INVESTMENTS
COUNTERPARTY Barclays
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 3,990.9700 | 7266.99 |
STRIKE DATE 17/01/2023
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Fixed Income
Fixed Income Rate: GBP: 5.50% p.a. (Paid Quarterly)
Capital Risk: Not capital protected
Capital Protection Barrier: 60 % Final level (European
P.A. RETURN 5.50% p.a.
ISIN XS2448757778
NEXT POTENTIAL MATURITY DATE 20/01/2026
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 3,990.9700 | 7266.99 |
STRIKE DATE 17/01/2023
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Fixed Income
Fixed Income Rate: USD : 6.00% p.a. (Paid Quarterly)
Capital Risk: Not capital protected
Capital Protection Barrier: 60 % Final level (European
P.A. RETURN 6.00% p.a.
ISIN XS2448758230
NEXT POTENTIAL MATURITY DATE 20/01/2026
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,126.6800 | 6009.95 |
| Nasdaq 100 | 11,459.6100 | 28508.03 |
| Nikkei 225 | 26,449.8200 | 64179.27 |
STRIKE DATE 13/01/2023
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Semi Annual
(First Observation at 24 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD: 3.75% Semi Annually (7.50% p.a.)
Capital Risk: None
Capital Protection: 100% Capital Protected at maturity
P.A. RETURN 7.50
ISIN XS2534157545
NEXT POTENTIAL MATURITY DATE 14/01/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,964.7200 | 6009.95 |
| FTSE 100 | 7,573.0500 | 10254.81 |
| Nikkei 225 | 27,968.9900 | 64179.27 |
| Nasdaq 100 | 12,030.0600 | 28508.03 |
STRIKE DATE 30/11/2022
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: 2.10% Quarterly (8.40% p.a.)
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.40% p.a.
ISIN XS2442484205
NEXT POTENTIAL MATURITY DATE 29/02/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,964.7200 | 6009.95 |
| FTSE 100 | 7,573.0500 | 10254.81 |
| Nikkei 225 | 27,968.9900 | 64179.27 |
| Nasdaq 100 | 12,030.0600 | 28508.03 |
STRIKE DATE 30/11/2022
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 : 2.35% Quarterly (9.40% p.a.)
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.40% p.a.
ISIN XS2442484114
NEXT POTENTIAL MATURITY DATE 29/02/2024
COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Societe Generale | 23.9900 | 68.76 |
| HSBC | 509.7000 | 1293.4 |
| BBVA | 5.6120 | 19.24 |
| Morgan Stanley | 93.0700 | 206.66 |
STRIKE DATE 30/11/2022
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly
(First Observation at 6 months)
Autocall Trigger: 90% of initial level
Memory Income Rate: USD: 4.80% Quarterly (19.20% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 9.60% p.a.
ISIN XS2508422792
NEXT POTENTIAL MATURITY DATE 30/08/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 3,983.1700 | 7266.99 |
| Nikkei 225 | 26,449.8200 | 64179.27 |
| S&P/ASX 200 | 7,280.3960 | |
| Eurostoxx 50 | 4,126.6800 | 6009.95 |
STRIKE DATE 13/01/2023
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: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.60% p.a.
ISIN XS2442502543
NEXT POTENTIAL MATURITY DATE 16/01/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 3,983.1700 | 7266.99 |
| Nikkei 225 | 26,449.8200 | 64179.27 |
| S&P/ASX 200 | 7,280.3960 | |
| Eurostoxx 50 | 4,126.6800 | 6009.95 |
STRIKE DATE 13/01/2023
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 : 3.70% Semi Annually (7.40% p.a.)
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.40% p.a.
ISIN XS2442502469
NEXT POTENTIAL MATURITY DATE 16/01/2024
COUNTERPARTY Societe Generale
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Plug Power Inc | 14.9200 | 2.86 |
| First Solar Inc | 165.6200 | 249.27 |
| Solaredge Technologies Inc | 295.4500 | 54.54 |
| Enphase Energy Inc | 312.2100 | 50.57 |
STRIKE DATE 28/11/2022
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Fixed Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 90% of initial level
Fixed Income Rate: GBP: 3.10% Quarterly (12.40% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2508369456
NEXT POTENTIAL MATURITY DATE 30/11/2026
COUNTERPARTY Societe Generale
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Plug Power Inc | 14.9200 | 2.86 |
| First Solar Inc | 165.6200 | 249.27 |
| Solaredge Technologies Inc | 295.4500 | 54.54 |
| Enphase Energy Inc | 312.2100 | 50.57 |
STRIKE DATE 28/11/2022
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Fixed Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 90% of initial level
Fixed Income Rate: USD: 3.35% Quarterly (13.40% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2508369530
NEXT POTENTIAL MATURITY DATE 30/11/2026
COUNTERPARTY Barclays
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 3,998.8400 | 7266.99 |
STRIKE DATE 05/12/2022
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Fixed Income
Fixed Income Rate: USD: 6.15% p.a. (Paid Quarterly)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 6.15% p.a.
