MATURED PRODUCT

US Tech Hybrid Memory Income Autocall September 2021 (XS2296835510/ XS2296835437)

RETURNS AND
BARRIERS

GBP = 2.25% Quarterly (9% p.a.) and USD = 2.50% Quarterly (10% p.a.) Income Rate
GBP = 1.50% Quarterly (6% p.a.) and USD = 1.50% Quarterly (6% p.a.) Coupon Rate

INCOME GBP

2.25% Quarterly

INCOME USD

2.50% Quarterly

INCOME EUR

GROWTH GBP

1.50% Quarterly

GROWTH USD

1.50% Quarterly

GROWTH EUR

ISIN

GBP XS2296835510 / USD XS2296835437

STRIKE DATE

September 30, 2021

UNDERLYING

Intel
Advanced Micro Devices
Nvidia
Tesla

STRIKE LEVELS

53.28
102.90
207.16
775.48

INCREASE / DECREASE %
AT LAST OBSERVATION

– 2.72%
16.30%
33.67%
30.32%

MATURED DATE

March 30, 2022

COUPONS
PAID TO DATE

GBP 7.50% / USD 8.00%

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