INTERNATIONAL PRODUCTS

CURRENCY EUR
STRIKE DATE 24/09/2026
ISIN XS3473201880
COUNTERPARTY Barclays
TYPE Note

UNDERLYINGS

• FTSE MIB
• Russell 2000
• 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: 5.20% Semi-Annually (10.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
NEXT POTENTIAL MATURITY DATE 24/09/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 23/09/2026
ISIN XS3454355069
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: 4.775% Semi-Annually (9.55% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
NEXT POTENTIAL MATURITY DATE 24/09/2029

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY GBP
STRIKE DATE 23/09/2026
ISIN XS3454224711
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: 4.875% Semi-Annually (9.75% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
NEXT POTENTIAL MATURITY DATE 25/09/2029

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 06/10/2026
ISIN XS3476120145
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: 7.50% Quarterly (30.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
NEXT POTENTIAL MATURITY DATE 06/04/2027

• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 07/10/2026
ISIN XS3339058094
COUNTERPARTY Natixis
TYPE Note

UNDERLYINGS

• SMI
• Nikkei 225
• Russell 2000
• FTSE MIB

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: 4.07% Semi-annually (8.14% 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 07/10/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY GBP
STRIKE DATE 07/10/2026
ISIN XS3431423584
COUNTERPARTY Natixis
TYPE Note

UNDERLYINGS

• SMI
• Nikkei 225
• Russell 2000
• FTSE MIB

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: 3.875% Semi-annually (7.75% 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 07/10/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 07/10/2026
ISIN XS3339048020
COUNTERPARTY Natixis
TYPE Note

UNDERLYINGS

• OMX Stockholm 30
• 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: 4.68% Semi-Annually (9.36% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
NEXT POTENTIAL MATURITY DATE 09/10/2029

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY GBP
STRIKE DATE 07/10/2026
ISIN XS3431460271
COUNTERPARTY Natixis
TYPE Note

UNDERLYINGS

• OMX Stockholm 30
• FTSE MIB
• Nikkei 225
• Russian Depository Index (EUR)

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: 4.535% Semi-Annually (9.07% p.a.) Capital Risk: None Capital Protection Barrier: 100% Capital Protected
NEXT POTENTIAL MATURITY DATE 09/10/2029

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 14/10/2026
ISIN XS3497963093
COUNTERPARTY BBVA
TYPE Note

UNDERLYINGS

• FTSE MIB
• Nikkei 225
• OMX Stockholm 30
• 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: 4.50% 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 14/10/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY GBP
STRIKE DATE 14/10/2026
ISIN XS3497963176
COUNTERPARTY BBVA
TYPE Note

UNDERLYINGS

• FTSE MIB
• Nikkei 225
• OMX Stockholm 30
• 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: 4.25% Semi-Annual (8.50% 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 14/10/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 15/10/2026
ISIN XS3497739535
COUNTERPARTY BBVA
TYPE Note

UNDERLYINGS

• Eurostoxx 50
• Russell 2000
• Nikkei 225

RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 7.76% p.a. (1.94% Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
NEXT POTENTIAL MATURITY DATE 25/01/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY GBP
STRIKE DATE 15/10/2026
ISIN XS3497739709
COUNTERPARTY BBVA
TYPE Note

UNDERLYINGS

• Eurostoxx 50
• Russell 2000
• Nikkei 225

RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: GBP: 7.64% p.a. (1.91% Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
NEXT POTENTIAL MATURITY DATE 25/01/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY EUR
STRIKE DATE 29/10/2026
ISIN XS3499789462
COUNTERPARTY BBVA
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: 3.70% Semi- Annual(7.40% p.a.) Income Trigger: 85% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
NEXT POTENTIAL MATURITY DATE 29/10/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 16/10/2026
ISIN XS3497783194
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: 7.10% Semi-Annually (14.20% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
NEXT POTENTIAL MATURITY DATE 18/10/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY GBP
STRIKE DATE 16/10/2026
ISIN XS3497783277
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: 6.50% Semi-Annually (13.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
NEXT POTENTIAL MATURITY DATE 18/10/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 20/10/2026
ISIN XS3500291417
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: USD: 1.875% Quarterly (7.50% 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 20/10/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY GBP
STRIKE DATE 20/10/2026
ISIN XS3500291334
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: 1.875% Quarterly (7.50% 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 20/10/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 21/10/2026
ISIN XS3476500643
COUNTERPARTY Société Générale
TYPE Note

UNDERLYINGS

• ASML Holding NV
• Intel
• Qualcomm Inc
• Nvidia Corporation

RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Daily Fixed Knock-Out Autocall Autocall Opportunities: Daily (First Observation at 12 months) Autocall Trigger: 100% of initial level (with Memory Knock-Out) Fixed Coupon Rate: USD 25.00% Capital Risk: Not capital protected Capital Protection Barrier: 50% Final level (European style)
NEXT POTENTIAL MATURITY DATE 21/10/2027

• KEY INFORMATION DOCUMENT (KID)

CURRENCY GBP
STRIKE DATE 16/10/2026
ISIN XS3497816895
COUNTERPARTY BBVA
TYPE Note

UNDERLYINGS

• SMI
• Eurostoxx 50
• OMX Stockholm 30
• Nasdaq 100

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: 3.69% Semi-annual (7.38% 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 18/10/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 16/10/2026
ISIN XS3497816622
COUNTERPARTY BBVA
TYPE Note

UNDERLYINGS

• SMI
• Eurostoxx 50
• OMX Stockholm 30
• Nasdaq 100

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: 4.02% Semi-annual (8.04% 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 18/10/2031

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)