INTERNATIONAL PRODUCTS

CURRENCY EUR
STRIKE DATE 03/03/2026
ISIN XS3250143180
COUNTERPARTY BBVA
TYPE Note

UNDERLYINGS

• FTSE MIB
• HSI
• S&P 500

RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually(First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: EUR: 3.50% Semi-Annual (7.00% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
NEXT POTENTIAL MATURITY DATE 03/03/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY EUR
STRIKE DATE 03/03/2026
ISIN XS3247132981
COUNTERPARTY Barclays
TYPE Note

UNDERLYINGS

• FTSE MIB
• Nikkei 225
• Russell 2000

RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 97.50% of initial level Coupon Rate: EUR: 2.50% Quarterly (10.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
NEXT POTENTIAL MATURITY DATE 03/03/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 23/02/2026
ISIN XS3281864622
COUNTERPARTY Société Générale
TYPE Note

UNDERLYINGS

• Capgemini SE
• Leonardo SpA
• Thyssenkrupp AG
• Rheinmetall AG

RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 95% of initial level with 60% Glider at month 12 Coupon Rate: USD: 7.50% Quarterly (30.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
NEXT POTENTIAL MATURITY DATE 24/08/2026

• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 24/02/2026
ISIN XS3138925816
COUNTERPARTY Natixis
TYPE Note

UNDERLYINGS

• Eurostoxx 50
• Russell 2000
• Nikkei 225
• OMX Stockholm 30

RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Coupon Rate: USD: 6.25% Semi-Annually (12.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
NEXT POTENTIAL MATURITY DATE 24/02/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 20/02/2026
ISIN XS3250071415
COUNTERPARTY BBVA
TYPE Note

UNDERLYINGS

• SMI
• FTSE MIB
• Nikkei 225
• Russell 2000

RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Capital Protected Autocall Autocall Opportunities: Semi-Annual (First Observation at 36 months) Autocall Trigger: 100% of initial level Coupon Rate: 3.95% Semi-Annually (7.90% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
NEXT POTENTIAL MATURITY DATE 20/02/2029

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY GBP
STRIKE DATE 20/02/2026
ISIN XS3234674128
COUNTERPARTY BBVA
TYPE Note

UNDERLYINGS

• SMI
• Eurostoxx 50
• Nikkei 225
• S&P 500

RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 5.90% Semi-Annually (11.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
NEXT POTENTIAL MATURITY DATE 22/02/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 20/02/2026
ISIN XS3234674391
COUNTERPARTY BBVA
TYPE Note

UNDERLYINGS

• SMI
• Eurostoxx 50
• Nikkei 225
• S&P 500

RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 6.40% Semi-Annually (12.80% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
NEXT POTENTIAL MATURITY DATE 22/02/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY GBP
STRIKE DATE 19/02/2026
ISIN XS3239711883
COUNTERPARTY Barclays
TYPE Note

UNDERLYINGS

• OMX Stockholm 30
• FTSE MIB
• Nikkei 225
• Russell 2000

RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually(First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 3.50% Semi-Annually (7.00% p.a.) Income Trigger: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
NEXT POTENTIAL MATURITY DATE 19/02/2026

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY GBP
STRIKE DATE 10/02/2026
ISIN XS3138924090
COUNTERPARTY Natixis
TYPE Note

UNDERLYINGS

• OMX Stockholm 30
• FTSE MIB
• Nikkei 225
• Russell 2000

RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-annual(First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 3.50% Semi-annually (7.00% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
NEXT POTENTIAL MATURITY DATE 10/02/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 10/02/2026
ISIN XS3138924173
COUNTERPARTY Natixis
TYPE Note

UNDERLYINGS

• OMX Stockholm 30
• FTSE MIB
• Nikkei 225
• Russell 2000

RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-annual(First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 3.80% Semi-annually (7.60% p.a.) Income Trigger: 60% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
NEXT POTENTIAL MATURITY DATE 10/02/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 05/02/2026
ISIN XS3234629502
COUNTERPARTY BBVA
TYPE Note

UNDERLYINGS

• S&P/ASX 200
• FTSE MIB
• Nikkei 225
• Russell 2000

RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Reducing Autocall Autocall Opportunities: Semi-Annually(First Observation at 12 months) Autocall Trigger: 100% of initial level (Reducing by 2.00%, semi-annually) Memory Income Rate: 3.85% Semi-Annual (7.70% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
NEXT POTENTIAL MATURITY DATE 05/02/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 05/02/2026
ISIN XS3239586459
COUNTERPARTY Barlcays
TYPE Note

UNDERLYINGS

• S&P 500
• FTSE MIB
• Nikkei 225
• Russell 2000

RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually(First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 3.85% Semi-Annually( 7.70% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
NEXT POTENTIAL MATURITY DATE 05/02/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY GBP
STRIKE DATE 13/02/2026
ISIN XS3138922631
COUNTERPARTY Natixis
TYPE Note

UNDERLYINGS

• Eurostoxx 50
• Russell 2000
• Nikkei 225

RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.10% p.a. (Paid Quarterly) USD: 6.54% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
NEXT POTENTIAL MATURITY DATE 20/05/2026

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 13/02/2026
ISIN XS3138922714
COUNTERPARTY Natixis
TYPE Note

UNDERLYINGS

• Eurostoxx 50
• Russell 2000
• Nikkei 225

RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 6.10% p.a. (Paid Quarterly) USD: 6.54% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
NEXT POTENTIAL MATURITY DATE 20/05/2026

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 13/02/2026
ISIN XS3257327760
COUNTERPARTY Société Générale
TYPE Note

UNDERLYINGS

• Oracle
• Intel
• Tesla Inc
• Nvidia Corporation

RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 90% of initial level with 60% Glider at month 12 Coupon Rate: USD: 7.50% Quarterly (30.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
NEXT POTENTIAL MATURITY DATE 13/08/2026

• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 14/01/2026
ISIN XS3189113718
COUNTERPARTY Barclays
TYPE Note

UNDERLYINGS

• S&P 500
• FTSE MIB
• Nikkei 225
• Russell 2000

RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi-Annually(First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 4.05% Semi-Annually (8.10% p.a.) Income Trigger: 80% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
NEXT POTENTIAL MATURITY DATE 14/01/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)