INVESTMENTS
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,120.4300 | 10254.81 |
| CAC 40 | 6,781.1900 | 8161.83 |
| Dow Jones Industrial Average | 35,064.2500 | 49918.78 |
| HSI | 26,204.6900 | 24407.96 |
STRIKE DATE 05/08/2021
RETURN & BARRIERS
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 (9.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 9.00% p.a.
ISIN XS2288685402
NEXT POTENTIAL MATURITY DATE 05/02/2026
COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 28,310.4200 | 24407.96 |
| CAC 40 | 6,552.8600 | 8161.83 |
| S&P 500 | 4,352.3400 | 7266.99 |
| FTSE MIB | 25,282.4100 | 50029.17 |
STRIKE DATE 02/07/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi Annual (First Observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 3.20% Semi Annual
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000HV8BTL3
NEXT POTENTIAL MATURITY DATE 04/01/2027
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Rio Tinto | 6,062.0000 | 7479 |
| BHP Group PLC | 2,160.0000 | 3135 |
| Barrick Gold Corp | 20.8900 | |
| Glencore | 315.2000 | 564 |
STRIKE DATE 25/06/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall
Maximum Term: 6 years
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Coupon Rate: 8.25% Quarterly (33.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2190707641
NEXT POTENTIAL MATURITY DATE 25/03/2022
COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 28,827.9500 | 24407.96 |
| CAC 40 | 6,507.8300 | 8161.83 |
| Nasdaq 100 | 14,554.8000 | 28508.03 |
| FTSE MIB | 25,102.0400 | 50029.17 |
STRIKE DATE 30/06/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 18 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: usd = 1.50% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000HV8BNS1
NEXT POTENTIAL MATURITY DATE 30/12/2026
COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 28,827.9500 | 24407.96 |
| CAC 40 | 6,507.8300 | 8161.83 |
| Nasdaq 100 | 14,554.8000 | 28508.03 |
| FTSE MIB | 25,102.0400 | 50029.17 |
STRIKE DATE 30/06/2021
RETURN & BARRIERS
Investment Structure: 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: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000HV8BNT9
NEXT POTENTIAL MATURITY DATE 30/12/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Hilton Worldwide Holdings Inc | 120.6200 | 338.22 |
| Airbnb Inc | 153.1400 | 129.1 |
| Expedia | 163.7100 | 218.94 |
| Norwegian Cruise Line Holdings Ltd | 29.4100 | 17.92 |
STRIKE DATE 30/06/2021
RETURN & BARRIERS
Investment Structure: Reducing Autocall
Maximum Term: 4 years
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100% of initial level then reduced by 2.5% per Quarter
Coupon Rate: 4.50% Quarterly (18.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 18.00% p.a.
ISIN XS2246885631
NEXT POTENTIAL MATURITY DATE 30/12/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Intel | 53.1800 | 107.04 |
| Advanced Micro Devices | 91.0300 | 452.4 |
| 367.8100 | 570.98 | |
| Tesla Motors | 214.93 |
STRIKE DATE 27/07/2021
RETURN & BARRIERS
Investment Structure: Hybrid Memory Income Autocall
Income Trigger: 50% of initial level
Income Rate: USD = 2.50% Quarterly (10% p.a.)
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Autocall Coupon Rate: 2.00% Quarterly (8.00% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN '-7.7783% p.a.
ISIN XS2269101585
NEXT POTENTIAL MATURITY DATE 28/07/2025
COUNTERPARTY CIBC
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P 500 | 3,811.1500 | 7266.99 |
| Russell 2000 | 2,201.0510 | 2835.462 |
| Nasdaq 100 | 12,909.4400 | 28508.03 |
| S&P/TSX 60 | 1,073.4190 |
STRIKE DATE 26/02/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall opportunities: Semi annually
(First Observation at 18 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 2.50% Semi-annually (5% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 5.0%
ISIN XS2296212033
NEXT POTENTIAL MATURITY DATE 26/08/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,348.1230 | |
| IBEX 35 | 8,506.2000 | 18142.7 |
| Nasdaq 100 | 14,681.3800 | 28508.03 |
| MSCI Taiwan | 698.0200 | 1940.69 |
STRIKE DATE 16/07/2021
RETURN & BARRIERS
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 = 3.05% Semi-Annually
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.10% p.a.
ISIN XS2335585084
NEXT POTENTIAL MATURITY DATE 16/07/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,348.1230 | |
| IBEX 35 | 8,506.2000 | 18142.7 |
| Nasdaq 100 | 14,681.3800 | 28508.03 |
| MSCI Taiwan | 698.0200 | 1940.69 |
STRIKE DATE 16/07/2021
RETURN & BARRIERS
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: USD = 4.00% Semi-Annually
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 8.00% p.a.
