INVESTMENTS
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 7,058.6230 | |
| FTSE 100 | 6,983.5000 | 10254.81 |
| Nasdaq 100 | 14,026.1900 | 28508.03 |
| MSCI Taiwan | 691.2400 | 1940.69 |
STRIKE DATE 15/04/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annual (First Observation at 24 months)
Autocall Trigger: 95% of initial level then reduced by 1% every 6 months
Memory Income Rate: USD = 3.00% Semi-Annually
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.00% p.a.
ISIN XS2310181404
NEXT POTENTIAL MATURITY DATE 15/04/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 6,928.0190 | |
| FTSE 100 | 6,885.3200 | 10254.81 |
| IBEX 35 | 8,597.4000 | 18142.7 |
| MSCI Taiwan | 681.4400 | 1940.69 |
STRIKE DATE 07/04/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 7.05% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 14.10% p.a.
ISIN XS2295609999
NEXT POTENTIAL MATURITY DATE 08/04/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Amazon.com | 3,000.4600 | 238 |
| Advanced Micro Devices | 78.5200 | 452.4 |
| Apple Inc | 121.4200 | 291.58 |
| Tesla Motors | 597.9500 |
STRIKE DATE 05/03/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall opportunities: Quarterly
(First Observation at 6 months)
Autocall Trigger: 90% of initial level
Memory Income Rate: EUR = 4.05% Quarterly
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2246895606
NEXT POTENTIAL MATURITY DATE 07/09/2021
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 6,998.7700 | |
| IBEX 35 | 8,637.8000 | 18142.7 |
| Nasdaq 100 | 13,758.5000 | 28508.03 |
| MSCI Taiwan | 685.3500 | 1940.69 |
STRIKE DATE 08/04/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level then reduced by 2% every 6 months, floored at 85%
Memory Income Rate: GBP = 3.25% Semi-Annually
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 6.50% p.a.
ISIN XS2295493162
NEXT POTENTIAL MATURITY DATE 08/04/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Banco Santander | 2.8640 | 10.444 |
| HSBC | 418.1000 | 1293.4 |
| Lloyds | 42.0600 | 97.22 |
| Societe Generale | 21.7050 | 68.76 |
STRIKE DATE 29/03/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly
(First Observation at 6 months)
Autocall Trigger: 95% of initial level
Coupon Rate: GBP = 5.00% Quarterly (20% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2246892769
NEXT POTENTIAL MATURITY DATE 30/12/2021
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Banco Santander | 2.8640 | 10.444 |
| HSBC | 418.1000 | 1293.4 |
| Lloyds | 42.0600 | 97.22 |
| Societe Generale | 21.7050 | 68.76 |
STRIKE DATE 29/03/2021
RETURN & BARRIERS
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly
(First Observation at 6 months)
Autocall Trigger: 95% of initial level
Coupon Rate: USD = 5.25% Quarterly (21% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN
ISIN XS2246892843
NEXT POTENTIAL MATURITY DATE 30/12/2021
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 28,674.8000 | 24407.96 |
| FTSE 100 | 6,885.3200 | 10254.81 |
| KOSPI 200 | 426.7000 | 1227.12 |
| S&P/TSX 60 | 1,141.5010 |
STRIKE DATE 07/04/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 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 XS2246890631
NEXT POTENTIAL MATURITY DATE 07/10/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| HSI | 28,674.8000 | 24407.96 |
| FTSE 100 | 6,885.3200 | 10254.81 |
| KOSPI 200 | 426.7000 | 1227.12 |
| S&P/TSX 60 | 1,141.5010 |
STRIKE DATE 07/04/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 5.00% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2246890805
NEXT POTENTIAL MATURITY DATE 07/10/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Intel | 62.0200 | 107.04 |
| Advanced Micro Devices | 76.2200 | 452.4 |
| Apple Inc | 120.5900 | 291.58 |
| Tesla Motors | 213.46 |
STRIKE DATE 25/03/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall opportunities: Quarterly
(First Observation at 6 months)
Autocall Trigger: 90% of initial level
Memory Income Rate: GBP = 4.25% Quarterly
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN '-2.495% p.a.
ISIN XS2246890987
NEXT POTENTIAL MATURITY DATE 25/03/2025
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Intel | 62.0200 | 107.04 |
| Advanced Micro Devices | 76.2200 | 452.4 |
| Apple Inc | 120.5900 | 291.58 |
| Tesla Motors | 213.46 |
STRIKE DATE 25/03/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall opportunities: Quarterly
(First Observation at 6 months)
Autocall Trigger: 90% of initial level
Memory Income Rate: USD = 4.50% Quarterly
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
P.A. RETURN '-1.745% p.a.
ISIN XS2246890714
NEXT POTENTIAL MATURITY DATE 25/03/2025
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 6,738.4470 | |
| IBEX 35 | 8,595.2000 | 18142.7 |
| Nasdaq 100 | 12,896.5300 | 28508.03 |
| MSCI Taiwan | 672.9100 | 1940.69 |
STRIKE DATE 30/03/2021
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level then reduced by 2% every 6 months
Memory Income Rate: USD = 4.50% Semi-Annually
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN 9.00% p.a.
