10: 10 Plan December 2021 Brochure

Important Information: Return of the Initial Capital you invest is subject to the Issuer and Counterparty not failing (Counterparty Risk, see page 17 for more information).

Option 3 If the Plan does not kick out, and on the Maturity Date the Finish Level of the Underlying Asset is less than 105% of the Start Level but not less than 70% of the Start Level, you will not receive the Potential Return but your Initial Capital will be repaid in full. In all options If, on the Maturity Date, the Finish Level of the Underlying Asset is less than 70% of the Start Level (representing a decline of more than 30% from the Start Level) your Initial Capital will be lost at the rate of 1% for every 1% the Underlying Asset is below the Start Level. Example scenarios of the repayment of your Initial Capital are set out below. These examples are not exhaustive. Please be aware that you are likely to receive less than your Initial Capital if you decide to encash the Plan early.

What happens if the Plan doesn’t kick out? If the Plan does not kick out or mature early, the repayment of your Initial Capital on the Maturity Payment Date depends on the performance of the Underlying Asset. Option 1 If the Plan does not kick out, and on the Maturity Date the Finish Level of the Underlying Asset is less than 82.5% of the Start Level but not less than 70% of the Start Level, you will not receive the Potential Return but your Initial Capital will be repaid in full. Option 2 If the Plan does not kick out, and on the Maturity Date the Finish Level of the Underlying Asset is less than 100% of the Start Level but not less than 70% of the Start Level, you will not receive the Potential Return but your Initial Capital will be repaid in full.

Example scenarios of the repayment of your Initial Capital at maturity assuming an initial investment amount of £10,000 (if no kick out event occurs).

Finishing Level of the Underlying Asset

Amount of your initial investment repaid to you

Explanation

-25% below Start Level -30% below Start Level -31% below Start Level -75% below Start Level

£10,000 £10,000 £6,900 £2,500

Full Initial Capital Return Full Initial Capital Return £10,000 – (£10,000 × 31%) £10,000 – (£10,000 × 75%)

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