
| FTSE MIB | 26,224.7900 | 52245.47 |
| IBEX 35 | 8,865.7000 | 20000.2 |
| MSCI Taiwan | 662.0800 | 2058.76 |
STRIKE DATE 17/08/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 8.00% Semi-Annually (16.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 16.00% p.a.
ISIN XS2318400954
NEXT POTENTIAL MATURITY DATE 19/02/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,588.1860 | 9020.093 |
| IBEX 35 | 8,979.4000 | 20000.2 |
| Nasdaq 100 | 15,088.9800 | 29482.32 |
| MSCI Taiwan | 678.6600 | 2058.76 |
STRIKE DATE 12/08/2021
RETURN & BARRIERS
Investment Structure: Memory Income Reducing Autocall
Autocall Opportunities: Semi-Annual (First Observation at 18 months)
Autocall Trigger: 100% of initial level then reduced by 2% every 6 months, Floored at 85%
Memory Income Rate: USD = 3.75% Semi-Annually (7.50% p.a.)
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 XS2318378333
NEXT POTENTIAL MATURITY DATE 15/02/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,588.1860 | 9020.093 |
| IBEX 35 | 8,979.4000 | 20000.2 |
| Nasdaq 100 | 15,088.9800 | 29482.32 |
| MSCI Taiwan | 678.6600 | 2058.76 |
STRIKE DATE 12/08/2021
RETURN & BARRIERS
Investment Structure: Memory Income Reducing Autocall
Autocall Opportunities: Semi-Annual (First Observation at 18 months)
Autocall Trigger: 100% of initial level then reduced by 2% every 6 months, Floored at 85%
Memory Income Rate: GBP = 3.00% Semi-Annually (6.00% p.a.)
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 XS2318513210
NEXT POTENTIAL MATURITY DATE 15/02/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Volkswagen AG | 179.4809 | 76.36 |
| General Motor Co | 54.6200 | 87.22 |
| Tesla Motors | 240.75 | |
| Mercedes-Benz Group AG | 62.98182573 | 47.135 |
STRIKE DATE 12/08/2021
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 (14.00% p.a.)
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 0% p.a.
ISIN XS2288692101
NEXT POTENTIAL MATURITY DATE 12/08/2025
COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 132.97% (as at 04/09/2026 10:16 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 27,344.5400 | 25213.31 |
| CAC 40 | 6,529.4200 | 8286.4 |
| S&P 500 | 4,369.5500 | 7747.71 |
| FTSE MIB | 25,051.8200 | 52245.47 |
STRIKE DATE 09/07/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall
Maximum Term: 6 years
Autocall Opportunities: Semi Annual (First Observation at 24 months)
Autocall Trigger: 100% of initial level then 70% at final observation
Coupon Rate: 3.92% Semi Annually (7.84% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000HV8CCA0
NEXT POTENTIAL MATURITY DATE 11/01/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE 97.04% (as at 04/09/2026 10:16 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,078.5300 | 6382.59 |
| FTSE 100 | 7,151.0200 | 10831.52 |
| HSI | 27,960.6200 | 25213.31 |
| S&P 500 | 4,358.1300 | 7747.71 |
STRIKE DATE 07/07/2021
RETURN & BARRIERS
Investment Structure: Semi-Annual Hybrid Memory Income Autocall
Income Trigger: 80% of initial level
Income Rate: USD = 2.25% Semi-Annual (4.50% p.a.)
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Autocall Coupon Rate: 0.80% Semi-Annual (1.60% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2277243072
NEXT POTENTIAL MATURITY DATE 07/01/2027