The S&P 500 Index (Bloomberg ticker: “SPX <Index>”), the Russell 2000 Index (Bloomberg ticker: “RTY <Index>”) and the Dow Jones Industrial Average (Bloomberg ticker: “INDU <Index>”) (each, a 'Reference Asset')
For each Reference Asset, 70.00% of its Initial Value
For each Reference Asset, 90.00% of its Initial Value
Selected Structure Definitions
The notes cannot be redeemed for approximately the first year 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 applicable Redemption Price. No further amounts will be payable on the notes after the Call Settlement Date.
February 25, 2026, May 26, 2026, August 25, 2026, November 25, 2026, February 25, 2027, May 25, 2027, August 25, 2027, November 26, 2027, February 25, 2028, May 25, 2028, August 25, 2028, November 27, 2028, February 26, 2029, May 25, 2029, August 27, 2029, November 26, 2029 and the Final Valuation Date
The fifth business day following the Call Valuation Date on which an Automatic Call occurs
With respect to a Call Valuation Date, an amount calculated as follows:
Periodic Call Premium x n
where “n” equals the number of years that have passed from the Initial Valuation Date to the relevant Call Valuation Date for which the Call Premium is being calculated, rounded to the nearest quarter-year
$60.00 per $1,000 principal amount note, to be determined on the Initial Valuation Date.
If the Notes are not redeemed on any of the first sixteen Call Valuation Dates, 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 equal to:
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If the Final Value of the Least Performing Reference Asset is greater than or equal to its Call Value, the notes will be subject to an Automatic Call and you will receive the applicable Redemption Price on the Maturity Date
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If the Final Value of the Least Performing Reference Asset is less than its Call Value, but greater than or equal to its Barrier Value, $1,000 per $1,000 principal amount note
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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.
For every $1,000 principal amount note, an amount equal to $1,000 plus the Call Premium applicable to the Call Valuation Date on which an Automatic Call occurs.
All terms that are not defined in this fact sheet shall have the meanings set forth in the accompanying preliminary pricing supplement dated February 6, 2025 (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.
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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.
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