INTERNATIONAL PRODUCTS
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| AbbVie | 92.9200 | 265.12 |
| AT&T | 30.0200 | 25.45 |
| Albemarle Corp | 84.4400 | 108.25 |
| 3M | 158.3300 | 167.52 |
STRIKE DATE 07/08/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 3 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 3.25% Quarterly
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2149980844
NEXT POTENTIAL MATURITY DATE 07/05/2021
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Dow Jones Industrial Average | 27,931.0200 | 51349.98 |
| Eurostoxx 50 | 3,305.0500 | 6272.5 |
| HSCEI | 10,266.4600 | 8266.01 |
| S&P/TSX 60 | 990.3360 | 2096.898 |
STRIKE DATE 14/08/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 9% Annually
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 9.00% p.a.
ISIN XS2161288001
NEXT POTENTIAL MATURITY DATE 14/08/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Dow Jones Industrial Average | 27,931.0200 | 51349.98 |
| Eurostoxx 50 | 3,305.0500 | 6272.5 |
| HSCEI | 10,266.4600 | 8266.01 |
| OMX Stockholm 30 | 1,754.2030 | 3271.255 |
STRIKE DATE 14/08/2020
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 8.50% Annually
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.50% p.a.
ISIN XS2161288183
NEXT POTENTIAL MATURITY DATE 14/08/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| AstraZeneca | 8,380.0000 | 12400 |
| Lloyds | 28.4150 | 107 |
| Barclays | 106.6400 | 456.6 |
| BAT | 2,543.5000 | 4243 |
STRIKE DATE 10/08/2020
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 = 2.625% Quarterly
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2149969524
NEXT POTENTIAL MATURITY DATE 03/05/2022
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| AstraZeneca | 8,380.0000 | 12400 |
| Lloyds | 28.4150 | 107 |
| Barclays | 106.6400 | 456.6 |
| BAT | 2,543.5000 | 4243 |
STRIKE DATE 10/08/2020
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 = 2.50% Quarterly
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2149969797
NEXT POTENTIAL MATURITY DATE 03/05/2022
COUNTERPARTY Barclays Bank
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5963.57 | 10679.99 |
| FTSE 100 | 5,665.3915 | 10679.99 |
STRIKE DATE 28/08/2020
RETURN & BARRIERS
Investment Structure: Phased Investment
Interest Rate: GBP = 4.75% p.a.
(accrued daily and paid annually on amounts not allocated to Index)
Allocation Levels: 95%, 90%, 85%, 80%
Capital Risk: Not capital protected
P.A. RETURN 4.75% p.a.
ISIN XS2149690765
NEXT POTENTIAL MATURITY DATE 28/08/2026
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| MSCI Taiwan | 495.9700 | 2164.7 |
| FTSE MIB | 19,391.2500 | 51543.45 |
| S&P/TSX 60 | 972.5010 | 2096.898 |
| S&P/ASX 200 | 5,925.5090 | 8702.022 |
STRIKE DATE 04/09/2020
RETURN & BARRIERS
Investment Structure: Quarterly Income Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 2.10% Quarterly
Income Trigger: 85% of initial level Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2024041977
NEXT POTENTIAL MATURITY DATE 21/03/2021
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| MSCI Taiwan | 495.9700 | 2164.7 |
| FTSE MIB | 19,391.2500 | 51543.45 |
| S&P/TSX 60 | 972.5010 | 2096.898 |
| S&P/ASX 200 | 5,925.5090 | 8702.022 |
STRIKE DATE 04/09/2020
RETURN & BARRIERS
Investment Structure: Quarterly Income Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 2.45% Quarterly
Income Trigger: 85% of initial level Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2024042199
NEXT POTENTIAL MATURITY DATE 21/03/2021
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Dow Jones Industrial Average | 26,828.4700 | 51349.98 |
| FTSE MIB | 19,613.9500 | 51543.45 |
| MSCI Taiwan | 504.9200 | 2164.7 |
| S&P/TSX 60 | 980.8820 | 2096.898 |
STRIKE DATE 04/08/2020
RETURN & BARRIERS
Investment Structure: Quarterly Classic Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 4.30% Quarterly (17.2% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2149971421
NEXT POTENTIAL MATURITY DATE 04/02/2021
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 25,184.8500 | 24761.13 |
| OMX Stockholm 30 | 1,769.4440 | 3271.255 |
| S&P/TSX 60 | 998.2890 | 2096.898 |
| S&P/ASX 200 | 5,953.4050 | 8702.022 |
STRIKE DATE 01/09/2020
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 1.25% Quarterly
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2024041621
NEXT POTENTIAL MATURITY DATE 01/09/2021
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 25,184.8500 | 24761.13 |
