<SEC-DOCUMENT>0000950103-22-013562.txt : 20220802
<SEC-HEADER>0000950103-22-013562.hdr.sgml : 20220802
<ACCEPTANCE-DATETIME>20220802160553
ACCESSION NUMBER:		0000950103-22-013562
CONFORMED SUBMISSION TYPE:	424B2
PUBLIC DOCUMENT COUNT:		9
FILED AS OF DATE:		20220802
DATE AS OF CHANGE:		20220802

FILER:

	COMPANY DATA:	
		COMPANY CONFORMED NAME:			CREDIT SUISSE AG
		CENTRAL INDEX KEY:			0001053092
		STANDARD INDUSTRIAL CLASSIFICATION:	SECURITY BROKERS, DEALERS & FLOTATION COMPANIES [6211]
		IRS NUMBER:				000000000
		STATE OF INCORPORATION:			V8
		FISCAL YEAR END:			1231

	FILING VALUES:
		FORM TYPE:		424B2
		SEC ACT:		1933 Act
		SEC FILE NUMBER:	333-238458-02
		FILM NUMBER:		221128652

	BUSINESS ADDRESS:	
		STREET 1:		PARADEPLATZ 8
		CITY:			ZURICH
		STATE:			V8
		ZIP:			8001
		BUSINESS PHONE:		01141 44 333 1111

	MAIL ADDRESS:	
		STREET 1:		P.O. BOX 1
		CITY:			ZURICH
		STATE:			V8
		ZIP:			8070

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	CREDIT SUISSE / /FI
		DATE OF NAME CHANGE:	20050607

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	CREDIT SUISSE FIRST BOSTON /                            /FI
		DATE OF NAME CHANGE:	19980115
</SEC-HEADER>
<DOCUMENT>
<TYPE>424B2
<SEQUENCE>1
<FILENAME>dp178263_424b2-u6830.htm
<DESCRIPTION>FORM 424B2
<TEXT>
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    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">PRICING SUPPLEMENT No. U6830</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"></P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">(To the Underlying Supplement dated June 18, 2020,&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Product Supplement No. I&ndash;B dated June 18, 2020,</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"></P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Prospectus Supplement dated June 18, 2020 and&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">Prospectus dated June 18, 2020)</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0"></P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-indent: 13.6pt; color: #BB0826"><B>Equity Index Linked Securities</B>&nbsp;</P></TD>
    <TD STYLE="white-space: nowrap; width: 49%">
    <P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 11pt"><IMG SRC="image_008.jpg" ALT="" STYLE="height: 76px; width: 184px"></FONT></P>
    <P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: right">&nbsp;</P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: right">Filed Pursuant to Rule 424(b)(2)<BR>
Registration Statement No. 333-238458-02<BR>
July 29, 2022</P></TD></TR>
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    <TD STYLE="font-size: 8pt"><FONT STYLE="font-size: 2pt">&nbsp;</FONT></TD>
    <TD COLSPAN="2" STYLE="font-size: 12pt"><FONT STYLE="font-size: 2pt">&nbsp;</FONT></TD></TR>
  </TABLE>
<TABLE CELLSPACING="0" CELLPADDING="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
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    <TD STYLE="width: 3%; font-size: 8pt">&nbsp;</TD>
    <TD STYLE="width: 97%">
    <P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Market Linked Securities&mdash;Auto-Callable with
    Contingent Coupon and Contingent Downside</B></P>
    <P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Principal at Risk Securities Linked to the Lowest
Performing of the S&amp;P 500<SUP>&reg;</SUP> Index, the Russell 2000<SUP>&reg;</SUP> Index and the EURO STOXX 50<SUP>&reg;</SUP> Index
due July 29, 2026</B>&nbsp;</P></TD></TR>
  </TABLE>
<TABLE CELLSPACING="0" CELLPADDING="2" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
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    <TD STYLE="width: 100%">
    <P STYLE="font: 12pt Arial, Helvetica, Sans-Serif; margin: 0pt 7.9pt 0pt 0.25in; text-align: justify; text-indent: -13.7pt; color: white"><FONT STYLE="font-family: Wingdings; font-size: 10pt">n</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">&nbsp;&nbsp;Linked
    to the <B>lowest performing</B> of the S&amp;P 500<SUP>&reg;</SUP> Index, the Russell 2000</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 8pt"><SUP>&reg;</SUP></FONT>
    <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 10pt">Index and the EURO STOXX 50<SUP>&reg; </SUP>Index (each referred
    to as an &ldquo;Index&rdquo; and collectively as the &ldquo;Indices&rdquo;) </FONT></P>

    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 7.9pt 0pt 0.25in; text-align: justify; text-indent: -13.7pt; color: white"><FONT STYLE="font-family: Wingdings">n</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;Unlike
    ordinary debt securities, the securities do not provide for fixed payments of interest, do not repay a fixed amount of principal at maturity
    and are subject to potential automatic call prior to maturity upon the terms described below. Whether the securities pay a contingent
    coupon, whether the securities are automatically called prior to maturity and, if they are not automatically called, whether you are paid
    the face amount of your securities at maturity will depend in each case on the closing level of the lowest performing Index on the relevant
    calculation day. The lowest performing Index on any calculation day is the Index that has the lowest closing level on that calculation
    day as a percentage of its starting level</FONT></P>

    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 7.9pt 0pt 0.25in; text-align: justify; text-indent: -13.7pt; color: white"><FONT STYLE="font-family: Wingdings">n</FONT>&nbsp;&nbsp;<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif"><B>Contingent
    Coupon.</B> The securities will pay a contingent coupon on a quarterly basis until the earlier of the stated maturity date or automatic
    call if, <B>and only if</B>, the closing level of the lowest performing Index on the calculation day for that quarter is greater than
    or equal to its threshold level. However, if the closing level of the lowest performing Index on a calculation day is less than its threshold
    level, you will not receive any contingent coupon for the relevant quarter. If the closing level of the lowest performing Index is less
    than its threshold level on every calculation day, you will not receive any contingent coupons throughout the entire term of the securities.
    The contingent coupon rate is 10.00% per annum. Contingent coupons should not be viewed as ordinary periodic interest payments.</FONT></P>

    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 7.9pt 0pt 0.25in; text-align: justify; text-indent: -13.7pt; color: white"><FONT STYLE="font-family: Wingdings">n</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;<B>Automatic
    Call.</B> If the closing level of the lowest performing Index on any of the quarterly calculation days from January 2023 to April 2026,
    inclusive, is greater than or equal to its starting level, we will automatically call the securities for the face amount plus a final
    contingent coupon</FONT></P>

