INTERNATIONAL PRODUCTS
COUNTERPARTY UBS
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| OMX Stockholm 30 | 1,577.9170 | 3006.37 |
| S&P/ASX 200 | 5,522.3530 | 8671.785 |
| S&P/TSX 60 | 891.6260 | 1913.651 |
| HSI | 24,643.5900 | 25294.03 |
STRIKE DATE 30/04/2020
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall
Autocall Opportunities: Annually (From 12 Months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 9.15% per Annum
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2149206976
NEXT POTENTIAL MATURITY DATE 30/04/2021
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SPDR S&P Oil & Gas ETF | 51.3900 | 174.85 |
STRIKE DATE 12/05/2020
RETURN & BARRIERS
Maximum Term: 2 years
Investment Structure: Classic Autocall
Autocall Opportunities: Monthly (First Observation at 1 month)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 1.9167% monthly (23% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style) *Non Standard Commission applies to this product
P.A. RETURN
ISIN XS2061749193
NEXT POTENTIAL MATURITY DATE 12/06/2020
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| SPDR S&P Oil & Gas ETF | 51.3900 | 174.85 |
STRIKE DATE 12/05/2020
RETURN & BARRIERS
Maximum Term: 2 years
Investment Structure: Classic Autocall
Autocall Opportunities: Monthly (First Observation at 1 month)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 2.0833% monthly (25% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style) *Non Standard Commission applies to this product
P.A. RETURN
ISIN XS2061749359
NEXT POTENTIAL MATURITY DATE 12/06/2020
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 22,930.1400 | 25294.03 |
| S&P/ASX 200 | 5,497.0270 | 8671.785 |
| Dow Jones Industrial Average | 24,465.1600 | 46565.74 |
| MSCI Taiwan | 408.7200 | 1467.67 |
STRIKE DATE 22/05/2020
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 2.50% Quarterly
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2061746090
NEXT POTENTIAL MATURITY DATE 24/05/2021
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 22,930.1400 | 25294.03 |
| S&P/ASX 200 | 5,497.0270 | 8671.785 |
| Dow Jones Industrial Average | 24,465.1600 | 46565.74 |
| MSCI Taiwan | 408.7200 | 1467.67 |
STRIKE DATE 22/05/2020
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 2.225% Quarterly
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2061738667
NEXT POTENTIAL MATURITY DATE 24/05/2021
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE 97.95% (as at 02/04/2026 09:47 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Nasdaq 100 | 9,485.0200 | 24019.99 |
| HSCEI | 9,898.0000 | 8504.81 |
| Nikkei 225 | 20,595.1500 | 53739.68 |
| S&P/ASX 200 | 5,573.0460 | 8671.785 |
STRIKE DATE 20/05/2020
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: 100% Capital Protected Issuer Callable Growth
Participation Rate: 100%
Strike Level: 100% of the closing level on the Strike Date
Callable Observations: Monthly (First Observation at 1 month)
Coupon Rate: USD = 5.00% p.a.
Cap Amount: USD = 30% Growth Coupon
Capital Risk: None
Capital Protection: 100% Capital Protected
P.A. RETURN
ISIN XS2061761214
NEXT POTENTIAL MATURITY DATE 20/04/2026
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 97.94% (as at 02/04/2026 09:47 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Nasdaq 100 | 9,485.0200 | 24019.99 |
| HSCEI | 9,898.0000 | 8504.81 |
| Nikkei 225 | 20,595.1500 | 53739.68 |
| S&P/ASX 200 | 5,573.0460 | 8671.785 |
STRIKE DATE 20/05/2020
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: 100% Capital Protected Issuer Callable Growth
Participation Rate: 100%
Strike Level: 100% of the closing level on the Strike Date
Callable Observations: Monthly (First Observation at 1 month)
Coupon Rate: GBP = 4.00% p.a.