| OMX Stockholm 30 | 1,769.4440 | 3271.255 |
| S&P/TSX 60 | 998.2890 | 2096.898 |
| S&P/ASX 200 | 5,953.4050 | 8702.022 |
STRIKE DATE 01/09/2020
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 1.50% Quarterly
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2024041548
NEXT POTENTIAL MATURITY DATE 01/09/2021
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5,862.0500 | 10679.99 |
| S&P 500 | 3,526.6500 | 7704.13 |
| Eurostoxx 50 | 3,277.5800 | 6272.5 |
| Nikkei 225 | 23,138.0700 | 65513.99 |
STRIKE DATE 01/09/2020
RETURN & BARRIERS
Investment Structure: Quarterly 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: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2149980760
NEXT POTENTIAL MATURITY DATE 01/03/2022
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5,862.0500 | 10679.99 |
| S&P 500 | 3,526.6500 | 7704.13 |
| Eurostoxx 50 | 3,277.5800 | 6272.5 |
| Nikkei 225 | 23,138.0700 | 65513.99 |
STRIKE DATE 01/09/2020
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall Opportunities: Quarterly
(First Observation at 18 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 1.35% Quarterly
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2149980687
NEXT POTENTIAL MATURITY DATE 01/03/2022
COUNTERPARTY Natixis
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| MSCI Taiwan | 505.82 | 2164.7 |
| FTSE MIB | 19,847.38 | 51543.45 |
| S&P/TSX 60 | 1,005.78 | 2096.898 |
| S&P/ASX 200 | 6,126.231 | 8702.022 |
STRIKE DATE 27/08/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Quarterly (First Observation at 3 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 4.20% Quarterly (16.80% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2024041381
NEXT POTENTIAL MATURITY DATE 27/11/2020
COUNTERPARTY Natixis
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| MSCI Taiwan | 505.82 | 2164.7 |
| FTSE MIB | 19,847.38 | 51543.45 |
| S&P/TSX 60 | 1,005.78 | 2096.898 |
| S&P/ASX 200 | 6,126.231 | 8702.022 |
STRIKE DATE 27/08/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Quarterly (First Observation at 3 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 5.00% Quarterly (20.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2024041209
NEXT POTENTIAL MATURITY DATE 27/11/2020
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5,999.99 | 10679.99 |
| Dow Jones Industrial Average | 28,492.27 | 51349.98 |
| S&P/TSX 60 | 1,005.78 | 2096.898 |
STRIKE DATE 27/08/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 4.80% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2149971934
NEXT POTENTIAL MATURITY DATE 25/02/2021
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 5,999.99 | 10679.99 |
| Dow Jones Industrial Average | 28,492.27 | 51349.98 |
| S&P/TSX 60 | 1,005.78 | 2096.898 |
STRIKE DATE 27/08/2020
RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 4.10% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2149972239
NEXT POTENTIAL MATURITY DATE 01/03/2021
COUNTERPARTY
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| MSCI Taiwan | 507.2400 | 2164.7 |
| FTSE MIB | 19,845.6100 | 51543.45 |
| Dow Jones Industrial Average | 27,778.0700 | 51349.98 |
| S&P/TSX 60 | 996.5010 | 2096.898 |
STRIKE DATE 18/08/2020
RETURN & BARRIERS
Investment Structure: Memory Income Reducing Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level then reduced by 1% every 3 months
Memory Income Rate: USD = 2.50% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2149970373
NEXT POTENTIAL MATURITY DATE 18/08/2021
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| MSCI Taiwan | 507.2400 | 2164.7 |
| FTSE MIB | 19,845.6100 | 51543.45 |
| Dow Jones Industrial Average | 27,778.0700 | 51349.98 |
| S&P/TSX 60 | 996.5010 | 2096.898 |
STRIKE DATE 18/08/2020
RETURN & BARRIERS
Investment Structure: Memory Income Reducing Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level then reduced by 1% every 3 months
Memory Income Rate: GBP = 2.15% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2149970530
NEXT POTENTIAL MATURITY DATE 18/08/2021
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/TSX 60 | 960.0620 | 2096.898 |
| S&P/ASX 200 | 6,023.9980 | 8702.022 |
| Nasdaq 100 | 10,483.1300 | 30478.86 |
| IBEX 35 | 7,294.7000 | 19573.4 |
STRIKE DATE 24/07/2020
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 1.825% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2094019911
NEXT POTENTIAL MATURITY DATE 25/01/2021
