Product Performance Report

05-DEC-2023

Autocallable Contingent Interest Barrier Note

XS1555940714 UKX LIVE MTM: 96.74%

Product Terms Luma Analytics

Detail Value Detail Value
ISIN XS1555940714 Mark To Market 96.74% (04-DEC-2023)
Issuer Societe Generale SA Payment at Maturity 100.00%
Basket Type Single
Underlying Tickers UKX
Return Type / Class Income / Index
Tenor 120 Months (40 Months Remaining)
Protection Type Barrier (60.00%)
Coupon 7.20% p.a (1.80% p.p)
Coupon Type Contingent (75.00% Barrier)
Coupon Obs. Freq. Quarterly
Coupon Payment Freq. Quarterly
Call Type Auto (110.00% Barrier)
Call Obs. Freq. Quarterly (3 No Call Periods)
Reg Type / Wrapper Reg S / Note
Settlement Type Cash
Face Value 100
Currency EUR
Trade Date 07-APR-2017
Strike Date 07-APR-2017
Issue Date 14-APR-2017
Settlement Date 14-APR-2017
Final Valuation Date 07-APR-2027
Maturity Date 14-APR-2027

Underlier Performance
12%
6%
0%
-6%
-12%
-18%
-24%
-30%
-36%
-42%
04/07/2017 05/17/2018 06/26/2019 08/05/2020 09/14/2021 10/24/2022 12/04/2023

UKX Base MTM Coupon Barrier: 75.00% Call Barrier: 110.00% Barrier: 60.00%

1. Initial Index level per issuing documents.

Underlier Details 2. The price of the underlying as of market close.
3. The percentage change between the Current Index level and the Initial Index level.
Index Starting Level 1 Current Level 2 % Change 3
UKX 7,349.37
 Product Performance Report
05-DEC-2023

Autocallable Contingent Interest Barrier Note

XS1555940714 UKX LIVE MTM: 96.74%

Event Log
Date Event Active Index (Level) Proximity Result
07-JUL-2017 Coupon UKX (7,350.92) 25.02% 1.80%
09-OCT-2017 Coupon UKX (7,507.89) 27.15% 1.80%
08-JAN-2018 Coupon UKX (7,696.51) 29.72% 1.80%
09-APR-2018 Coupon UKX (7,194.75) 22.89% 1.80%
09-APR-2018 Call UKX (7,194.75) -12.10% Not Called
09-JUL-2018 Coupon UKX (7,687.99) 29.60% 1.80%
09-JUL-2018 Call UKX (7,687.99) -5.39% Not Called
08-OCT-2018 Coupon UKX (7,233.33) 23.42% 1.80%
08-OCT-2018 Call UKX (7,233.33) -11.57% Not Called
07-JAN-2019 Coupon UKX (6,810.88) 17.67% 1.80%
07-JAN-2019 Call UKX (6,810.88) -17.32% Not Called
08-APR-2019 Coupon UKX (7,451.89) 26.39% 1.80%
08-APR-2019 Call UKX (7,451.89) -8.60% Not Called
08-JUL-2019 Coupon UKX (7,549.27) 27.71% 1.80%
08-JUL-2019 Call UKX (7,549.27) -7.28% Not Called
07-OCT-2019 Coupon UKX (7,197.88) 22.93% 1.80%
07-OCT-2019 Call UKX (7,197.88) -12.06% Not Called
07-JAN-2020 Coupon UKX (7,573.85) 28.05% 1.80%
07-JAN-2020 Call UKX (7,573.85) -6.94% Not Called
07-APR-2020 Coupon UKX (5,704.45) 2.61% 1.80%
07-APR-2020 Call UKX (5,704.45) -32.38% Not Called
07-JUL-2020 Coupon UKX (6,189.90) 9.22% 1.80%
07-JUL-2020 Call UKX (6,189.90) -25.77% Not Called
07-OCT-2020 Coupon UKX (5,946.25) 5.90% 1.80%
07-OCT-2020 Call UKX (5,946.25) -29.09% Not Called
07-JAN-2021 Coupon UKX (6,856.96) 18.29% 1.80%
07-JAN-2021 Call UKX (6,856.96) -16.70% Not Called
07-APR-2021 Coupon UKX (6,885.32) 18.68% 1.80%
07-APR-2021 Call UKX (6,885.32) -16.31% Not Called
07-JUL-2021 Coupon UKX (7,151.02) 22.30% 1.80%
07-JUL-2021 Call UKX (7,151.02) -12.69% Not Called
07-OCT-2021 Coupon UKX (7,078.04) 21.30% 1.80%
07-OCT-2021 Call UKX (7,078.04) -13.69% Not Called
07-JAN-2022 Coupon UKX (7,485.28) 26.84% 1.80%
07-JAN-2022 Call UKX (7,485.28) -8.15% Not Called
07-APR-2022 Coupon UKX (7,551.81) 27.75% 1.80%
07-APR-2022 Call UKX (7,551.81) -7.24% Not Called
07-JUL-2022 Coupon UKX (7,189.08) 22.81% 1.80%
07-JUL-2022 Call UKX (7,189.08) -12.18% Not Called
07-OCT-2022 Coupon UKX (6,991.09) 20.12% 1.80%
07-OCT-2022 Call UKX (6,991.09) -14.87% Not Called
09-JAN-2023 Coupon UKX (7,724.94) 30.11% 1.80%
09-JAN-2023 Call UKX (7,724.94) -4.88% Not Called
11-APR-2023 Coupon UKX (7,785.72) 30.93% 1.80%
11-APR-2023 Call UKX (7,785.72) -4.06% Not Called
07-JUL-2023 Coupon UKX (7,256.94) 23.74% 1.80%
07-JUL-2023 Call UKX (7,256.94) -11.25% Not Called
09-OCT-2023 Coupon UKX (7,492.21) 26.94% 1.80%
09-OCT-2023 Call UKX (7,492.21) -8.05% Not Called
08-JAN-2024 Coupon -- -- --
08-JAN-2024 Call -- -- --
08-APR-2024 Coupon -- -- --
08-APR-2024 Call -- -- --
08-JUL-2024 Coupon -- -- --
08-JUL-2024 Call -- -- --
07-OCT-2024 Coupon -- -- --
07-OCT-2024 Call -- -- --
07-JAN-2025 Coupon -- -- --
07-JAN-2025 Call -- -- --
07-APR-2025 Coupon -- -- --
07-APR-2025 Call -- -- --
07-JUL-2025 Coupon -- -- --
07-JUL-2025 Call -- -- --
07-OCT-2025 Coupon -- -- --
07-OCT-2025 Call -- -- --
07-JAN-2026 Coupon -- -- --
07-JAN-2026 Call -- -- --
07-APR-2026 Coupon -- -- --
07-APR-2026 Call -- -- --
07-JUL-2026 Coupon -- -- --
 Product Performance Report
05-DEC-2023

