INVESTMENTS
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 26,043.9600 | 50029.17 |
| CAC 40 | 6,787.6000 | 8161.83 |
| HSI | 23,520.0000 | 24407.96 |
| Nikkei 225 | 26,449.6100 | 64179.27 |
STRIKE DATE 22/02/2022
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: USD = 3.65% Semi-Annually
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.30% p.a.
ISIN XS2339638368
NEXT POTENTIAL MATURITY DATE 22/08/2025
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,608.9200 | 10254.81 |
| Nasdaq 100 | 14,620.8200 | 28508.03 |
| Nikkei 225 | 26,865.1900 | 64179.27 |
STRIKE DATE 15/02/2022
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Low Hurdle Autocall
Autocall Opportunities: Semi-Annual (First observation at 12 months)
Autocall Trigger: 100%
Coupon Rate: GBP = 3.91% Semi-Annually
Low Hurdle Trigger: 90% of initial level at maturity for all accumulated coupons
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.82% p.a.
ISIN XS2386137793
NEXT POTENTIAL MATURITY DATE 15/08/2024
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,608.9200 | 10254.81 |
| Nasdaq 100 | 14,620.8200 | 28508.03 |
| Nikkei 225 | 26,865.1900 | 64179.27 |
STRIKE DATE 15/02/2022
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Low Hurdle Autocall
Autocall Opportunities: Semi-Annual (First observation at 12 months)
Autocall Trigger: 100%
Coupon Rate: USD = 4.34% Semi-Annually
Low Hurdle Trigger: 90% of initial level at maturity for all accumulated coupons
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.68% p.a.
ISIN XS2386137876
NEXT POTENTIAL MATURITY DATE 15/08/2024
COUNTERPARTY BNP Paribas
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4197.07 | 6009.95 |
STRIKE DATE 10/02/2022
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 = 3.00% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2011519027
NEXT POTENTIAL MATURITY DATE 10/02/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 27,190.2000 | 50029.17 |
| CAC 40 | 7,101.5500 | 8161.83 |
| Nikkei 225 | 27,696.0800 | 64179.27 |
| HSI | 24,924.3500 | 24407.96 |
STRIKE DATE 10/02/2022
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 = 5.50% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 11.00% p.a.
ISIN XS2339631199
NEXT POTENTIAL MATURITY DATE 12/08/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 27,190.2000 | 50029.17 |
| CAC 40 | 7,101.5500 | 8161.83 |
| Nikkei 225 | 27,696.0800 | 64179.27 |
| HSI | 24,924.3500 | 24407.96 |
STRIKE DATE 10/02/2022
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 = 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 XS2339631272
NEXT POTENTIAL MATURITY DATE 12/08/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 27,190.2000 | 50029.17 |
| CAC 40 | 7,101.5500 | 8161.83 |
| Nikkei 225 | 27,696.0800 | 64179.27 |
| HSI | 24,924.3500 | 24407.96 |
STRIKE DATE 10/02/2022
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: EUR = 5.00% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 10.00% p.a.
ISIN XS2339631355
NEXT POTENTIAL MATURITY DATE 12/08/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Meta Platform Inc | 342.9400 | 570.98 |
| JP Morgan | 158.5600 | 309.14 |
| Snap Inc | 47.0600 | 5.38 |
| Etsy Inc | 221.9100 | 68.73 |
STRIKE DATE 29/12/2021
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Autocall
Income Trigger: 60% of initial level
Income Rate: USD= 4.4% Quarterly (17.60% p.a.)
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100% of initial level reducing 2% Pq
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN '-18.95% p.a.
ISIN XS2329342393
NEXT POTENTIAL MATURITY DATE 29/12/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| CAC 40 | 7,161.5200 | 8161.83 |
| Eurostoxx 50 | 4,284.8300 | 6009.95 |
| FTSE 100 | 7,420.6900 | 10254.81 |
| HSI | 23,086.5400 | 24407.96 |
STRIKE DATE 29/12/2021
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 = 3.80% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7.60% p.a.
ISIN XS2329327832
NEXT POTENTIAL MATURITY DATE 30/06/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 27,016.2200 | 50029.17 |
| FTSE 100 | 7,373.3400 | 10254.81 |
| HSI | 23,193.6400 | 24407.96 |
STRIKE DATE 23/12/2021
RETURN & BARRIERS
Maximum Term: 2 years
Investment Structure: Memory Income Autocall
Income Trigger: 80% of initial level
Income Rate: GBP= 1% Quarterly (4% p.a.)
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 3.00% p.a.
ISIN XS2329323765
NEXT POTENTIAL MATURITY DATE 27/12/2023
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 6,669.8850 | |
| FTSE 100 | 6,416.3200 | 10254.81 |
| Nasdaq 100 | 12,690.2600 | 28508.03 |
| MSCI Taiwan | 576.8200 | 1940.69 |
STRIKE DATE 21/12/2020
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Autocall
Income Rate: USD = 7.8% p.a.