    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 7.9pt 0pt 0.25in; text-align: justify; text-indent: -13.7pt; color: white"><FONT STYLE="font-family: Wingdings">n</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;<B>Potential
    Loss of Principal.</B> If the securities are not automatically called prior to maturity, you will receive the face amount at maturity
    if, <B>and only if</B>, the ending level of the lowest performing Index is greater than or equal to its threshold level. If the ending
    level of the lowest performing Index is less than its threshold level, you will lose more than 30%, and possibly all, of the face amount
    of your securities</FONT></P>

    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 7.9pt 0pt 0.25in; text-align: justify; text-indent: -13.7pt; color: white"><FONT STYLE="font-family: Wingdings">n</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;The
    threshold level for each Index is equal to 70% of its starting level</FONT></P>

    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 7.9pt 0pt 0.25in; text-align: justify; text-indent: -13.7pt; color: white"><FONT STYLE="font-family: Wingdings">n</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;If
    the securities are not automatically called prior to maturity, you will have full downside exposure to the lowest performing Index from
    its starting level to its ending level if its ending level is less than its threshold level, but you will not participate in any appreciation
    of any Index and will not receive any dividends on securities included in any Index</FONT></P>

    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 7.9pt 0pt 0.25in; text-align: justify; text-indent: -13.7pt; color: white"><FONT STYLE="font-family: Wingdings">n</FONT>&nbsp;&nbsp;<FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">Your
    return on the securities will depend solely on the performance of the Index that is the lowest performing Index on each calculation day.
    You will not benefit in any way from the performance of the better performing Indices. Therefore, you will be adversely affected if <B>any
    Index</B> performs poorly, even if the other Indices perform favorably</FONT></P>

    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 7.9pt 0pt 0.25in; text-align: justify; text-indent: -13.7pt; color: white"><FONT STYLE="font-family: Wingdings">n</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;All
    payments on the securities are subject to the credit risk of Credit Suisse; if Credit Suisse defaults on its obligations, you could lose
    some or all of your investment</FONT></P>

    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 7.9pt 0pt 0.25in; text-align: justify; text-indent: -13.7pt; color: white"><FONT STYLE="font-family: Wingdings">n</FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">&nbsp;&nbsp;No
    exchange listing; you should be willing and able to hold your securities to maturity</FONT></P>
</TD></TR>
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<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: justify"><B>The securities have complex features and investing
in the securities involves risks not associated with an investment in conventional debt securities. See &ldquo;Selected Risk Considerations&rdquo;
beginning on page PRS-11 of this pricing supplement and &ldquo;Risk Factors&rdquo; beginning on page PS-3 of the accompanying product
supplement.</B></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: justify"></P>

<P STYLE="font: 8pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: justify"><B>Neither the Securities and Exchange Commission
nor any state securities commission has approved or disapproved of the securities or passed upon the accuracy or the adequacy of this
pricing supplement or the accompanying underlying supplement, the product supplement, the prospectus supplement and the prospectus. Any
representation to the contrary is a criminal offense.</B></P>

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  <TR STYLE="vertical-align: bottom">
    <TD STYLE="width: 21%; font-size: 8pt">&nbsp;</TD>
    <TD STYLE="white-space: nowrap; width: 23%; border-bottom: Black 1pt solid">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center"><B>Original Offering Price</B></P>
</TD>
    <TD STYLE="white-space: nowrap; width: 24%; border-bottom: Black 1pt solid">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center"><B>Agent Discount<SUP>(1)(2)</SUP></B></P>
</TD>
    <TD STYLE="white-space: nowrap; width: 32%; border-bottom: Black 1pt solid">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center"><B>Proceeds to Issuer</B></P>
</TD></TR>
  <TR STYLE="background-color: #E0E3E2">
    <TD STYLE="vertical-align: top; border-right: white 1pt solid; border-bottom: white 1pt solid; font-size: 12pt; text-align: right"><FONT STYLE="font-size: 10pt"><B>&#9;Per Security&#9;</B></FONT></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-right: white 1pt solid; border-bottom: white 1pt solid; font-size: 12pt; text-align: center"><FONT STYLE="font-size: 10pt">$1,000.00</FONT></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-right: white 1pt solid; border-bottom: white 1pt solid; font-size: 12pt; text-align: center"><FONT STYLE="font-size: 10pt">$21.75</FONT></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-right: white 1pt solid; border-bottom: white 1pt solid; font-size: 12pt; text-align: center"><FONT STYLE="font-size: 10pt">$978.25</FONT></TD></TR>
  <TR STYLE="background-color: #E0E3E2">
    <TD STYLE="vertical-align: top; border-right: white 1pt solid; border-bottom: white 1pt solid; font-size: 12pt; text-align: right"><FONT STYLE="font-size: 10pt"><B>&#9;Total&#9;</B></FONT></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-right: white 1pt solid; border-bottom: white 1pt solid; font-size: 12pt; text-align: center"><FONT STYLE="font-size: 10pt">$2,095,000</FONT></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-right: white 1pt solid; border-bottom: white 1pt solid; font-size: 12pt; text-align: center"><FONT STYLE="font-size: 10pt">$45,566.25</FONT></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-right: white 1pt solid; border-bottom: white 1pt solid; font-size: 12pt; text-align: center"><FONT STYLE="font-size: 10pt">$2,049,433.75</FONT></TD></TR>
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<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><SUP>(1)</SUP></TD><TD>Wells Fargo Securities, LLC (&ldquo;<U>WFS</U>&rdquo;) is the
agent for the distribution of the securities. WFS will receive an agent discount of $21.75 per security. The agent may resell the securities
to other securities dealers at the original offering price less a concession of $15.00 per security. Such securities dealers may include
those using the trade name Wells Fargo Advisors (&ldquo;<U>WFA</U>&rdquo;) (the trade name of the retail brokerage business of WFS affiliates,
Wells Fargo Clearing Services, LLC and Wells Fargo Advisors Financial Network, LLC). In addition to the selling concession allowed to
WFA, the agent will pay $0.75 per security of the agent discount to WFA as a distribution expense fee for each security sold by WFA.
See &ldquo;Supplemental Plan of Distribution&rdquo; in this pricing supplement for further information.</TD>
</TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 8pt Times New Roman, Times, Serif"></P>

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<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in; text-align: left"><SUP>(2)</SUP></TD><TD>Credit Suisse will pay a fee of $1.00 per security to selected
securities dealers in consideration for marketing and other services in connection with the distribution of the securities to other securities
dealers.</TD>
</TR></TABLE>

<P STYLE="font: 8pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 12.25pt; text-align: justify; text-indent: -12.25pt"></P>

