INVESTMENTS
COUNTERPARTY UniCredit AG
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 4,686.7500 | 7266.99 |
| HSI | 23,983.6600 | 24407.96 |
| FTSE MIB | 27,137.9800 | 50029.17 |
| Nikkei 225 | 28,455.6000 | 64179.27 |
STRIKE DATE 07/12/2021
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 105%
Memory Income Rate: USD = 3.50% 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% p.a.
ISIN DE000HB0Z1G3
NEXT POTENTIAL MATURITY DATE 08/12/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 4,250.5600 | 6009.95 |
| FTSE 100 | 7,237.5700 | 10254.81 |
| Nikkei 225 | 28,892.6900 | 64179.27 |
| S&P 500 | 4,605.3800 | 7266.99 |
STRIKE DATE 29/10/2021
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Hybrid Memory Income Autocall
Income Trigger: 80% of initial level
Income Rate: 2.55% Semi-annual (5.10% p.a.)
Autocall Opportunities: Semi Annual (First Observation at 24 months)
Autocall Trigger: 100% of initial level
Autocall Coupon Rate: 0.75% Semi-annual (1.50% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN 6.60% p.a.
ISIN XS2311148071
NEXT POTENTIAL MATURITY DATE 30/04/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,237.5700 | 10254.81 |
| Eurostoxx 50 | 4,250.5600 | 6009.95 |
| S&P/ASX 200 | 7,323.7370 | |
| HSI | 25,377.2400 | 24407.96 |
STRIKE DATE 29/10/2021
RETURN & BARRIERS
Investment Structure: Semi Annual Autocall
Autocall opportunities: Semi Annual (First observation at 18 months)
Autocall Trigger: 100% of initial level
Autocall Coupon: 3.50% Semi Annual (7% PA)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 7% p.a.
ISIN XS2311145051
NEXT POTENTIAL MATURITY DATE 29/10/2025
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,255.9600 | 10254.81 |
| IBEX 35 | 8,903.2000 | 18142.7 |
| S&P/ASX 200 | 7,379.2030 |
STRIKE DATE 18/11/2021
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 = 4.50% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 22.50% p.a.
ISIN XS2385710228
NEXT POTENTIAL MATURITY DATE 20/05/2024
COUNTERPARTY Morgan Stanley
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,255.9600 | 10254.81 |
| IBEX 35 | 8,903.2000 | 18142.7 |
| S&P/ASX 200 | 7,379.2030 |
STRIKE DATE 18/11/2021
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 = 4.50% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 22.50% p.a.
ISIN XS2385710574
NEXT POTENTIAL MATURITY DATE 20/05/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 27109.3 | 50029.17 |
| CAC 40 | 7042.23 | 8161.83 |
| Nikkei 225 | 29302.66 | 64179.27 |
| HSI | 24685.5 | 24407.96 |
STRIKE DATE 24/11/2021
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 = 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 XS2311592070
NEXT POTENTIAL MATURITY DATE 25/11/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 27109.3 | 50029.17 |
| CAC 40 | 7042.23 | 8161.83 |
| Nikkei 225 | 29302.66 | 64179.27 |
| HSI | 24685.5 | 24407.96 |
STRIKE DATE 24/11/2021
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 = 5.60% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 11.20% p.a.
ISIN XS2311592153
NEXT POTENTIAL MATURITY DATE 25/11/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Rio Tinto | 4,453.5000 | 7479 |
| Barrick Gold Corp | 20.6000 | |
| BHP Group PLC | 1,898.8000 | 3135 |
| Anglo American | 2,841.5000 | 3712 |
STRIKE DATE 16/11/2021
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 XS2311589019
NEXT POTENTIAL MATURITY DATE 16/05/2022
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Rio Tinto | 4,453.5000 | 7479 |
| Barrick Gold Corp | 20.6000 | |
| BHP Group PLC | 1,898.8000 | 3135 |
| Anglo American | 2,841.5000 | 3712 |
STRIKE DATE 16/11/2021
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 XS2311589100
NEXT POTENTIAL MATURITY DATE 16/05/2022
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,311.7300 | |
| FTSE MIB | 26,277.5700 | 50029.17 |
| MSCI Taiwan | 648.8200 | 1940.69 |
STRIKE DATE 14/10/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall opportunities: Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 3.00% Semi-anually (6.00% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6% p.a.
ISIN XS2389898177
NEXT POTENTIAL MATURITY DATE 14/10/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE MIB | 27,868.1300 | 50029.17 |
| CAC 40 | 7,128.6300 | 8161.83 |
| Nikkei 225 | 29,776.8000 | 64179.27 |
| HSI | 25,390.9100 | 24407.96 |
STRIKE DATE 15/11/2021
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Classic Autocall
Autocall Opportunities: Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: EUR = 10.00% Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 10% p.a.
