INTERNATIONAL PRODUCTS

CURRENCY USD
STRIKE DATE 20/08/2026
ISIN XS3339052568
COUNTERPARTY Natixis
TYPE Note

UNDERLYINGS

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

RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Defensive Autocall Autocall Opportunities: Semi-annual(First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 5.26% Semi-annually (10.52% 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 20/08/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY GBP
STRIKE DATE 21/08/2026
ISIN XS3432270786
COUNTERPARTY Goldman Sachs
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: GBP: 5.00% Semi-Annually (10.00% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
NEXT POTENTIAL MATURITY DATE 21/08/2029

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 21/08/2026
ISIN XS3432306051
COUNTERPARTY Goldman Sachs
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: USD: 4.75% Semi-Annually (9.50% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
NEXT POTENTIAL MATURITY DATE 21/08/2029

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY GBP
STRIKE DATE 20/08/2026
ISIN XS3429988010
COUNTERPARTY Barclays
TYPE Note

UNDERLYINGS

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

RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly(First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 2.05% Quarterly (8.20% 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 20/08/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY EUR
STRIKE DATE 21/08/2026
ISIN XS3429989091
COUNTERPARTY Barclays
TYPE Note

UNDERLYINGS

• FTSE MIB
• Russell 2000
• Nikkei 225

RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Memory Income Autocall Autocall Opportunities: Semi- Annual(First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: EUR: 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 23/08/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY GBP
STRIKE DATE 19/08/2026
ISIN XS3413096382
COUNTERPARTY BBVA
TYPE Note

UNDERLYINGS

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

RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: GBP: 7.20% Semi-Annually (14.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
NEXT POTENTIAL MATURITY DATE 19/08/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 19/08/2026
ISIN XS3413096465
COUNTERPARTY BBVA
TYPE Note

UNDERLYINGS

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

RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level Coupon Rate: USD: 7. 50% Semi-Annually (15.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
NEXT POTENTIAL MATURITY DATE 19/08/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY GBP
STRIKE DATE 14/08/2026
ISIN XS3413094338
COUNTERPARTY BBVA
TYPE Note

UNDERLYINGS

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

RETURN & BARRIERS
Maximum Term: 5 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%, semi-annually) Memory Income Rate: GBP: 4.50% Semi-Annual (9.00% 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 14/08/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 14/08/2026
ISIN XS3413094254
COUNTERPARTY BBVA
TYPE Note

UNDERLYINGS

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

RETURN & BARRIERS
Maximum Term: 5 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%, semi-annually) Memory Income Rate: USD: 4.65% Semi-Annual (9.30% 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 16/08/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY GBP
STRIKE DATE 12/08/2026
ISIN XS3429840294
COUNTERPARTY Barclays
TYPE Note

UNDERLYINGS

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

RETURN & BARRIERS
Maximum Term: 5 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: 4.60% Semi-Annually (9.20% 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 13/08/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 07/08/2026
ISIN XS3338996476
COUNTERPARTY Natixis
TYPE Note

UNDERLYINGS

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

RETURN & BARRIERS
Maximum Term: 5 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: 4.325% Semi-annually (8.65% 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 09/08/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY GBP
STRIKE DATE 07/08/2026
ISIN XS3339006291
COUNTERPARTY Natixis
TYPE Note

UNDERLYINGS

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

RETURN & BARRIERS
Maximum Term: 5 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: 4.15% Semi-annually (8.30% 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 09/08/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY EUR
STRIKE DATE 12/08/2026
ISIN XS3422366263
COUNTERPARTY Barclays
TYPE Note

UNDERLYINGS

• FTSE MIB
• OMX Stockholm 30
• Nikkei 225

RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Defensive Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 95% of initial level Coupon Rate: EUR: 5.25% Semi-Annually (10.50% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
NEXT POTENTIAL MATURITY DATE 12/08/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 23/07/2026
ISIN XS3379876306
COUNTERPARTY BBVA
TYPE Note

UNDERLYINGS

• S&P/ASX 200
• SMI
• FTSE MIB
• Nasdaq 100

RETURN & BARRIERS
Maximum Term: 5 years Investment Structure: Classic Autocall Autocall Opportunities: Semi-Annual (First Observation at 12 months) Autocall Trigger: 100% of initial level, with a Low Hurdle of 90% Coupon Rate: USD: 6.30% Semi-Annually (12.60% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
NEXT POTENTIAL MATURITY DATE 23/07/2027

• FACTSHEET

CURRENCY USD
STRIKE DATE 24/07/2026
ISIN XS3406628654
COUNTERPARTY Société Générale
TYPE Note

UNDERLYINGS

• Nvidia Corporation
• Tesla Inc
• Oracle
• Intel

RETURN & BARRIERS
Maximum Term: 4 years Investment Structure: Defensive Autocall Autocall Opportunities: Quarterly (First Observation at 6 months) Autocall Trigger: 85% of initial level with 50% Glider at month 12 Coupon Rate: USD: 10.00% Quarterly (40.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
NEXT POTENTIAL MATURITY DATE 25/01/2027

• KEY INFORMATION DOCUMENT (KID)