Autocallable Contingent Interest Barrier Note

XS1555940714 UKX LIVE MTM: 96.74%

Date Event Active Index (Level) Proximity Result

07-JUL-2026 Call -- -- --
07-OCT-2026 Coupon -- -- --
07-OCT-2026 Call -- -- --
07-JAN-2027 Coupon -- -- --
07-JAN-2027 Call -- -- --
07-APR-2027 Coupon -- -- --
07-APR-2027 Final valuation date -- -- --

For final trade documentation related to this product, such as a termsheet or pricing supplement, please go to https://www.lumafintech.com For a list of defined terms please go to the Luma Learning Center at
https://www.lumafintech.com. The information set forth above has been compiled and/or calculated by Luma Financial Technologies for illustrative purposes only and does not constitute a live unwind price or an offer to
buy or sell any particular Note or CD. Neither the issuer of the relevant Note or CD nor any affiliate thereof has supplied, reviewed or endorsed such information. The Hypothetical Note or CD Performance reflects the
indicative performance of the Note or CD from the relevant Pricing Date or Initial Fixing Date to the date of this report, subject to a Minimum Return, Maximum Return, and Participation Rate, if applicable. The
Hypothetical Note or CD Performance does not reflect the interest amount paid or the current market value of the Note or CD. Past performance should not be taken as an indication of future performance and no
assurance can be given as to the performance of the underlying during the term of the Note or CD. Interest payments will only be paid on the applicable Maturity Date based upon the performance of the underlying as of
the applicable Observation Date. The historical data is based on information produced by third party sources, and have not been verified by LUMA Financial Technologies or its affiliates. The historical data provided is
subject to change or adjustment, and as such, the information may not reflect the impact of all the structural characteristics of the Note or CD. Investors should refer to the "Terms Sheet" and "Disclosure Statement" for
a complete description of the Note or CD’s tax treatment and other key considerations prior to any purchase. The information contained within this exported document is intended only for the individual that initiated
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