<P STYLE="font: 8pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>Credit Suisse AG (&ldquo;<U>Credit Suisse</U>&rdquo;)
currently estimates the value of each $1,000 face amount of the securities on the pricing date is $975 (as determined by reference to
our pricing models and the rate we are currently paying to borrow funds through issuance of the securities (our &ldquo;<U>internal funding
rate</U>&rdquo;)). See &ldquo;Selected Risk Considerations&rdquo; in this pricing supplement.</B></P>

<P STYLE="font: 8pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"></P>

<P STYLE="font: 8pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><I>The securities are not deposit liabilities and
are not insured or guaranteed by the Federal Deposit Insurance Corporation or any other governmental agency of the United States, Switzerland
or any other jurisdiction.</I></P>

<P STYLE="font: 8pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center"><B>Wells Fargo Securities</B></P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center">&nbsp;</P>


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    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%"> <P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Market-Linked Securities&mdash;Auto-Callable with Contingent Coupon and Contingent Downside </B></P><P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Principal at Risk Securities Linked to the Lowest Performing of the S&amp;P 500<SUP>&reg;</SUP> Index, the Russell 2000<SUP>&reg;</SUP> Index and the EURO STOXX 50<SUP>&reg;</SUP> Index due July 29, 2026</B>&nbsp;</P></TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

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    <TD STYLE="width: 100%; font-size: 12pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: white"><B>Additional Information about the Issuer and the Securities</B></FONT></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">You should read this pricing supplement together
with the underlying supplement dated June 18, 2020, the product supplement dated June 18, 2020, the prospectus supplement dated June 18,
2020 and the prospectus dated June 18, 2020, relating to our Medium-Term Notes of which these securities are a part. You may access these
documents on the SEC website at www.sec.gov as follows (or if such address has changed, by reviewing our filings for the relevant date
on the SEC website):</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 12.25pt">&bull;</TD><TD STYLE="text-align: justify">Underlying Supplement dated June 18, 2020:</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif"></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 12.25pt; text-align: justify; text-indent: 0pt"><A HREF="https://www.sec.gov/Archives/edgar/data/1053092/000095010320011950/dp130454_424b2-eus.htm">https://www.sec.gov/Archives/edgar/data/1053092/000095010320011950/dp130454_424b2-eus.htm</A></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 12.25pt; text-align: justify; text-indent: 0pt">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 12.2pt">&bull;</TD><TD STYLE="text-align: justify">Product Supplement No. I&ndash;B dated June 18, 2020:</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif"></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 12.25pt; text-align: justify"><A HREF="https://www.sec.gov/Archives/edgar/data/1053092/000095010320011955/dp130588_424b2-ps1b.htm">https://www.sec.gov/Archives/edgar/data/1053092/000095010320011955/dp130588_424b2-ps1b.htm</A></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 12.25pt; text-align: justify">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 12.2pt">&bull;</TD><TD STYLE="text-align: justify">Prospectus Supplement and Prospectus dated June 18, 2020:</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif"></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 12.25pt; text-align: justify"><A HREF="https://www.sec.gov/Archives/edgar/data/1053092/000110465920074474/tm2019510-8_424b2.htm">https://www.sec.gov/Archives/edgar/data/1053092/000110465920074474/tm2019510-8_424b2.htm</A></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 12.25pt; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">In the event the terms of the securities described
in this pricing supplement differ from, or are inconsistent with, the terms described in the underlying supplement, any accompanying product
supplement, the prospectus supplement or prospectus, the terms described in this pricing supplement will control.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">Our Central Index Key, or CIK, on the SEC website
is 1053092. As used in this pricing supplement, &ldquo;<U>we</U>,&rdquo; &ldquo;<U>us</U>,&rdquo; or &ldquo;<U>our</U>&rdquo; refers to
Credit Suisse.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">This pricing supplement, together with the documents
listed above, contains the terms of the securities and supersedes all other prior or contemporaneous oral statements as well as any other
written materials including preliminary or indicative pricing terms, fact sheets, correspondence, trade ideas, structures for implementation,
sample structures, brochures or other educational materials of ours. We may, without the consent of the registered holder of the securities
and the owner of any beneficial interest in the securities, amend the securities to conform to its terms as set forth in this pricing
supplement and the documents listed above, and the trustee is authorized to enter into any such amendment without any such consent. You
should carefully consider, among other things, the matters set forth in &ldquo;Selected Risk Considerations&rdquo; in this pricing supplement
and &ldquo;Risk Factors&rdquo; in any accompanying product supplement, &ldquo;Foreign Currency Risks&rdquo; in the accompanying prospectus,
and any risk factors we describe in the combined Annual Report on Form 20-F of Credit Suisse Group AG and us incorporated by reference
therein, and any additional risk factors we describe in future filings we make with the SEC under the Securities Exchange Act of 1934,
as amended, as the securities involve risks not associated with conventional debt securities. You should consult your investment, legal,
tax, accounting and other advisors before deciding to invest in the securities.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>