ISIN XS2335584947
NEXT POTENTIAL MATURITY DATE 16/07/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Commerzbank AG | 6.1570 | 36.22 |
| Barclays | 172.9400 | 445.8 |
| Wells Fargo & Co | 43.2800 | 81.97 |
STRIKE DATE 21/06/2021
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 = 1.875% Quarterly (7.50% p.a.)
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN 7.50% p.a.
ISIN XS2277232976
NEXT POTENTIAL MATURITY DATE 22/03/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Royal Dutch Shell (GBp) | 1,418.2000 | 3239 |
| Unilever | 4,307.0000 | 4401.5 |
| BP | 315.4000 | 540.5 |
| Glencore | 297.5500 | 564 |
STRIKE DATE 18/06/2021
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 = 2.04% Quarterly
Income Trigger: 55% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 8.16% p.a.
ISIN XS2277236027
NEXT POTENTIAL MATURITY DATE 18/06/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Rio Tinto | 5,836.0000 | 7479 |
| Barrick Gold Corp | 20.7200 | |
| BHP Group PLC | 2,188.0000 | 3135 |
| Glencore | 302.1500 | 564 |
STRIKE DATE 20/07/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Coupon Rate: USD = 5.40% Quarterly (21.60% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2277246257
NEXT POTENTIAL MATURITY DATE 20/01/2022
COUNTERPARTY UniCredit
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 27,963.4100 | 24407.96 |
| CAC 40 | 6,558.4700 | 8161.83 |
| FTSE 100 | 7,124.7200 | 10254.81 |
| FTSE MIB | 25,156.6500 | 50029.17 |
STRIKE DATE 13/07/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: EUR = 1.20% Quarterly (4.80% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN DE000HV8BP16
NEXT POTENTIAL MATURITY DATE 13/10/2026
COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 27,963.4100 | 24407.96 |
| CAC 40 | 6,558.4700 | 8161.83 |
| Nasdaq 100 | 14,874.5400 | 28508.03 |
| FTSE MIB | 25,156.6500 | 50029.17 |
STRIKE DATE 13/07/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 1.48% Quarterly (5.92% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN DE000HV8BM76
NEXT POTENTIAL MATURITY DATE 13/10/2026
COUNTERPARTY UniCredit
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 27,963.4100 | 24407.96 |
| CAC 40 | 6,558.4700 | 8161.83 |
| Nasdaq 100 | 14,874.5400 | 28508.03 |
| FTSE MIB | 25,156.6500 | 50029.17 |
STRIKE DATE 13/07/2021
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 = 1.63% Quarterly (6.52% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN DE000HV8BM68
NEXT POTENTIAL MATURITY DATE 13/10/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 7,151.0200 | 10254.81 |
| CAC 40 | 6,527.7200 | 8161.83 |
| S&P 500 | 4,358.1300 | 7266.99 |
| HSI | 27,960.6200 | 24407.96 |
STRIKE DATE 07/07/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: EUR = 1.75% Quarterly
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
P.A. RETURN
ISIN XS2277236969
NEXT POTENTIAL MATURITY DATE 07/10/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Volkswagen AG | 174.6627 | 86.3 |
| General Motor Co | 57.4600 | 79.4 |
| Tesla Motors | 219.86 | |
| Mercedes-Benz Group AG | 60.7327723 | 47.11 |
STRIKE DATE 06/07/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Memory Income Rate: GBP = 3.50% Quarterly (14.00% p.a.)
Income Trigger: 55% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN '-1.60085% p.a.
ISIN XS2277234675
NEXT POTENTIAL MATURITY DATE 07/07/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Volkswagen AG | 174.6627 | 86.3 |
| General Motor Co | 57.4600 | 79.4 |
| Tesla Motors | 219.86 | |
| Mercedes-Benz Group AG | 60.7327723 | 47.11 |
STRIKE DATE 06/07/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 95% of initial level
Memory Income Rate: USD = 3.50% Quarterly (14.00% p.a.)
Income Trigger: 55% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN '-1.60085% p.a.
ISIN XS2277234592
NEXT POTENTIAL MATURITY DATE 07/07/2025
COUNTERPARTY UniCredit
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 28,918.1000 | 24407.96 |
| Nasdaq 100 | 13,770.7700 | 28508.03 |
| S&P 500 | 4,982.8966 | 7266.99 |
| CAC 40 | 6,515.6600 | 8161.83 |
STRIKE DATE 04/06/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Annual (First Observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 1.25% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN DE000HV4MBU8
NEXT POTENTIAL MATURITY DATE 04/12/2026