ISIN XS2311147859
NEXT POTENTIAL MATURITY DATE 17/11/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,034.0600 | 10254.81 |
| FTSE MIB | 26,027.0700 | 50029.17 |
| HSI | 25,502.2300 | 24407.96 |
| Nikkei 225 | 30,670.1000 | 64179.27 |
STRIKE DATE 14/09/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall opportunities: Quarterly (First Observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 1.40% Quarterly (5.60% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 5.60%
ISIN XS2302881607
NEXT POTENTIAL MATURITY DATE 16/09/2025
COUNTERPARTY UniCredit
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 23,966.4900 | 24407.96 |
| S&P 500 | 4,363.5500 | 7266.99 |
| FTSE 100 | 6,995.8700 | 10254.81 |
| FTSE MIB | 25,605.7300 | 50029.17 |
STRIKE DATE 06/10/2021
RETURN & BARRIERS
Investment Structure: Semi Annual Memory Income Autocall
Autocall Opportunities: Semi Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: EUR= 2.00% Semi Annual (4.00% p.a.)
Income Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 4% p.a.
ISIN DE000HR9UKR3
NEXT POTENTIAL MATURITY DATE 06/10/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| CrowdStrike Holdings Inc | 273.4200 | 647.74 |
| Peloton Interactive Inc | 55.6400 | 5.59 |
| Palantir Technologies Inc | 26.0000 | 130.21 |
| Splunk Inc | 166.0800 | 157 |
STRIKE DATE 05/11/2021
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Hybrid Memory Income Autocall
Income Trigger: 50% of initial level
Income Rate: GBP = 2.25% Quarterly (9.00% p.a.) USD = 2.50% Quarterly (10.00% 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 '-21.79% p.a.
ISIN XS2311141225
NEXT POTENTIAL MATURITY DATE 05/11/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| CrowdStrike Holdings Inc | 273.4200 | 647.74 |
| Peloton Interactive Inc | 55.6400 | 5.59 |
| Palantir Technologies Inc | 26.0000 | 130.21 |
| Splunk Inc | 166.0800 | 157 |
STRIKE DATE 05/11/2021
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Hybrid Memory Income Autocall
Income Trigger: 50% of initial level
Income Rate: GBP = 2.25% Quarterly (9.00% p.a.) USD = 2.50% Quarterly (10.00% 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 '-21.79% p.a.
ISIN XS2311141498
NEXT POTENTIAL MATURITY DATE 05/11/2025
COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 25154.32 | 24407.96 |
| S&P 500 | 4613.67 | 7266.99 |
| FTSE 100 | 7288.62 | 10254.81 |
| FTSE MIB | 27206 | 50029.17 |
STRIKE DATE 01/11/2021
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: 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 DE000HB09PY7
NEXT POTENTIAL MATURITY DATE 03/11/2025
COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 25154.32 | 24407.96 |
| S&P 500 | 4613.67 | 7266.99 |
| FTSE 100 | 7288.62 | 10254.81 |
| FTSE MIB | 27206 | 50029.17 |
STRIKE DATE 01/11/2021
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 DE000HB09PX9
NEXT POTENTIAL MATURITY DATE 03/11/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Barclays | 197.4600 | 445.8 |
| Goldman Sachs | 386.5300 | 1001.29 |
| HSBC | 429.0000 | 1293.4 |
| ING Groep NV | 12.7280 | 25.05 |
STRIKE DATE 12/10/2021
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Autocall
Autocall opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 2.52% Quarterly (10.08% p.a.)
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 10.08% p.a.
ISIN XS2302881789
NEXT POTENTIAL MATURITY DATE 01/07/2024
COUNTERPARTY BNP
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Apple Inc | 145.8500 | 291.58 |
| Netflix | 590.6500 | 82 |
| Nvidia Corporation | 219.4100 | 200.42 |
STRIKE DATE 22/09/2021
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Defensive Autocall with one star effect
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Memory Income Rate: USD = 1.925% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
European barrier: 65% with one star effect
P.A. RETURN 7.70% p.a.
ISIN XS2304435485
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 | 7,413.6710 | |
| IBEX 35 | 9,017.9000 | 18142.7 |
| Nasdaq 100 | 15,388.7100 | 28508.03 |
| MSCI Taiwan | 671.4700 | 1940.69 |
STRIKE DATE 20/10/2021
RETURN & BARRIERS
Maximum Term: 6 years
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
P.A. RETURN 6.00% p.a.
ISIN XS2383746695
NEXT POTENTIAL MATURITY DATE 22/04/2024