INTERNATIONAL PRODUCTS
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Rio Tinto | 5,038.0000 | 6776 |
| Barrick Gold Corp | 19.1300 | |
| BHP Group PLC | 1,989.2000 | 3113 |
| Glencore | 390.5500 | 574.1 |
STRIKE DATE 15/10/2021
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Coupon Rate: GBP = 7.00% Quarterly (28.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2302897942
NEXT POTENTIAL MATURITY DATE 19/04/2022
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Rio Tinto | 5,038.0000 | 6776 |
| Barrick Gold Corp | 19.1300 | |
| BHP Group PLC | 1,989.2000 | 3113 |
| Glencore | 390.5500 | 574.1 |
STRIKE DATE 15/10/2021
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Coupon Rate: USD = 7.00% Quarterly (28.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2302891150
NEXT POTENTIAL MATURITY DATE 19/04/2022
COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 24,575.6400 | 24062.72 |
| S&P 500 | 4,307.5400 | 7744.06 |
| FTSE 100 | 7,086.4200 | 10840.35 |
| FTSE MIB | 25,683.8100 | 49397.55 |
STRIKE DATE 30/09/2021
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 5.00% p.a.
ISIN DE000HR9SZK0
NEXT POTENTIAL MATURITY DATE 30/09/2025
COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 24,575.6400 | 24062.72 |
| S&P 500 | 4,307.5400 | 7744.06 |
| FTSE 100 | 7,086.420 | 10840.35 |
| FTSE MIB | 25,683.81 | 49397.55 |
STRIKE DATE 30/09/2021
RETURN & BARRIERS
Maximum Term: 6 years
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 6% p.a.
ISIN DE000HR9SZJ2
NEXT POTENTIAL MATURITY DATE 30/09/2025
COUNTERPARTY UniCredit AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 24,575.6400 | 24062.72 |
| S&P 500 | 4,307.5400 | 7744.06 |
| CAC 40 | 6,520.0100 | 7934.7 |
| FTSE MIB | 25,683.8100 | 49397.55 |
STRIKE DATE 30/09/2021
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Semi-Annual Memory Income Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 105% of initial level
Memory Income Rate: USD = 2.50% Semi-Annually (5.00% p.a.)
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 5% p.a.
ISIN DE000HR9SYG1
NEXT POTENTIAL MATURITY DATE 30/09/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,130.2300 | 10840.35 |
| CAC 40 | 6,548.1100 | 7934.7 |
| Nikkei 225 | 28,230.6100 | 64425.95 |
| HSI | 24,962.5900 | 24062.72 |
STRIKE DATE 12/10/2021
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 4.00% Semi-Annually
USD = 4.75% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2302882910
NEXT POTENTIAL MATURITY DATE 14/10/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,130.2300 | 10840.35 |
| CAC 40 | 6,548.1100 | 7934.7 |
| Nikkei 225 | 28,230.6100 | 64425.95 |
| HSI | 24,962.5900 | 24062.72 |
STRIKE DATE 12/10/2021
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 4.75% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 9.50% p.a.
ISIN XS2302883058
NEXT POTENTIAL MATURITY DATE 14/10/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,124.9800 | 10840.35 |
| CAC 40 | 6,666.0300 | 7934.7 |
| Dow Jones Industrial Average | 35,213.1200 | 52177.69 |
| HSI | 25,415.6900 | 24062.72 |
STRIKE DATE 26/08/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 18 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP= 3.50% Semi-Annually (7.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.00% p.a.
ISIN XS2296808384
NEXT POTENTIAL MATURITY DATE 26/08/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Intel | 53.2800 | 95.37 |
| Advanced Micro Devices | 102.9000 | 562.23 |
| Nvidia Corporation | 207.1600 | 217.23 |
| Tesla Motors | 775.4800 |
STRIKE DATE 30/09/2021
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Hybrid Memory Income Autocall
Income Trigger: 50% of initial level
Income Rate: 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% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2296835437
NEXT POTENTIAL MATURITY DATE 30/03/2022
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Intel | 53.2800 | 95.37 |
| Advanced Micro Devices | 102.9000 | 562.23 |
| Nvidia Corporation | 207.1600 | 217.23 |
| Tesla Motors | 775.4800 |
STRIKE DATE 30/09/2021
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Hybrid Memory Income Autocall
Income Trigger: 50% of initial level
Income Rate: 2.25% Quarterly (9% p.a.)
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Autocall Coupon Rate: 1.50% Quarterly (6% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2296835510
NEXT POTENTIAL MATURITY DATE 30/03/2022
COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY USD
CURRENT PRICE 32.78% (as at 16/10/2026 10:16 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Invesco Wilderhill Clean Energy ETF | 78.57 | 26.18 |
STRIKE DATE 24/09/2021
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 4.05% Semi-Annually (8.10% 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 XS2372515390
NEXT POTENTIAL MATURITY DATE 24/03/2027
COUNTERPARTY Credit Suisse
TYPE Note
CURRENCY GBP
CURRENT PRICE 31.16% (as at 16/10/2026 10:16 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Invesco Wilderhill Clean Energy ETF | 78.57 | 26.18 |
STRIKE DATE 24/09/2021
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 3.30% Semi-Annually (6.60% 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 XS2372508262
NEXT POTENTIAL MATURITY DATE 24/03/2027
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,058.8600 | 10840.35 |
STRIKE DATE 19/08/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 0.85% Quarterly
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2300719858
NEXT POTENTIAL MATURITY DATE 19/08/2022
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,296.9430 | 8719.719 |
| FTSE MIB | 25,717.4600 | 49397.55 |
| IBEX 35 | 8,808.4000 | 19177.7 |
| MSCI Taiwan | 672.6300 | 2094.999 |
STRIKE DATE 22/09/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 8.00% Semi-Annually (16% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 16.00% p.a.
ISIN XS2370004637
NEXT POTENTIAL MATURITY DATE 22/03/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,460.2140 | 8719.719 |
| IBEX 35 | 8,733.7000 | 19177.7 |
| Nasdaq 100 | 15,515.9100 | 29935.59 |
| MSCI Taiwan | 687.8600 | 2094.999 |
STRIKE DATE 16/09/2021
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
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 XS2369966119
NEXT POTENTIAL MATURITY DATE 18/03/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,460.2140 | 8719.719 |
| IBEX 35 | 8,733.7000 | 19177.7 |
| Nasdaq 100 | 15,515.9100 | 29935.59 |
| MSCI Taiwan | 687.8600 | 2094.999 |
STRIKE DATE 16/09/2021
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
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 XS2369966036
NEXT POTENTIAL MATURITY DATE 18/03/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6,503.7200 | 10840.35 |
| S&P 500 | 3,871.7400 | 7744.06 |
| Eurostoxx 50 | 3,642.1200 | 6168.26 |
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 | 8719.719 |
| FTSE MIB | 25,356.1500 | 49397.55 |
| IBEX 35 | 8,772.8000 | 19177.7 |
| MSCI Taiwan | 689.3700 | 2094.999 |
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 97.63% (as at 16/10/2026 10:16 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 25,878.9900 | 24062.72 |
| S&P 500 | 4,522.6800 | 7744.06 |
| FTSE 100 | 7,119.7000 | 10840.35 |
| FTSE MIB | 26,009.2900 | 49397.55 |
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 98.32% (as at 16/10/2026 10:16 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 25,878.9900 | 24062.72 |
| S&P 500 | 4,522.6800 | 7744.06 |
| FTSE 100 | 7,119.7000 | 10840.35 |
| FTSE MIB | 26,009.2900 | 49397.55 |
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