Cap Amount: GBP = 24% Growth Coupon
Capital Risk: None
Capital Protection: 100% Capital Protected
P.A. RETURN
ISIN XS2061768144
NEXT POTENTIAL MATURITY DATE 20/04/2026
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,094.4700 | 5732.71 |
| IBEX 35 | 7,224.1000 | 17580.4 |
| S&P/ASX 200 | 5,851.1040 | 8671.785 |
| MSCI Taiwan | 413.6000 | 1467.67 |
STRIKE DATE 28/05/2020
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Quarterly Classic Autocall
Autocall Opportunities: Quarterly (First Observation at 3 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 4.50% Quarterly (18% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1939105729
NEXT POTENTIAL MATURITY DATE 30/11/2020
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,094.4700 | 5732.71 |
| IBEX 35 | 7,224.1000 | 17580.4 |
| S&P/ASX 200 | 5,851.1040 | 8671.785 |
| MSCI Taiwan | 413.6000 | 1467.67 |
STRIKE DATE 28/05/2020
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Quarterly Classic Autocall
Autocall Opportunities: Quarterly (First Observation at 3 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 3.50% Quarterly (14% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1939105992
NEXT POTENTIAL MATURITY DATE 30/11/2020
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 22,930.1400 | 25294.03 |
| Eurostoxx 50 | 2,905.4700 | 5732.71 |
| OMX Stockholm 30 | 1,555.4930 | 3006.37 |
| S&P/TSX 60 | 900.5310 | 1913.651 |
STRIKE DATE 22/05/2020
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Semi-Annual Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 7.25% Semi-Annually (14.50% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2109656616
NEXT POTENTIAL MATURITY DATE 24/11/2020
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 22,930.1400 | 25294.03 |
| Eurostoxx 50 | 2,905.4700 | 5732.71 |
| OMX Stockholm 30 | 1,555.4930 | 3006.37 |
| S&P/TSX 60 | 900.5310 | 1913.651 |
STRIKE DATE 22/05/2020
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Semi-Annual Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 6.50% Semi-Annually (13% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2109656533
NEXT POTENTIAL MATURITY DATE 24/11/2020
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE 131.14% (as at 02/04/2026 09:47 UK Time)
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,586.7800 | 10364.79 |
STRIKE DATE 31/07/2019
RETURN & BARRIERS
Investment Structure: 100% Capital Protected Issuer Callable Growth Note
Participation Rate: GBP = 175%
Strike Level: 100% of the closing level on the Strike Date
Callable Observations: Quarterly (First observation at 12 months)
Coupon Rate: USD = 1.25% Quarterly (5% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected
P.A. RETURN
ISIN XS1999001370
NEXT POTENTIAL MATURITY DATE 30/04/2026
COUNTERPARTY Société Générale
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 5,364.2030 | 8671.785 |
| MSCI Taiwan | 411.8500 | 1467.67 |
| IBEX 35 | 6,730.9000 | 17580.4 |
STRIKE DATE 07/05/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 8.96% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2112674960
NEXT POTENTIAL MATURITY DATE 09/11/2020
COUNTERPARTY Société Générale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 5,364.2030 | 8671.785 |
| MSCI Taiwan | 411.8500 | 1467.67 |
| IBEX 35 | 6,730.9000 | 17580.4 |
STRIKE DATE 07/05/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 10.60% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2112685651
NEXT POTENTIAL MATURITY DATE 09/11/2020
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5,677.7300 | 10364.79 |
| S&P/ASX 200 | 5,206.9420 | 8671.785 |
| Nasdaq 100 | 8,229.5420 | 24019.99 |
| IBEX 35 | 6,951.8000 | 17580.4 |
STRIKE DATE 08/04/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 3.4% Quarter
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2125736129
NEXT POTENTIAL MATURITY DATE 08/04/2021
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5,454.5700 | 10364.79 |
| Eurostoxx 50 | 2,680.3000 | 5732.71 |
| S&P 500 | 2,470.5000 | 6575.32 |
| IBEX 35 | 6,579.4000 | 17580.4 |
STRIKE DATE 01/04/2020
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 3 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP= 2.50% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS1987705669
NEXT POTENTIAL MATURITY DATE 01/07/2020
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5,671.9600 | 10364.79 |
| HSI | 23,603.4800 | 25294.03 |
| Nasdaq 100 | 7,813.4990 | 24019.99 |
STRIKE DATE 31/03/2020
RETURN & BARRIERS
Investment Structure: Triple Index Annual Memory Income Autocall
Autocall Opportunities: Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD= 8.3% Annual
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2073903648
NEXT POTENTIAL MATURITY DATE 31/03/2021
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 2,786.9000 | 5732.71 |
| FTSE 100 | 5,671.9600 | 10364.79 |
| HSI | 23,603.4800 | 25294.03 |
| S&P 500 | 2,584.5900 | 6575.32 |
STRIKE DATE 31/03/2020
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall
Autocall Opportunities: Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD= 8.43% Annual
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2073904968
NEXT POTENTIAL MATURITY DATE 31/03/2021
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5,671.9600 | 10364.79 |
| HSI | 23,603.4800 | 25294.03 |
| Nasdaq 100 | 7,813.4990 | 24019.99 |
STRIKE DATE 31/03/2020
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Semi-Annual Reducing Autocall
Autocall Opportunities: Semi-annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level then reduced by 2% per Semester
Autocall Rate: USD = 5.35% Semi-Annual
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2073905007
NEXT POTENTIAL MATURITY DATE 31/03/2021
COUNTERPARTY BBVA
TYPE
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 2,786.9000 | 5732.71 |
| FTSE 100 | 5,671.9600 | 10364.79 |
| OMX Stockholm 30 | 1,482.4300 | 3006.37 |
| S&P/ASX 200 | 5,076.8270 | 8671.785 |
STRIKE DATE 31/03/2020
RETURN & BARRIERS
Investment Structure: Annual Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 8% Annually
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2073905858
NEXT POTENTIAL MATURITY DATE 31/03/2021