Autocall Opportunities: Annually (First Observation at 12 months)
Autocall Trigger: 100% of initial level then reduced by 2% annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2042799267
NEXT POTENTIAL MATURITY DATE 23/12/2021
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Meta Platform Inc | 330.45 | 570.98 |
| Apple Inc | 175.64 | 291.58 |
| Microsoft | 333.2 | 397.36 |
| Tesla Motors | 336.29 |
STRIKE DATE 22/12/2021
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Autocall
Income Trigger: 60% of initial level
Income Rate: USD= 4% Quarterly (16% p.a.)
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 16.00% p.a.
ISIN XS2317537376
NEXT POTENTIAL MATURITY DATE 23/12/2024
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,341.6600 | 10254.81 |
| Eurostoxx 50 | 4,217.0600 | 6009.95 |
| S&P/ASX 200 | 7,364.7680 |
STRIKE DATE 22/12/2021
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Income Trigger: 85% of initial level
Income Rate: USD= 2.5% Semi-Annually (5% p.a.)
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 5.00% p.a.
ISIN XS2386005370
NEXT POTENTIAL MATURITY DATE 22/12/2023
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Caterpillar Inc | 206.1700 | 856.16 |
| Deere & Co | 348.2900 | 560.05 |
| Nucor Corp | 113.9000 | 250.49 |
| United States Steel Corp | 23.4500 | 54.84 |
STRIKE DATE 16/12/2021
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Hybrid Memory Income Autocall
Income Trigger: 50% of initial level
Income Rate: GBP = 1.95% Quarterly (7.80% p.a.)
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Autocall Coupon Rate: USD= 1.00% Quarterly (4.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2317530447
NEXT POTENTIAL MATURITY DATE 16/12/2022
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Adidas AG | 236.1500 | 172.1 |
| Dicks Sporting Goods Inc | 113.1900 | 214.97 |
| Nike Inc | 145.9100 | 43.96 |
| Peloton Interactive Inc | 25.6400 | 5.59 |
STRIKE DATE 28/01/2022
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Fixed Income Autocall
Autocall opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Fixed Income Rate: USD = 2.50% Quarterly (10.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN '-9.2775% p.a.
ISIN XS2329339928
NEXT POTENTIAL MATURITY DATE 28/01/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| CrowdStrike Holdings Inc | 182.8800 | 647.74 |
| Peloton Interactive Inc | 28.3000 | 5.59 |
| Palantir Technologies Inc | 11.8300 | 130.21 |
| Splunk Inc | 121.0800 | 157 |
STRIKE DATE 24/02/2022
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Hybrid Memory Income Autocall
Income Trigger: 50% of initial level
Income Rate: GBP = 2.75% Quarterly (11.00% p.a.)
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Autocall Coupon Rate: GBP = 1.50% Quarterly (6.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN '-19.04% p.a.
ISIN XS2329335348
NEXT POTENTIAL MATURITY DATE 26/01/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| CrowdStrike Holdings Inc | 182.8800 | 647.74 |
| Peloton Interactive Inc | 28.3000 | 5.59 |
| Palantir Technologies Inc | 11.8300 | 130.21 |
| Splunk Inc | 121.0800 | 157 |
STRIKE DATE 24/02/2022
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Hybrid Memory Income Autocall
Income Trigger: 50% of initial level
Income Rate: USD = 2.75% Quarterly (11.00% p.a.)
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Autocall Coupon Rate: USD = 1.50% Quarterly (6.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN '-19.04% p.a.
ISIN XS2329335421
NEXT POTENTIAL MATURITY DATE 26/01/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| CrowdStrike Holdings Inc | 182.8800 | 647.74 |
| Peloton Interactive Inc | 28.3000 | 5.59 |
| Palantir Technologies Inc | 11.8300 | 130.21 |
| Splunk Inc | 121.0800 | 157 |
STRIKE DATE 24/02/2022
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Hybrid Memory Income Autocall
Income Trigger: 50% of initial level
Income Rate: EUR = 2.70% Quarterly (10.80% p.a.)
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Autocall Coupon Rate: EUR = 1.50% Quarterly (6.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN '-19.06% p.a.
ISIN XS2329335264
NEXT POTENTIAL MATURITY DATE 26/01/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Banco Santander | 2.7485 | 10.444 |
| Commerzbank AG | 6.4470 | 36.22 |
| Lloyds | 47.3650 | 97.22 |
| ING Groep NV | 12.5520 | 25.05 |
STRIKE DATE 08/12/2021
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Autocall
Income Trigger: 75% of initial level
Income Rate: USD= 2.25% Quarterly (9% p.a.)
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS2317534944
NEXT POTENTIAL MATURITY DATE 08/03/2023
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Apple Inc | 164.51 | 291.58 |
| Meta Platform Inc | 316.56 | 570.98 |
| Microsoft | 301.6 | 397.36 |
| Nvidia Corporation | 241.5 | 200.42 |
STRIKE DATE 20/01/2022
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Autocall
Autocall opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 2.75% Quarterly (11.00% p.a.)
Income Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 11.00% p.a.
ISIN XS2412756046
NEXT POTENTIAL MATURITY DATE 22/01/2024