Free Writing Prospectus - Filing Under Securities Act Rules 163/433 (fwp)
2022年1月15日 - 02:08AM
Edgar (US Regulatory)
Filed
Pursuant to Rule 433
Registration
No. 333-232144
Fact Sheet
| January 14, 2022
|
Phoenix
AutoCallable Notes
|
The Nasdaq-100
Index (Bloomberg ticker: “NDX <Index>”), the Russell 2000
Index (Bloomberg ticker: “RTY <Index>”) and the S&P 500
Index (Bloomberg ticker: “SPX <Index>”) (each, a 'Reference
Asset')
For each
Reference Asset, 50.00% of its Initial Value
For each
Reference Asset, 65.00% of its Initial Value
Contingent
Coupon Amount:
$5.20833 per
month (based on 6.25% per annum rate), to be determined on the
Initial Valuation Date.
Selected
Structure Definitions
The notes cannot
be redeemed for the first six months after the Issue Date. If, on
any Call Valuation Date, the Closing Value of each Reference Asset
is greater than or equal to its Call Value, the notes will be
automatically redeemed and you will receive a cash payment per
$1,000 principal amount of notes on the related Call Settlement
Date equal to the Redemption Price. No further amounts will be
payable on the notes after the Call Settlement Date.
If, on any
Observation Date, the Closing Value of each Reference Asset is
greater than or equal to its Coupon Barrier Value, you will receive
a Contingent Coupon equal to the Contingent Coupon Amount on the
related Contingent Coupon Payment Date. Otherwise, you will not
receive a Contingent Coupon on such date.
If the Notes are
redeemed prior to scheduled maturity, and if you hold the Notes to
maturity, you will receive on the Maturity Date a cash payment per
$1,000 principal amount of notes (in addition to any Contingent
Coupon that may be payable on such date) equal to:
●
If the Final Value of the
Least Performing Reference Asset is greater than or equal to its
Barrier Value, $1,000 per $1,000 principal amount note
●
If the Final Value of the
Least Performing Reference Asset is less than its Barrier Value, an
amount calculated as follows:
$1,000 + [$1,000
× Reference Asset Return of the Least Performing Reference
Asset]
If the
Final Value of the Least Performing Reference Asset is less than
its Barrier Value, you will be fully exposed to the decline of the
Least Performing Reference Asset from its Initial Value. You may
lose up to 100.00% of the principal amount of
your notes at maturity.
$1,000 per $1,000
principal amount note that you hold, plus the Contingent Coupon
that will otherwise be payable on the Call Settlement
Date.
All terms that
are not defined in this fact sheet shall have the meanings set
forth in the accompanying preliminary pricing supplement dated
January 12, 2022 (the 'Pricing Supplement'). All terms set forth or
defined herein, including all prices, levels, values and dates, are
subject to adjustment as described in the accompanying Pricing
Supplement. In the event that any of the terms set forth or defined
in this fact sheet conflict with the terms as described in the
accompanying Pricing Supplement, the terms described in the
accompanying Pricing Supplement shall control.
|
Hypothetical Payment
at Maturity
The Closing Value
of the Reference Assets on the Initial Valuation Date.
The Closing Value
of the Reference Assets on the Final Valuation Date.
The notes are not
suitable for all investors. You should read carefully the
accompanying Pricing Supplement (together with all documents
incorporated by reference therein) for more information on the
risks associated with investing in the notes. Any
payment on the notes, including any repayment of principal, is not
guaranteed by any third party and is subject to (a) the
creditworthiness of Barclays Bank PLC and (b) the risk of exercise
of any U.K. Bail-in Power, as further described in the accompanying
Pricing Supplement.
|
Fact Sheet
| January 14, 2022
|
Phoenix
AutoCallable Notes
|
Summary
Characteristics of the Notes
●
Commissions—Barclays Capital
Inc. will receive commissions from the Issuer of up to 0.75% of the
principal amount of the notes, or up to $7.50 per $1,000 principal
amount. Please see the accompanying Pricing Supplement for
additional information about selling concessions, commissions and
fees.
●
Estimated Value Lower Than
Issue Price—Our estimated value of the notes on the Initial
Valuation Date is expected to be between $929.00 and $969.00 per
Note. Please see “Additional Information Regarding Our Estimated
Value Of The Notes” in the accompanying Pricing Supplement for more
information.