ISIN XS2443094292
NEXT POTENTIAL MATURITY DATE 12/12/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,939.1900 | 6009.95 |
| S&P/TSX 60 | 1,211.9930 | |
| Nikkei 225 | 27,885.8700 | 64179.27 |
| S&P/ASX 200 | 7,291.2660 |
STRIKE DATE 06/12/2022
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: EUR: 3.75% Semi Annually (7.50% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 7.50% p.a
ISIN XS2442487133
NEXT POTENTIAL MATURITY DATE 06/06/2024
COUNTERPARTY Citi
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,334.8400 | 10254.81 |
| S&P 500 | 3,770.5500 | 7266.99 |
| Eurostoxx 50 | 3,688.3300 | 6009.95 |
STRIKE DATE 04/11/2022
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Annual Reducing Autocall
Autocall Opportunities: Annually (First Observation at 24 months)
Autocall Trigger: 100% of initial level then reduced by 10% per Semester
Autocall Rate: USD = 6.90% Semi-Annual
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.90% p.a.
ISIN XS2550492677
NEXT POTENTIAL MATURITY DATE 04/11/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,939.1900 | 6009.95 |
| S&P/TSX 60 | 1,211.9930 | |
| Nikkei 225 | 27,885.8700 | 64179.27 |
| S&P/ASX 200 | 7,291.2660 |
STRIKE DATE 06/12/2022
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: 2.08% Quarterly ( 8.32% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 8.32% p.a.
ISIN XS2425357741
NEXT POTENTIAL MATURITY DATE 06/03/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,939.1900 | 6009.95 |
| S&P/TSX 60 | 1,211.9930 | |
| Nikkei 225 | 27,885.8700 | 64179.27 |
| S&P/ASX 200 | 7,291.2660 |
STRIKE DATE 06/12/2022
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: 2.31% Quarterly (9.24% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.24% p.a.
ISIN XS2425358046
NEXT POTENTIAL MATURITY DATE 06/03/2024
COUNTERPARTY Unicredit AG
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,617.5400 | 6009.95 |
| Nasdaq 100 | 11,405.5700 | 28508.03 |
| Nikkei 225 | 27,587.4600 | 64179.27 |
| FTSE 100 | 7,094.5300 | 10254.81 |
STRIKE DATE 31/10/2022
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP: 2.25% Quarterly (11.00% p.a.)
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.00% p.a.
ISIN DE000HC0HFD6
NEXT POTENTIAL MATURITY DATE 31/10/2023
COUNTERPARTY Unicredit AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,617.5400 | 6009.95 |
| Nasdaq 100 | 11,405.5700 | 28508.03 |
| Nikkei 225 | 27,587.4600 | 64179.27 |
| FTSE 100 | 7,094.5300 | 10254.81 |
STRIKE DATE 31/10/2022
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 2.25% Quarterly (11.00% p.a.)
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 9.00% p.a.
ISIN DE000HC0HFE4
NEXT POTENTIAL MATURITY DATE 31/10/2023
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6,526.1500 | 10254.81 |
| S&P/ASX 200 | 6,649.6940 | |
| MSCI Taiwan | 639.7200 | 1940.69 |
| Russell 2000 | 2,106.6090 | 2835.462 |
STRIKE DATE 28/01/2021
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, floored at 85%
Memory Income Rate: GBP = 1.55% Quarterly
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.20% p.a.
ISIN XS2274013627
NEXT POTENTIAL MATURITY DATE 28/07/2023
COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,604.5100 | 6009.95 |
| S&P 500 | 3,807.3000 | 7266.99 |
| FTSE 100 | 7,073.6900 | 10254.81 |
STRIKE DATE 27/10/2022
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: EUR: 3.35% Semi Annually (6.70% p.a.)
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.70% p.a.
ISIN XS2441851693
NEXT POTENTIAL MATURITY DATE 27/10/2023
COUNTERPARTY Barclays
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,604.5100 | 6009.95 |
| S&P 500 | 3,807.3000 | 7266.99 |
| FTSE 100 | 7,073.6900 | 10254.81 |
STRIKE DATE 27/10/2022
RETURN & BARRIERS
Maximum Term: 3 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: EUR: 3.40% Semi Annually (6.80% p.a.)
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.80% p.a.
ISIN XS2441851776
NEXT POTENTIAL MATURITY DATE 27/10/2023