Division 18 Auto-callable equity productF1

Long position

• Booking on 19 September2018

• Notional amount ( ‘ capital ’ ) 1million

Underlying: Index Euro STOXX 50® (Ticker: SX5E)

Currency: EUR

Maturity: 5 years

Annual payout and annual observation ( 19.9.2019 , 18.9.2020 , 20.9.2021 , 19.9.2022 , 19.9.2023 ). Payout occurs 10 days after reference date.

Coupon 6 %

Autocall level ( ‘ initial value ’ ): end of day 17 October 2017

Barrier coupon payment 60 % of autocall level

Protection barrier: 55 % of autocall level

• Capital not guaranteed if index is below the protection barrier (capital returned on year 5 will be pro rata if the level is below the protection barrier: for instance, if the SX5E = 40 % of its initial level, the capital returned is 40 %);

• If SX5E >= 60 % (barrier coupon) of initial value at the end of any year, the coupon is paid out 6 %;

• If SX5E >= 100 % of initial value at the end of any year, the product is called and the payout is the coupon plus the capital (100 %);

• If SX5E < 60 % (barrier coupon) of initial value at the end of any year, no coupon is paid;

• If SX5E < 55 % (protection barrier) of initial value at the end of year 5, the capital is only paid pro rata . If SX5E >= 55 % (protection barrier) of initial value at the end of year 5, the capital is fully paid.