●
Potential for Significant
Loss—The notes differ from ordinary debt securities in that the
Issuer will not necessarily repay the full principal amount of the
notes at maturity. You may lose some or all of your principal if
the notes are not redeemed, the Final Value of any Reference
Asset is less than its Barrier Value. You may lose up to 100.00% of
your principal amount.
●
Potential Return is Limited
to the Contingent Coupons, if Any—The potential positive return you
may receive on the notes is limited to the Contingent Coupons, if
any, that may be payable during the term of the notes. It is
possible that you will not receive any Contingent Coupons during
the term of the notes.
●
Early Redemption and
Reinvestment Risk—If the notes are redeemed, you will not receive
any additional payments on the notes and you may not be able to
reinvest any amounts received in a comparable investment with a
similar level of risk and yield.
|
Summary
Risk Considerations
●
Credit of Issuer—The notes
are unsecured and unsubordinated debt obligations of the Issuer and
are not, either directly or indirectly, an obligation of any third
party. In the event the Issuer were to default on its obligations,
you may not receive any amounts owed to you, including any
repayment of principal, under the terms of the notes.
●
U.K. Bail-In Power—Each
holder and beneficial owner of notes acknowledges, accepts, and
agrees to be bound by, and consents to the exercise of, any U.K.
Bail-in Power by the relevant U.K. resolution authority, which may
be exercised so as to result in you losing all or a part of the
value of your investment in the notes or receiving a different
security from the notes that is worth significantly less than the
notes. Please see “Consent to U.K. Bail-In Power” in the
accompanying Pricing Supplement for more information.
●
Historical Performance—The
historical performance of the Reference Assets is not an indication
of the future performance of the Reference Assets over the term of
the notes.
●
Conflict of Interest—In
connection with our normal business activities and in connection
with hedging our obligations under the notes, we and our affiliates
play a variety of roles in connection with the notes, including
acting as calculation agent and as a market-maker for the notes. In
each of these roles, our and our affiliates’ economic interests may
be adverse to your interests as an investor in the
notes.
●
Lack of Liquidity—The notes
will not be listed on any securities exchange. There may be no
secondary market for the notes or, if there is a secondary market,
there may be insufficient liquidity to allow you to sell the notes
easily.
●
Tax Treatment—Significant
aspects of the tax treatment of the notes are uncertain. You should
consult your tax advisor about your tax situation.
|
In addition to
the summary risks and characteristics of the notes discussed under
the headings above, you should carefully consider the risks
discussed under the heading “Selected Risk Considerations” in the
accompanying Pricing Supplement and under the heading “Risk
Factors” in the accompanying prospectus supplement.
Other
Information
This fact sheet
is a general summary of the terms and conditions of this offering
of notes. The Issuer has filed a registration statement (including
a prospectus) with the U.S. Securities and Exchange Commission (the
“SEC”) for this offering of notes. Before you invest, you should
read carefully the full description of the terms and conditions of,
and risks associated with investing in, the notes contained in the
Pricing Supplement as well as the information contained in the
accompanying prospectus supplement and prospectus that are
incorporated by reference in the Pricing Supplement. The Pricing
Supplement, as filed with the SEC, is available at the following
hyperlink:
https://www.creativeservices.barclays/docs/200007927/06748X5K3.pdf
You may access
the prospectus supplement and prospectus that are incorporated by
reference in the Pricing Supplement by clicking on the respective
hyperlink for each document included in the Pricing Supplement
under the heading “Additional Documents Related To The Offering Of
The Notes,” or by requesting such documents from the Issuer or any
underwriter or dealer participating in this offering. We strongly
advise you to carefully read these documents before investing in
the notes.
You may revoke
your offer to purchase the notes at any time prior to the Initial
Valuation Date. We reserve the right to change the terms of, or
reject any offer to purchase, the notes prior to the Initial
Valuation Date. In the event of any changes to the terms of the
notes, we will notify you and you will be asked to accept such
changes in connection with your purchase of the notes. You may
choose to reject such changes, in which case we may reject your
offer to purchase the notes.
iPath Series B S&P 500 V... (AMEX:VXX)
過去 株価チャート
から 4 2022 まで 5 2022
iPath Series B S&P 500 V... (AMEX:VXX)
過去 株価チャート
から 5 2021 まで 5 2022