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    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%"> <P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Market-Linked Securities&mdash;Auto-Callable with Contingent Coupon and Contingent Downside </B></P><P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Principal at Risk Securities Linked to the Lowest Performing of the S&amp;P 500<SUP>&reg;</SUP> Index, the Russell 2000<SUP>&reg;</SUP> Index and the EURO STOXX 50<SUP>&reg;</SUP> Index due July 29, 2026</B>&nbsp;</P></TD></TR></TABLE></DIV>
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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #688FCF">
    <TD STYLE="width: 100%; font-size: 12pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: white"><B>Investor Considerations</B></FONT></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">We have designed the securities for investors
who:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 12.2pt"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #000000">&sect;</FONT></TD><TD STYLE="text-align: justify">seek an investment with contingent quarterly coupon payments at a rate of 10.00% per annum until the earlier
of the stated maturity date or automatic call, if, <B>and only if</B>, the closing level of the lowest performing Index on the applicable
quarterly calculation day is greater than or equal to 70% of its starting level;</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 12.2pt"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #000000">&sect;</FONT></TD><TD STYLE="text-align: justify">understand that if the ending level of the lowest performing Index is less than its threshold level, they
will be fully exposed to the decline in the lowest performing Index from its starting level to its ending level and will lose more than
30%, and possibly all, of the face amount at maturity;</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 12.2pt"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #000000">&sect;</FONT></TD><TD STYLE="text-align: justify">are willing to accept the risk that they may not receive any contingent coupon on one or more, or any,
quarterly contingent coupon payment dates over the term of the securities and may lose all of the face amount per security at maturity;</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 12.2pt"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #000000">&sect;</FONT></TD><TD STYLE="text-align: justify">understand that the securities may be automatically called prior to maturity and that the term of the
securities may be as short as approximately six months;</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 12.2pt"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #000000">&sect;</FONT></TD><TD STYLE="text-align: justify">understand that the return on the securities will depend solely on the performance of the Index that is
the lowest performing Index on each calculation day and that they will not benefit in any way from the performance of the better performing
Indices;</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 12.2pt"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #000000">&sect;</FONT></TD><TD STYLE="text-align: justify">understand that the securities are riskier than alternative investments linked to only one of the Indices
or linked to a basket composed of each Index;</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 12.2pt"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #000000">&sect;</FONT></TD><TD STYLE="text-align: justify">understand and are willing to accept the full downside risks of each Index;</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 12.2pt"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #000000">&sect;</FONT></TD><TD STYLE="text-align: justify">are willing to forgo participation in any appreciation of any Index and dividends on securities included
in the Indices; and</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 12.2pt"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #000000">&sect;</FONT></TD><TD STYLE="text-align: justify">are willing to hold the securities to maturity.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The securities are not designed for, and may not
be an appropriate investment for, investors who:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 12.2pt"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #000000">&sect;</FONT></TD><TD STYLE="text-align: justify">seek a liquid investment or are unable or unwilling to hold the securities to maturity;</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 12.2pt"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #000000">&sect;</FONT></TD><TD STYLE="text-align: justify">require full payment of the face amount of the securities at maturity;</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 12.2pt"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #000000">&sect;</FONT></TD><TD STYLE="text-align: justify">seek a security with a fixed term;</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 12.2pt"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #000000">&sect;</FONT></TD><TD STYLE="text-align: justify">are unwilling to purchase securities with an estimated value as of the pricing date that is lower than
the original offering price, as set forth on the cover page;</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 12.2pt"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #000000">&sect;</FONT></TD><TD STYLE="text-align: justify">are unwilling to accept the risk that the ending level of the lowest performing Index may be less than
its threshold level;</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 12.2pt"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #000000">&sect;</FONT></TD><TD STYLE="text-align: justify">seek certainty of current income over the term of the securities;</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 12.2pt"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #000000">&sect;</FONT></TD><TD STYLE="text-align: justify">seek exposure to the upside performance of any or each Index;</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 12.2pt"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #000000">&sect;</FONT></TD><TD STYLE="text-align: justify">seek exposure to a basket composed of each Index or a similar investment in which the overall return is
based on a blend of the performances of the Indices, rather than solely on the lowest performing Index;</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 12.2pt"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #000000">&sect;</FONT></TD><TD STYLE="text-align: justify"><FONT STYLE="background-color: white">are unwilling to accept the risk of exposure to the large- and small-capitalization
segments of the United States equity market and the Eurozone equity market;</FONT></TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 12.2pt"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #000000">&sect;</FONT></TD><TD STYLE="text-align: justify">are unwilling to accept the credit risk of Credit Suisse; or</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0"></TD><TD STYLE="width: 12.2pt"><FONT STYLE="font-family: Wingdings; font-size: 12pt; color: #000000">&sect;</FONT></TD><TD STYLE="text-align: justify">prefer the lower risk of conventional fixed income investments with comparable maturities issued by companies
with comparable credit ratings.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>


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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><P STYLE="text-align: center; margin-top: 0pt; margin-bottom: 0pt">PRS-<!-- Field: Sequence; Type: Arabic; Name: PageNo -->3<!-- Field: /Sequence --></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%"> <P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Market-Linked Securities&mdash;Auto-Callable with Contingent Coupon and Contingent Downside </B></P><P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Principal at Risk Securities Linked to the Lowest Performing of the S&amp;P 500<SUP>&reg;</SUP> Index, the Russell 2000<SUP>&reg;</SUP> Index and the EURO STOXX 50<SUP>&reg;</SUP> Index due July 29, 2026</B>&nbsp;</P></TD></TR></TABLE></DIV>
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    <TD STYLE="width: 100%; font-size: 12pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: white"><B>Terms of the Securities</B></FONT></TD></TR>
  </TABLE>