ISIN XS2274394324
NEXT POTENTIAL MATURITY DATE 02/04/2024
COUNTERPARTY CIBC
TYPE Note
CURRENCY USD
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-Annual (First Observation at 18 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 3.05% Semi-Annually
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 6.10%
ISIN XS2296212389
NEXT POTENTIAL MATURITY DATE 26/08/2024
COUNTERPARTY BBVA
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6736.96 | 10254.81 |
| Eurostoxx 50 | 3845.64 | 6009.95 |
| HSCEI | 11340.4 | 8318.73 |
| KOSPI 200 | 411.02 | 1227.12 |
STRIKE DATE 11/03/2021
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 = 1.50% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2246868975
NEXT POTENTIAL MATURITY DATE 11/12/2026
COUNTERPARTY BBVA
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| Eurostoxx 50 | 3,648.3700 | 6009.95 |
| FTSE 100 | 6,524.3600 | 10254.81 |
| HSCEI | 11,810.2500 | 8318.73 |
| S&P/TSX 60 | 1,092.5290 |
STRIKE DATE 10/02/2021
RETURN & BARRIERS
Investment Structure: Semi Annual Classic Autocall
Autocall Opportunities: Semi Annual (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 3.88% Semi Annual (7.76% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
P.A. RETURN
ISIN XS2224081567
NEXT POTENTIAL MATURITY DATE 10/02/2027
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY EUR
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 6,660.2490 | |
| Nasdaq 100 | 12,462.2100 | 28508.03 |
| IBEX 35 | 8,140.8000 | 18142.7 |
| MSCI Taiwan | 569.6900 | 1940.69 |
STRIKE DATE 14/12/2020
RETURN & BARRIERS
Investment Structure: Semi Annual Classic Autocall
Autocall Opportunities: Semi Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: EUR = 4.5% Semi Annual (9% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN
ISIN XS1998998725
NEXT POTENTIAL MATURITY DATE 14/12/2021
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6,489.3300 | 10254.81 |
| S&P/ASX 200 | 6,840.5310 | |
| FTSE MIB | 23,083.4200 | 50029.17 |
| Russian Depository Index | 1,632.3400 | 0 |
STRIKE DATE 05/02/2021
RETURN & BARRIERS
Investment Structure: Semi Annual Memory Income Reducing Autocall
Autocall opportunities: Semi Annual (First observation at 24 months)
Autocall Trigger: 100% of initial level then reduced 2.5% every 6 months
Memory Income Rate: 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 XS2274350623
NEXT POTENTIAL MATURITY DATE 27/04/2022
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 6,840.5310 | |
| FTSE 100 | 6,489.3300 | 10254.81 |
| Russell 2000 | 2,233.3270 | 2835.462 |
| MSCI Taiwan | 660.9000 | 1940.69 |
STRIKE DATE 05/02/2021
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Reducing Autocall
Autocall opportunities: Quarterly (First observation at 24 months)
Autocall Trigger: 100% of initial level then reduced 2% per quarter
Memory Income Rate: 1.50% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 6% p.a.
ISIN XS2273841820
NEXT POTENTIAL MATURITY DATE 07/05/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 6,840.5310 | |
| FTSE 100 | 6,489.3300 | 10254.81 |
| Russell 2000 | 2,233.3270 | 2835.462 |
| MSCI Taiwan | 660.9000 | 1940.69 |
STRIKE DATE 05/02/2021
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Reducing Autocall
Autocall opportunities: Quarterly (First observation at 24 months)
Autocall Trigger: 100% of initial level then reduced 2% per quarter
Memory Income Rate: 1.25% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 55% Final level (European style)
P.A. RETURN 5% p.a.
ISIN XS2273845060
NEXT POTENTIAL MATURITY DATE 07/05/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY GBP
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| FTSE 100 | 6,651.9600 | 10254.81 |
| S&P/ASX 200 | 6,834.0310 | |
| MSCI Taiwan | 679.3300 | 1940.69 |
| Russell 2000 | 2,200.1720 | 2835.462 |
STRIKE DATE 25/02/2021
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 4.65%
ISIN XS2294478073
NEXT POTENTIAL MATURITY DATE 26/02/2024
COUNTERPARTY Goldman Sachs
TYPE Note
CURRENCY USD
CURRENT PRICE Not available
| UNDERLYING | STRIKE LEVEL | PREVIOUS CLOSING LEVEL |
|---|---|---|
| S&P/ASX 200 | 6,710.8460 | |
| FTSE 100 | 6,630.5200 | 10254.81 |
| IBEX 35 | 8,286.8000 | 18142.7 |
| MSCI Taiwan | 648.8700 | 1940.69 |
STRIKE DATE 05/03/2021
RETURN & BARRIERS
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: USD = 7.04% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
P.A. RETURN 14.08% p.a.
ISIN XS2225108567
NEXT POTENTIAL MATURITY DATE 05/03/2024