Free Writing Prospectus - Filing Under Securities Act Rules 163/433 (fwp)
March 05 2021 - 4:30PM
Edgar (US Regulatory)
Filed Pursuant to Rule 433
Registration No. 333-232144
Issuer: Barclays Bank PLC Tenor: Approximately
5 yearsBuffered SupertrackSM NotesFact Sheet | March 5, 2021Hypothetical Payment at MaturityReference Asset: The Dow Jones Industrial
Average® (Bloomberg ticker: “INDU <Index>”) (the “Reference Asset”) Buffer Value: 80.00% of
the Initial ValueBuffer percentage:20.00%Maximum Return: 29.50% - 31.50%, determined on the Initial Valuation Date Selected Structure
DefinitionsPayment at Maturity: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 the final Coupon Payment payable on such date) equal to: • If the Final Value of
the Reference Asset is greater than or equal to the Initial Value, you will receive an amount per $1,000 principal amount Note
calculated as follows: $1,000 + [$1,000 × lesser of (a) Reference Asset Return of the Reference Asset and (b) Maximum Return]
Assuming the Maximum Return is set at 29.50% if the Reference Asset Return is 29.50% or more, you will receive a payment at maturity
of $1,295.00 per $1,000 principal amount Note that you hold. • If the Final Value of the Reference Asset is less than the
Initial Value, but greater than or equal to the Buffer Value, you will receive a payment of $1,000 per $1,000 principal amount
Note. • If the Final Value of the Reference Asset is less than the Buffer Value, you will receive an amount per $1,000 principal
amount Note calculated as follows: $1,000 + [$1,000 × (Reference Asset Return of the Reference Asset + Buffer Percentage)]
If the Final Value of the Reference Asset is less than the Buffer Value, you will lose 1.00% of the principal amount of your Notes
for every 1.00% that the Reference Asset Return of the Reference Asset falls below -20.00%. You may lose up to 80.00% of the principal
amount of your Notes at maturity.CUSIP / ISIN: 06748EBH5 / US06748EBH53 Initial Value: The Closing Value of the Reference Asset
on the Initial Valuation Date. Final Value: The Closing Value of the Reference Asset on the Final Valuation Date.All terms that
are not defined in this fact sheet shall have the meanings set forth in the accompanying preliminary pricing supplement dated
February 26, 2021 (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.Initial Valuation Date: March 26, 2021 Issue Date: March 31, 2021 Final Valuation
Date: March 26, 2026 Maturity Date: March 31, 2026The 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.
Buffered SupertrackSM NotesFact Sheet | March
5, 2021Summary Characteristics of the Notes • Commissions—Barclays Capital Inc. will receive commissions from the Issuer
of up to 3.50% of the principal amount of the notes, or up to $35.00 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 $900.00 and $934.40
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. If the Final Value of the Reference
Asset is less than the Buffer Value, you will lose 1.00% of the principal amount of your Notes for every 1.00% that the Reference
Asset Return of the Reference Asset falls below -20.00%. You may lose up to 80.00% of your principal amount. • Potential
Return is Limited to the Maximum Return—If the Reference Asset Return is greater than 0.00%, you will receive a payment
at maturity of $1,000 per $1,000 principal amount Note that you hold plus an additional payment that will not exceed $1,000 times
the Maximum Return. Assuming that the Maximum Return is set at 29.50%, (i) the maximum payment that you may receive at maturity
is $1,295.00 per $1,000 principal amount Note that you hold, and (ii)you will not benefit from any appreciation of the Reference
Asset beyond a Reference Asset Return 29.50%, which may be significant. • The Payment at Maturity of the Notes is Based Solely
on the Closing Value of the Reference Asset on the Final Valuation Date — The Final Value of the Reference Asset will be
based solely on the Closing Value on the Final Valuation Date. Accordingly, if the value of the Reference Asset drops on the Final
Valuation Date, the payment at maturity on the Notes may be significantly less than it would have been had it been linked to the
value of the Reference Asset at any time prior to such drop.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 Asset is not an indication of the future performance of the Reference Asset 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/200007927/06748EBH5.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.
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