<TABLE CELLSPACING="0" CELLPADDING="2" STYLE="font: 8pt Times New Roman, Times, Serif; width: 100%; border-collapse: collapse">
  <TR>
    <TD STYLE="border-bottom: white 1pt solid; vertical-align: top; width: 15%; background-color: #E0E3E2; padding-left: 0.1in; text-align: left"><FONT STYLE="font-size: 10pt"><B>Market Measures:</B></FONT></TD>
    <TD STYLE="width: 85%; padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt">The S&amp;P 500<SUP>&reg;</SUP> Index, the Russell 2000<SUP>&reg;</SUP> Index and the EURO STOXX 50<SUP>&reg;</SUP> Index (each referred to as an &ldquo;<U>Index</U>,&rdquo; and collectively as the &ldquo;<U>Indices</U>&rdquo;) </FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: white 1pt solid; vertical-align: top; background-color: #E0E3E2; padding-left: 0.1in; text-align: left"><FONT STYLE="font-size: 10pt"><B>Pricing Date:</B></FONT></TD>
    <TD STYLE="padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt">July 29, 2022</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: white 1pt solid; vertical-align: top; background-color: #E0E3E2; padding-left: 0.1in; text-align: left"><FONT STYLE="font-size: 10pt"><B>Issue Date:</B></FONT></TD>
    <TD STYLE="padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt">August 3, 2022</FONT></TD></TR>
  <TR>
    <TD STYLE="text-align: left; vertical-align: top; border-bottom: white 1pt solid; background-color: #E0E3E2; padding-left: 0.1in"><FONT STYLE="font-size: 10pt"><B>Face Amount and Original Offering Price:</B></FONT></TD>
    <TD STYLE="padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt">$1,000 per security. References in this pricing supplement to a &ldquo;<U>security</U>&rdquo; are to a security with a face amount of $1,000.</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: white 1pt solid; vertical-align: top; background-color: #E0E3E2; padding-left: 0.1in; text-align: left"><FONT STYLE="font-size: 10pt"><B>Contingent Coupon:</B></FONT></TD>
    <TD>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.1in; text-align: justify">On each contingent coupon payment date,
    you will receive a contingent coupon at a per annum rate equal to the contingent coupon rate if, <B>and only if</B>, the closing level
    of the lowest performing Index on the immediately preceding calculation day is greater than or equal to its threshold level.</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.1in; text-align: justify">&nbsp;</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.1in; text-align: justify">Each quarterly contingent coupon, if
    any, will be calculated per security as follows: $1,000 x contingent coupon rate / 4. Any contingent coupons will be rounded to the nearest
    cent, with one-half cent rounded upward.</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.1in; text-align: justify">&nbsp;</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.1in; text-align: justify"><B>If the closing level of the lowest
    performing Index on any calculation day is less than its threshold level, you will not receive any contingent coupon on the related contingent
    coupon payment date. If the closing level of the lowest performing Index is less than its threshold level on all quarterly calculation
    days, you will not receive any contingent coupons over the term of the securities. </B></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.1in; text-align: justify">&nbsp;</P></TD></TR>
  <TR>
    <TD STYLE="border-bottom: white 1pt solid; vertical-align: top; background-color: #E0E3E2; padding-left: 0.1in; text-align: left"><FONT STYLE="font-size: 10pt"><B>Contingent Coupon Payment Dates:</B></FONT></TD>
    <TD>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.1in; text-align: justify">Quarterly, on the third business day
    following each calculation day. Each calculation day may be postponed pursuant to &ldquo;&mdash;Postponement of a Calculation Day&rdquo;
    below, if applicable, provided that the contingent coupon payment date with respect to the final calculation day will be the stated maturity
    date. If a calculation day is postponed with respect to one or more Indices, the related contingent coupon date will be three business
    days after the last calculation day as postponed.</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.1in; text-align: justify">&nbsp;</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.1in; text-align: justify">No further contingent coupons will be
    payable following the call settlement date related to an automatic call. Contingent coupons will be payable to the holders of record at
    the close of business on the business day immediately preceding the applicable contingent coupon payment date, provided that the contingent
    coupon payable on the call settlement date or the stated maturity date, as applicable, will be payable to the person to whom the automatic
    call amount or the redemption amount, as applicable, is payable. The amount of any contingent coupon will not be adjusted in respect of
    any postponement of a contingent coupon payment date and no interest or other payment will be payable hereon because of any such postponement
    of a contingent coupon payment date.</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.1in; text-align: justify">&nbsp;</P></TD></TR>
  <TR>
    <TD STYLE="border-bottom: white 1pt solid; vertical-align: top; background-color: #E0E3E2; padding-left: 0.1in; text-align: left"><FONT STYLE="font-size: 10pt"><B>Contingent Coupon Rate:</B></FONT></TD>
    <TD STYLE="padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt">The &ldquo;<U>contingent coupon rate</U>&rdquo; is 10.00% per annum. </FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: white 1pt solid; vertical-align: top; background-color: #E0E3E2; padding-left: 0.1in; text-align: left"><FONT STYLE="font-size: 10pt"><B>Automatic Call:</B></FONT></TD>
    <TD>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.1in; text-align: justify">If the closing level of the lowest performing
    Index on any of the quarterly calculation days from January 2023 to April 2026, inclusive, is greater than or equal to its starting level,
    the securities will be automatically called, and on the related call settlement date you will be entitled to receive a cash payment per
    security in U.S. dollars equal to the face amount per security plus a final contingent coupon (the &ldquo;<U>automatic call amount</U>&rdquo;).
    The securities will not be subject to automatic call until the second quarterly calculation day, which is approximately six months after
    the issue date.</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.1in; text-align: justify">&nbsp;</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.1in; text-align: justify">If the securities are automatically
    called, they will cease to be outstanding on the related call settlement date and you will have no further rights under the securities
    after such call settlement date. You will not receive any notice from us if the securities are automatically called.</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.1in; text-align: justify">&nbsp;</P></TD></TR>
  </TABLE>

