INTERNATIONAL PRODUCTS

CURRENCY USD
STRIKE DATE 10/04/2026
ISIN XS3315920721
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: 90% of initial level with 60% Glider at month 12 Coupon Rate: USD: 8.00% Quarterly (32.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
NEXT POTENTIAL MATURITY DATE 12/10/2026

• KEY INFORMATION DOCUMENT (KID)

CURRENCY GBP
STRIKE DATE 14/04/2026
ISIN XS3267319435
COUNTERPARTY Natixis
TYPE Note

UNDERLYINGS

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

RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Memory Income Autocall Autocall Opportunities: Semi-annual(First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: GBP: 5.00% Semi-annually(10.00% 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 14/04/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 14/04/2026
ISIN XS3267332610
COUNTERPARTY Natixis
TYPE Note

UNDERLYINGS

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

RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Defensive Memory Income Autocall Autocall Opportunities: Semi-annual(First Observation at 12 months) Autocall Trigger: 95% of initial level Memory Income Rate: USD: 5.25% Semi-annually(10.50% 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 14/04/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY GBP
STRIKE DATE 10/04/2026
ISIN XS3267321506
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: 4.06% Semi-annually (8.12% 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 12/04/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 10/04/2026
ISIN XS3267320011
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: 4.125% Semi-annually (8.25% 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 12/04/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 09/04/2026
ISIN XS3295290533
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: 4.35% Semi-Annually (8.70% 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 09/04/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY GBP
STRIKE DATE 06/04/2026
ISIN XS3287528916
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: 4.00% Semi-Annually (8.00% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
NEXT POTENTIAL MATURITY DATE 06/04/2029

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY EUR
STRIKE DATE 09/04/2026
ISIN XS3287522711
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: 3.60% Semi-Annual (7.20% 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 12/04/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 03/04/2026
ISIN XS3287517802
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%, semi-annually) Memory Income Rate: 4.40% Semi-Annual (8.80% 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 05/04/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY EUR
STRIKE DATE 07/04/2026
ISIN XS3281185481
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: 95.00% 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 07/04/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 20/03/2026
ISIN XS3158917107
COUNTERPARTY Citi
TYPE Note

UNDERLYINGS

• S&P/TSX 60
• FTSE MIB
• Nikkei 225
• Nasdaq 100

RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Knockout Low Hurdle Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level, reduced to 80% on the Final Observation Knock-Out Trigger: 100% of initial level Coupon Rate: USD: 2.55% Quarterly (10.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
NEXT POTENTIAL MATURITY DATE 23/03/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY GBP
STRIKE DATE 25/03/2026
ISIN XS3138937407
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: 6.70% Semi-Annually (13.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
NEXT POTENTIAL MATURITY DATE 30/03/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 23/03/2026
ISIN XS3203172823
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: 4.15% Semi-Annually (8.30% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
NEXT POTENTIAL MATURITY DATE 23/03/2029

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 23/03/2026
ISIN XS3282197196
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: 8.75% Quarterly (35.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
NEXT POTENTIAL MATURITY DATE 22/09/2026

• KEY INFORMATION DOCUMENT (KID)

CURRENCY GBP
STRIKE DATE 20/03/2026
ISIN XS3260442291
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: 5.95% Semi-Annually (11.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
NEXT POTENTIAL MATURITY DATE 23/03/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 20/03/2026
ISIN XS3260442374
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: 6.45% Semi-Annually (12.90% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
NEXT POTENTIAL MATURITY DATE 23/03/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY GBP
STRIKE DATE 19/03/2026
ISIN XS3263025895
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: GBP: 3.55% Semi-Annually (7.10% 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 19/03/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)