INTERNATIONAL PRODUCTS

CURRENCY GBP
STRIKE DATE 22/06/2026
ISIN XS3338953311
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: GBP: 4.80% Semi-annually (9.60% 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 22/06/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 22/06/2026
ISIN XS3267378019
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: 5.175% Semi-annually (10.35% 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 22/06/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY GBP
STRIKE DATE 19/06/2026
ISIN XS3351708733
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: 6.85% Semi-Annually (13.70% p.a.) USD: 7.00% Semi-Annually (14.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
NEXT POTENTIAL MATURITY DATE 21/06/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 19/06/2026
ISIN XS3351708659
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: 6.85% Semi-Annually (13.70% p.a.) USD: 7.00% Semi-Annually (14.00% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
NEXT POTENTIAL MATURITY DATE 21/06/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 16/06/2026
ISIN XS3367536946
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 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 16/09/2026

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY GBP
STRIKE DATE 17/06/2026
ISIN XS3351698595
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 17/06/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 17/06/2026
ISIN XS3351697357
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: 4.55% Semi-Annual (9.10% 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 17/06/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY GBP
STRIKE DATE 18/06/2026
ISIN XS3363581839
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: Semi-Annually (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: 70% of initial level Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
NEXT POTENTIAL MATURITY DATE 21/06/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 15/06/2026
ISIN XS3363580195
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: 4.30% Semi-Annually (8.60% 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 16/06/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 11/06/2026
ISIN XS3338965679
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: 6.20% Semi-Annually (12.40% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 60% Final level (European style)
NEXT POTENTIAL MATURITY DATE 11/06/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY GBP
STRIKE DATE 12/06/2026
ISIN DE000UN85T63
COUNTERPARTY UniCredit
TYPE Note

UNDERLYINGS

• Nasdaq 100
• Eurostoxx 50
• Nikkei 225
• FTSE 100

RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: GBP: 1.94% Quarterly (7.76% 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 14/06/2027

• FACTSHEET

CURRENCY USD
STRIKE DATE 12/06/2026
ISIN DE000UN85RC7
COUNTERPARTY UniCredit
TYPE Note

UNDERLYINGS

• Nasdaq 100
• Eurostoxx 50
• Nikkei 225
• FTSE 100

RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: USD: 1.93% Quarterly (7.72% 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 14/06/2027

• FACTSHEET

CURRENCY GBP
STRIKE DATE 02/06/2026
ISIN XS3267376823
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: 7.50% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
NEXT POTENTIAL MATURITY DATE 11/09/2026

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 02/06/2026
ISIN XS3267333261
COUNTERPARTY Natixis
TYPE Note

UNDERLYINGS

• Eurostoxx 50
• Russell 2000
• Nikkei 225

RETURN & BARRIERS
Maximum Term: 3 years Investment Structure: Fixed Income Fixed Income Rate: USD: 7.50% p.a. (Paid Quarterly) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
NEXT POTENTIAL MATURITY DATE 11/09/2026

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY EUR
STRIKE DATE 03/06/2026
ISIN XS3351125631
COUNTERPARTY Barclays
TYPE Note

UNDERLYINGS

• FTSE MIB
• Russell 2000
• Nikkei 225

RETURN & BARRIERS
Maximum Term: 6 years Investment Structure: Memory Income Autocall Autocall Opportunities: Quarterly (First Observation at 12 months) Autocall Trigger: 100% of initial level Memory Income Rate: EUR: 1.80% Quarterly (7.20% 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 03/06/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 27/05/2026
ISIN XS3337239563
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: 85% 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 27/10/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY EUR
STRIKE DATE 22/05/2026
ISIN XS3342563759
COUNTERPARTY BBVA
TYPE Note

UNDERLYINGS

• FTSE MIB
• Russell 2000
• HSI

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: EUR: 5.125% Semi-Annually (10.25% p.a.) Capital Risk: Not capital protected Capital Protection Barrier: 65% Final level (European style)
NEXT POTENTIAL MATURITY DATE 24/05/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)

CURRENCY USD
STRIKE DATE 21/05/2026
ISIN XS3267376583
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: 5.05% Semi-annually (10.10% 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 21/05/2027

• FACTSHEET
• KEY INFORMATION DOCUMENT (KID)