These GBP denominated Second Worst of Autocall Call Warrants offer investors the opportunity for a return linked to a basket of stocks for a period of 6 years. The warrants have an automatic call feature (the "Auto-Call") on a semi annual basis; starting on March, 2015; if the Closing Level of the second worst performing underlying on such date is equal to or greater than 100% of its strike level. On such an event, the exercise date of the warrants will be brough forward and each holder will be enitled to receive on exercise the relevant Cash Settlement Amount per warrant specified for the relevant valuation date (see Final Terms for details). Otherwise, at maturity, each warrant holder will be entitled to: (i) if the closing level of the second worst performing underlying is above its strike; a Cash Settlement amoint per Warrant equal to GBP 1.48, or if (i) is not met; (ii) a Cash Settlement per warrant equal to Zero.