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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><P STYLE="text-align: center; margin-top: 0pt; margin-bottom: 0pt">PRS-<!-- Field: Sequence; Type: Arabic; Name: PageNo -->4<!-- Field: /Sequence --></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%"> <P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Market-Linked Securities&mdash;Auto-Callable with Contingent Coupon and Contingent Downside </B></P><P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Principal at Risk Securities Linked to the Lowest Performing of the S&amp;P 500<SUP>&reg;</SUP> Index, the Russell 2000<SUP>&reg;</SUP> Index and the EURO STOXX 50<SUP>&reg;</SUP> Index due July 29, 2026</B>&nbsp;</P></TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="2" STYLE="font: 8pt Times New Roman, Times, Serif; width: 100%; border-collapse: collapse">
  <TR>
    <TD STYLE="border-top: white 1pt solid; vertical-align: top; border-bottom: white 1pt solid; background-color: #E0E3E2; padding-left: 0.1in; text-align: left"><FONT STYLE="font-size: 10pt"><B>Calculation Days:</B></FONT></TD>
    <TD STYLE="padding-left: 7.95pt; text-align: justify"><FONT STYLE="font-size: 10pt">Quarterly, on the <FONT STYLE="font-family: Times New Roman, Times, Serif">24<SUP>th</SUP> of each January, April, July and October, commencing October 2022</FONT> and ending on the final calculation day, each subject to postponement as described below under &ldquo;&mdash;Postponement of a Calculation Day.&rdquo; We refer to July 24, 2026 as the &ldquo;<U>final calculation day</U>.&rdquo; To the extent that we make any change to the expected issue date, the calculation days may also be changed in our discretion to ensure that the term of the securities remains the same.</FONT></TD></TR>
  <TR>
    <TD STYLE="border-bottom: white 1pt solid; vertical-align: top; background-color: #E0E3E2; padding-left: 0.1in; text-align: left"><FONT STYLE="font-size: 10pt"><B>Call Settlement Date:</B></FONT></TD>
    <TD>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.1in; text-align: justify">Three business days after the applicable
    calculation day. Each calculation day may be postponed pursuant to &ldquo;&mdash;Postponement of a Calculation Day&rdquo; below, if applicable.
    If a calculation day is postponed with respect to one or more Indices, the related call settlement date will be three business days after
    the last calculation day as postponed.</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.1in; text-align: justify">&nbsp;</P></TD></TR>
  <TR>
    <TD STYLE="border-bottom: white 1pt solid; vertical-align: top; width: 15%; background-color: #E0E3E2; padding-left: 0.1in; text-align: left"><FONT STYLE="font-size: 10pt"><B>Stated Maturity Date:</B></FONT></TD>
    <TD STYLE="width: 85%; padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt">July 29, 2026. If the final calculation day is postponed for any Index, the stated maturity date will be the later of (i) July 29, 2026 and (ii) three business days after such final calculation day as postponed. See &ldquo;&mdash;Postponement of a Calculation Day&rdquo; below.&nbsp;&nbsp;To the extent that we make any change to the expected issue date, the stated maturity date may also be changed in our discretion to ensure that the term of the securities remains the same. If the stated maturity date is not a business day, the payment to be made at maturity will be made on the next succeeding business day with the same force and effect as if it had been made on the stated maturity date. The securities are not subject to repayment at the option of any holder of the securities prior to maturity. The amount of any contingent coupon will not be adjusted in respect of any postponement of the stated maturity date and no interest or other payment will be payable hereon because of any such postponement of the stated maturity date.</FONT></TD>
    </TR>
  <TR>
    <TD STYLE="text-align: left; vertical-align: top; background-color: #E0E3E2"><FONT STYLE="font-size: 10pt"><B>Maturity Payment Amount:</B></FONT></TD>
    <TD STYLE="vertical-align: bottom">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.1in; text-align: justify">If the securities are not automatically
    called prior to maturity, you will be entitled to receive at maturity a cash payment per security in U.S. dollars equal to the redemption
    amount (in addition to the final contingent coupon, if any). The &ldquo;<U>redemption amount</U>&rdquo; per security will equal:</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.1in; text-align: justify">&nbsp;</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 19.45pt; text-align: justify; text-indent: -12.25pt">&bull;&#9;&nbsp;&nbsp;&nbsp;if
    the ending level of the lowest performing Index is greater than or equal to its threshold level: $1,000; or</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 19.45pt; text-align: justify; text-indent: -12.25pt">&nbsp;</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 19.45pt; text-align: justify; text-indent: -12.25pt">&bull;&#9;&nbsp;&nbsp;&nbsp;if
    the ending level of the lowest performing Index is less than its threshold level:</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 19.45pt; text-align: justify; text-indent: -12.25pt">&nbsp;</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.1in; text-align: justify">$1,000 &times; performance factor of
    the lowest performing Index on the final calculation day</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.1in; text-align: justify">&nbsp;</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.1in; text-align: justify"><B>If the securities are not automatically
    called prior to maturity and the ending level of the lowest performing Index is less than its threshold level, you will lose more than
    30%, and possibly all, of the face amount of your securities at maturity.</B></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.1in; text-align: justify">&nbsp;</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.1in; text-align: justify"><B>Any return on the securities will
    be limited to the sum of your contingent coupons, if any. You will not participate in any appreciation of any Index, but you will have
    full downside exposure to the lowest performing Index on the final calculation day if the ending level of that Index is less than its
    threshold level.</B></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.1in; text-align: justify">&nbsp;</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.1in; text-align: justify">All calculations with respect to the
    redemption amount will be rounded to the nearest one hundred-thousandth, with five one-millionths rounded upward (e.g., 0.000005 would
    be rounded to 0.00001); and the redemption amount will be rounded to the nearest cent, with one-half cent rounded upward.</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.1in; text-align: justify">&nbsp;</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.1in; text-align: justify">All payments on the securities are subject
    to the credit risk of Credit Suisse; if Credit Suisse defaults on its obligations, you could lose some or all of your investment.</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.1in; text-align: justify">&nbsp;</P></TD>
    </TR>
  <TR>
    <TD STYLE="border-top: white 1pt solid; vertical-align: top; border-bottom: white 1pt solid; background-color: #E0E3E2; padding-left: 0.1in; text-align: left"><FONT STYLE="font-size: 10pt"><B>Lowest Performing Index:</B></FONT></TD>
    <TD STYLE="padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt">On any calculation day, the &ldquo;<U>lowest performing Index</U>&rdquo; will be the Index with the lowest performance factor on that calculation day (as such calculation day may be postponed for one or more Indices pursuant to &ldquo;&mdash;Postponement of a Calculation Day&rdquo; below, if applicable).</FONT></TD>
    </TR>
  <TR>
    <TD STYLE="border-bottom: white 1pt solid; vertical-align: top; background-color: #E0E3E2; padding-left: 0.1in; text-align: left"><FONT STYLE="font-size: 10pt"><B>Performance Factor: </B></FONT></TD>
    <TD STYLE="padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt">With respect to an Index on any calculation day, its closing level on such calculation day <I>divided by</I> its starting level (expressed as a percentage).</FONT></TD>
    </TR>
  <TR>
    <TD STYLE="border-bottom: white 1pt solid; vertical-align: top; background-color: #E0E3E2; padding-left: 0.1in; text-align: left"><FONT STYLE="font-size: 10pt"><B>Starting Level:</B></FONT></TD>
    <TD>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 9.4pt; text-align: justify">With respect to the S&amp;P 500<SUP>&reg;</SUP>
    Index: 4130.29, its closing level on the pricing date.</P>

    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 9.4pt; text-align: justify"><BR>
    With respect to the Russell 2000<SUP>&reg;</SUP> Index: 1885.230, its closing level on the pricing date.</P>

    <P STYLE="font: 8pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 9.4pt; text-align: justify"><BR>
    <BR>
    </P>
    <P STYLE="font: 8pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 9.4pt; text-align: justify">&nbsp;</P></TD>
    </TR>
  </TABLE>

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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><P STYLE="text-align: center; margin-top: 0pt; margin-bottom: 0pt">PRS-<!-- Field: Sequence; Type: Arabic; Name: PageNo -->5<!-- Field: /Sequence --></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%"> <P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Market-Linked Securities&mdash;Auto-Callable with Contingent Coupon and Contingent Downside </B></P><P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Principal at Risk Securities Linked to the Lowest Performing of the S&amp;P 500<SUP>&reg;</SUP> Index, the Russell 2000<SUP>&reg;</SUP> Index and the EURO STOXX 50<SUP>&reg;</SUP> Index due July 29, 2026</B>&nbsp;</P></TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="2" STYLE="font: 8pt Times New Roman, Times, Serif; width: 100%; border-collapse: collapse">
  <TR>
    <TD STYLE="vertical-align: top; width: 15%; border-top: white 1pt solid; border-bottom: white 1pt solid; background-color: #E0E3E2; padding-left: 0.1in; text-align: justify">&nbsp;</TD>
    <TD STYLE="width: 85%; padding-left: 9.4pt; text-align: justify"><FONT STYLE="font-size: 10pt">With respect to the EURO STOXX 50<SUP>&reg;</SUP> Index: 3708.10, its closing level on the pricing date.</FONT></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; border-bottom: white 1pt solid; background-color: #E0E3E2; padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt"><B>Ending Level:</B></FONT></TD>
    <TD STYLE="padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt">The &ldquo;<U>ending level</U>&rdquo; of an Index will be its closing level on the final calculation day.</FONT></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; border-bottom: white 1pt solid; background-color: #E0E3E2">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.1in; text-align: justify"><B>Threshold </B></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.1in; text-align: justify">&nbsp;</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.1in; text-align: justify"><B>Level:</B></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.1in; text-align: justify">&nbsp;</P></TD>
    <TD>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 9.4pt; text-align: justify">With respect to the S&amp;P 500<SUP>&reg;</SUP>
    Index: 2891.203, which is equal to 70% of its starting level.</P>

