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PRODUCT VALUATION REPORT

BNP UK Callable Supertracker Plan

Strike Date: 07/02/2022
Next Observation Date: 09/11/2026
Final Observation Date: 07/02/2028
Returns and Barriers: 
Investment Structure: Plan
Investment Term: Up to 6 years 1 week
Interest Rate: 10.00% per annum (2.50% per quarter)
Participation Rate: 500% Participation in the growth of the FTSE™ 100 Index at maturity
Callable Observations: Quarterly (First Observation at 24 months)
Capital Protection: 60% Capital Protection barrier at maturity
ISIN: XS2317572951
Currency: GBP
Current Price: 143.04% (as at 11/08/2026 10:37 UK Time)
Coupons Paid to Date: 0.0000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
FTSE 1007,573.4710,862.5043.43%
Source: Bloomberg