INTERNATIONAL PRODUCTS
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Intel | 53.8900 | 127.39 |
| Advanced Micro Devices | 111.4000 | 629.26 |
| Nvidia Corporation | 22.6360 | 224.58 |
| 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 97.87% (as at 25/09/2026 11:12 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 27,321.9800 | 24761.13 |
| Nasdaq 100 | 15,111.7900 | 30478.86 |
| FTSE MIB | 25,124.9100 | 51543.45 |
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 42.76% (as at 25/09/2026 11:12 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Invesco Wilderhill Clean Energy ETF | 73.5000 | 29.93 |
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 42.47% (as at 25/09/2026 11:12 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Invesco Wilderhill Clean Energy ETF | 73.5000 | 29.93 |
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 | 8702.022 |
| FTSE MIB | 26,224.7900 | 51543.45 |
| IBEX 35 | 8,865.7000 | 19573.4 |
| MSCI Taiwan | 662.0800 | 2164.7 |
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 | 8702.022 |
| IBEX 35 | 8,979.4000 | 19573.4 |
| Nasdaq 100 | 15,088.9800 | 30478.86 |
| MSCI Taiwan | 678.6600 | 2164.7 |
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 | 8702.022 |
| IBEX 35 | 8,979.4000 | 19573.4 |
| Nasdaq 100 | 15,088.9800 | 30478.86 |
| MSCI Taiwan | 678.6600 | 2164.7 |
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 | 70.82 |
| General Motor Co | 54.6200 | 80.57 |
| Tesla Motors | 240.75 | |
| Mercedes-Benz Group AG | 62.98182573 | 41.245 |
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 133.48% (as at 25/09/2026 11:12 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 27,344.5400 | 24761.13 |
| CAC 40 | 6,529.4200 | 8081.43 |
| S&P 500 | 4,369.5500 | 7704.13 |
| FTSE MIB | 25,051.8200 | 51543.45 |
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 94.51% (as at 25/09/2026 11:12 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,078.5300 | 6272.5 |
| FTSE 100 | 7,151.0200 | 10679.99 |
| HSI | 27,960.6200 | 24761.13 |
| S&P 500 | 4,358.1300 | 7704.13 |
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
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,120.4300 | 10679.99 |
| CAC 40 | 6,781.1900 | 8081.43 |
| Dow Jones Industrial Average | 35,064.2500 | 51349.98 |
| HSI | 26,204.6900 | 24761.13 |
STRIKE DATE 05/08/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 3.65% Semi-Annually (7.30% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.30% p.a.
ISIN XS2288685311
NEXT POTENTIAL MATURITY DATE 05/02/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,120.4300 | 10679.99 |
| CAC 40 | 6,781.1900 | 8081.43 |
| Dow Jones Industrial Average | 35,064.2500 | 51349.98 |
| HSI | 26,204.6900 | 24761.13 |
STRIKE DATE 05/08/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 4.50% Semi-Annually (9.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 9.00% p.a.
ISIN XS2288685402
NEXT POTENTIAL MATURITY DATE 05/02/2026
COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 97.43% (as at 25/09/2026 11:12 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 28,310.4200 | 24761.13 |
| CAC 40 | 6,552.8600 | 8081.43 |
| S&P 500 | 4,352.3400 | 7704.13 |
| FTSE MIB | 25,282.4100 | 51543.45 |
STRIKE DATE 02/07/2021
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 = 3.20% Semi Annual
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000HV8BTL3
NEXT POTENTIAL MATURITY DATE 04/01/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Rio Tinto | 6,062.0000 | 7070 |
| BHP Group PLC | 2,160.0000 | 3190 |
| Barrick Gold Corp | 20.8900 | |
| Glencore | 315.2000 | 549 |
STRIKE DATE 25/06/2021
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: 8.25% Quarterly (33.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2190707641
NEXT POTENTIAL MATURITY DATE 25/03/2022
COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE 99.09% (as at 25/09/2026 11:12 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 28,827.9500 | 24761.13 |
| CAC 40 | 6,507.8300 | 8081.43 |
| Nasdaq 100 | 14,554.8000 | 30478.86 |
| FTSE MIB | 25,102.0400 | 51543.45 |
STRIKE DATE 30/06/2021
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
ISIN DE000HV8BNS1
NEXT POTENTIAL MATURITY DATE 30/09/2026
COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE 98.39% (as at 25/09/2026 11:12 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 28,827.9500 | 24761.13 |
| CAC 40 | 6,507.8300 | 8081.43 |
| Nasdaq 100 | 14,554.8000 | 30478.86 |
| FTSE MIB | 25,102.0400 | 51543.45 |
STRIKE DATE 30/06/2021
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
ISIN DE000HV8BNT9
NEXT POTENTIAL MATURITY DATE 30/09/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Hilton Worldwide Holdings Inc | 120.6200 | 312.13 |
| Airbnb Inc | 153.1400 | 151.39 |
| Expedia | 163.7100 | 261.75 |
| Norwegian Cruise Line Holdings Ltd | 29.4100 | 14.19 |
STRIKE DATE 30/06/2021
RETURN & BARRIERS
Investment Structure: Reducing Autocall
Maximum Term: 4 years
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100% of initial level then reduced by 2.5% per Quarter
Coupon Rate: 4.50% Quarterly (18.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 18.00% p.a.
ISIN XS2246885631
NEXT POTENTIAL MATURITY DATE 30/12/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Intel | 53.1800 | 127.39 |
| Advanced Micro Devices | 91.0300 | 629.26 |
| 367.8100 | 777.59 | |
| Tesla Motors | 214.93 |
STRIKE DATE 27/07/2021
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: 2.00% Quarterly (8.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN -7.7783% p.a.
ISIN XS2269101585
NEXT POTENTIAL MATURITY DATE 28/07/2025
COUNTERPARTY CIBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 3,811.1500 | 7704.13 |
| Russell 2000 | 2,201.0510 | 2835.574 |
| Nasdaq 100 | 12,909.4400 | 30478.86 |
| S&P/TSX 60 | 1,073.4190 | 2096.898 |
STRIKE DATE 26/02/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall opportunities: Semi annually
(First Observation at 18 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 2.50% Semi-annually (5% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.0%
ISIN XS2296212033
NEXT POTENTIAL MATURITY DATE 26/08/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,348.1230 | 8702.022 |
| IBEX 35 | 8,506.2000 | 19573.4 |
| Nasdaq 100 | 14,681.3800 | 30478.86 |
| MSCI Taiwan | 698.0200 | 2164.7 |
STRIKE DATE 16/07/2021
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 = 3.05% 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 XS2335585084
NEXT POTENTIAL MATURITY DATE 16/07/2024