    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 9.4pt; text-align: justify"><BR>
    With respect to the Russell 2000<SUP>&reg;</SUP> Index: 1319.661, which is equal to 70% of its starting level.</P>

    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 9.55pt; text-align: justify"><BR>
    With respect to the EURO STOXX 50<SUP>&reg;</SUP> Index: 2595.67, which is equal to 70% of its starting level.</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 9.55pt; text-align: justify">&nbsp;</P></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; border-bottom: white 1pt solid; background-color: #E0E3E2; padding-left: 0.1in"><FONT STYLE="font-size: 10pt"><B>Postponement of a Calculation Day:</B></FONT></TD>
    <TD STYLE="padding-left: 9.4pt; text-align: justify"><FONT STYLE="font-size: 10pt">If any calculation day is not a trading day with respect to any Index, such calculation day for each Index will be postponed to the next succeeding day that is a trading day with respect to each Index.&nbsp;&nbsp;A calculation day is also subject to postponement if a Market Disruption Event has occurred or is continuing, as set forth in &ldquo;Additional Terms of the Securities&mdash;Market Disruption Events.&rdquo;</FONT></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; background-color: #E0E3E2; padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt"><B>Calculation Agent:</B></FONT></TD>
    <TD STYLE="padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt">Credit Suisse International</FONT></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; border-top: white 1pt solid; background-color: #E0E3E2; padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt"><B>No Listing:</B></FONT></TD>
    <TD STYLE="padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt">The securities will not be listed on any securities exchange or automated quotation system.</FONT></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; border-top: white 1pt solid; background-color: #E0E3E2; padding-left: 0.1in"><FONT STYLE="font-size: 10pt"><B>Material Tax Consequences:</B></FONT></TD>
    <TD STYLE="padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt">For a discussion of the material U.S. federal income and certain estate tax consequences of the ownership and disposition of the securities, see &ldquo;United States Federal Tax Considerations&rdquo; herein.</FONT></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; border-top: white 1pt solid; background-color: #E0E3E2; padding-left: 0.1in"><FONT STYLE="font-size: 10pt"><B>Supplemental Plan of Distribution:</B></FONT></TD>
    <TD>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.1in; text-align: justify"><FONT STYLE="background-color: white">Under
    the terms of the distributor accession confirmation with WFS dated as of August 1, 2016, WFS will act as agent for the securities and
    will receive an agent discount of $21.75 per security. The agent may resell the securities to other securities dealers at the original
    offering price of the securities less a concession of $15.00 per security. Such securities dealers may include WFA (the trade name of
    the retail brokerage business of WFS affiliates, Wells Fargo Clearing Services, LLC and Wells Fargo Advisors Financial Network, LLC).
    WFS will pay $0.75 per security of the agent&rsquo;s discount to WFA as a distribution expense fee for each security sold by WFA.</FONT></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.1in; text-align: justify">&nbsp;</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.1in; text-align: justify">In addition, Credit Suisse will pay
    a fee of $1.00 per security to selected securities dealers in consideration for marketing and other services in connection with the distribution
    of the securities to other securities dealers.</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.1in; text-align: justify">&nbsp;</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.1in; text-align: justify">We expect to deliver the securities
    against payment for the securities on the issue date indicated herein, which may be a date that is greater than two business days following
    the pricing date. Under Rule 15c6-1 of the Securities Exchange Act of 1934, as amended, trades in the secondary market generally are required
    to settle in two business days, unless the parties to a trade expressly agree otherwise. Accordingly, if the settlement date is more than
    two business days after the pricing date, purchasers who wish to transact in the securities more than two business days prior to the issue
    date will be required to specify alternative settlement arrangements to prevent a failed settlement.</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.1in; text-align: justify">&nbsp;</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 10pt; text-indent: -1.5pt"><I>Prohibition of Sales to European Economic
    Area Retail Investors</I></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 10pt; text-indent: -1.5pt">&nbsp;</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 8.5pt; text-align: justify">Any securities which are the subject
    of the offering contemplated by this pricing supplement and the accompanying underlying supplement, product supplement, prospectus supplement
    and prospectus may not be offered, sold or otherwise made available to any retail investor in the European Economic Area (&ldquo;<U>EEA</U>&rdquo;).
    For the purposes of this provision:</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 8.5pt; text-align: justify">&nbsp;</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 40.5pt; text-align: justify">(a)&nbsp;&nbsp;&nbsp;
    the expression &ldquo;<U>retail investor</U>&rdquo; means a person who is one (or more) of the following:</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 40.5pt; text-align: justify">&nbsp;</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 1.5in; text-align: justify; text-indent: -27pt">(i)&nbsp;&nbsp;
    &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;a retail client as defined in point (11) of Article 4(1) of Directive 2014/65/EU (as amended, &ldquo;<U>MiFID II</U>&rdquo;); or</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 1.5in; text-align: justify; text-indent: -27pt">&nbsp;</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 1.5in; text-align: justify; text-indent: -27pt">(ii)&nbsp;&nbsp;&nbsp;&nbsp;
    &nbsp;&nbsp;a customer within the meaning of Directive (EU) 2016/97 (the &ldquo;<U>Insurance Distribution Directive</U>&rdquo;), where that customer
    would not qualify as a professional client as defined in point (10) of Article 4(1) of MiFID II; or</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 1.5in; text-align: justify; text-indent: -27pt">&nbsp;</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 1.5in; text-align: justify; text-indent: -27pt">(iii)&nbsp;&nbsp;&nbsp;&nbsp;
    not a qualified investor as defined in Regulation (3)(e) (EU) 2017/1129 (as amended, the &ldquo;<U>Prospectus Regulation</U>&rdquo;);
    and</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 1.5in; text-align: justify; text-indent: -27pt">&nbsp;</P></TD></TR>
  </TABLE>

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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><P STYLE="text-align: center; margin-top: 0pt; margin-bottom: 0pt">PRS-<!-- Field: Sequence; Type: Arabic; Name: PageNo -->6<!-- Field: /Sequence --></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%"> <P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Market-Linked Securities&mdash;Auto-Callable with Contingent Coupon and Contingent Downside </B></P><P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Principal at Risk Securities Linked to the Lowest Performing of the S&amp;P 500<SUP>&reg;</SUP> Index, the Russell 2000<SUP>&reg;</SUP> Index and the EURO STOXX 50<SUP>&reg;</SUP> Index due July 29, 2026</B>&nbsp;</P></TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="2" STYLE="font: 8pt Times New Roman, Times, Serif; width: 100%; border-collapse: collapse">
  <TR>
    <TD STYLE="vertical-align: top; width: 15%; border-top: white 1pt solid; background-color: #E0E3E2; padding-left: 0.1in">&nbsp;</TD>
    <TD STYLE="width: 85%">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 40.5pt; text-align: justify">(b)&nbsp;&nbsp;&nbsp; the expression
an &ldquo;<U>offer</U>&rdquo; includes the communication in any form and by any means of sufficient information on the terms of the offer
and the securities to be offered so as to enable an investor to decide to purchase or subscribe for the securities.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 40.5pt; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 8.5pt; text-align: justify">Consequently no key information document
required by Regulation (EU) No 1286/2014 (the &ldquo;<U>PRIIPs Regulation</U>&rdquo;) for offering or selling the securities or otherwise
making them available to retail investors in the EEA has been prepared and therefore offering or selling the securities or otherwise making
them available to any retail investor in the EEA may be unlawful under the PRIIPs Regulation.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 8.5pt; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 10pt; text-indent: -1.5pt"><I>Prohibition of Sales to United Kingdom
Retail Investors</I></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 10pt; text-indent: -1.5pt">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 8.5pt; text-align: justify">Any securities which are the subject
of the offering contemplated by this pricing supplement and the accompanying underlying supplement, product supplement, prospectus supplement
and prospectus may not be offered, sold or otherwise made available to any retail investor in the United Kingdom. For the purposes of
this provision:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 8.5pt; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 40.5pt; text-align: justify">(a) &nbsp;&nbsp; the expression &quot;<U>retail
investor</U>&quot; means a person who is one (or more) of the following:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 40.5pt; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 1.5in; text-align: justify; text-indent: -27pt">(i)&nbsp;&nbsp;
&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;a retail client, as defined in point (8) of Article 2 of Regulation (EU) No 2017/565 as it forms part of
United Kingdom domestic law by virtue of the European Union (Withdrawal) Act 2018 (the &quot;<U>EUWA</U>&quot;) and the regulations made
under the EUWA; or</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 1.5in; text-align: justify; text-indent: -27pt">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 1.5in; text-align: justify; text-indent: -27pt">(ii)&nbsp;&nbsp;&nbsp;&nbsp;
&nbsp;&nbsp;a customer within the meaning of the provisions of the Financial Services and Markets Act 2000 (as amended) (the &ldquo;<U>FSMA</U>&rdquo;)
and any rules or regulations made under the FSMA to implement Directive (EU) 2016/97, where that customer would not qualify as a professional
client, as defined in point (8) of Article 2(1) of Regulation (EU) No 600/2014 as it forms part of United Kingdom domestic law by virtue
of the EUWA and the regulations made under the EUWA; or</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 1.5in; text-align: justify; text-indent: -27pt">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 1.5in; text-align: justify; text-indent: -27pt">(iii)&nbsp;&nbsp;&nbsp;&nbsp;
&nbsp;not a qualified investor as defined in Regulation (3)(e) of the Prospectus Regulation; and</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 1.5in; text-align: justify; text-indent: -27pt">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 40pt; text-align: justify; text-indent: -4pt">&nbsp;&nbsp; (b)&nbsp;&nbsp;&nbsp;&nbsp;
    the expression an&nbsp; &ldquo;<U>offer</U>&rdquo; includes the communication in any form and by any means of sufficient information on
    the terms of the offer and the securities to be offered so as to enable an investor to decide to purchase or subscribe for the securities.</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 40pt; text-align: justify; text-indent: -4pt">&nbsp;</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 8.25pt; text-align: justify; text-indent: 1.05pt">Consequently no
    key information document required by Regulation (EU) No 1286/2014 as it forms part of domestic law by virtue of the EUWA (the &ldquo;<U>UK
    PRIIPs Regulation</U>&rdquo;) for offering or selling any securities or otherwise making them available to retail investors in the United
    Kingdom has been prepared and therefore offering or selling any securities or otherwise making them available to any retail investor in
    the United Kingdom may be unlawful under the UK PRIIPs Regulation.</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 8.25pt; text-align: justify; text-indent: 1.05pt">&nbsp;</P></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; border-top: white 1pt solid; background-color: #E0E3E2; padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt"><B>Denominations:</B></FONT></TD>
    <TD STYLE="padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt">$1,000 and any integral multiple of $1,000.</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="border-top: white 1pt solid; background-color: #E0E3E2; padding-left: 9pt; font-size: 10pt"><FONT STYLE="font-family: Times New Roman, Times, Serif"><B>Events of Default:</B></FONT></TD>
    <TD>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 8.25pt; text-align: justify; text-indent: 1.05pt">With respect to
    these securities, the first bullet of the first sentence of &ldquo;Description of Debt Securities&mdash;Events of Default&rdquo; in the
    accompanying prospectus is amended to read in its entirety as follows:</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 8.25pt; text-align: justify; text-indent: 1.05pt">&nbsp;</P>
    <P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 45.3pt; text-align: justify; text-indent: -0.25in"><FONT STYLE="font-family: Symbol; font-size: 8pt">&middot;&#9;</FONT><FONT STYLE="font-size: 10pt">&nbsp;&nbsp;&nbsp;&nbsp;a
    default in payment of the principal or any premium on any debt security of that series when due, and such default continues for 30 days;</FONT></P>
    <P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 45.3pt; text-align: justify; text-indent: -0.25in">&nbsp;</P></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; border-top: white 1pt solid; background-color: #E0E3E2; padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt"><B>CUSIP:</B></FONT></TD>
    <TD STYLE="padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt">22553QAQ0</FONT></TD></TR>
  </TABLE>

<!-- Field: Page; Sequence: 7 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><P STYLE="text-align: center; margin-top: 0pt; margin-bottom: 0pt">PRS-<!-- Field: Sequence; Type: Arabic; Name: PageNo -->7<!-- Field: /Sequence --></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%"> <P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Market-Linked Securities&mdash;Auto-Callable with Contingent Coupon and Contingent Downside </B></P><P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Principal at Risk Securities Linked to the Lowest Performing of the S&amp;P 500<SUP>&reg;</SUP> Index, the Russell 2000<SUP>&reg;</SUP> Index and the EURO STOXX 50<SUP>&reg;</SUP> Index due July 29, 2026</B>&nbsp;</P></TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #688FCF">
    <TD STYLE="width: 100%; font-size: 12pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: white"><B>Supplemental Terms of the Securities</B></FONT></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">For purposes of the securities offered by this
pricing supplement, all references to each of the following terms used in the accompanying product supplement will be deemed to refer
to the corresponding term used in this pricing supplement, as set forth in the table below:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="2" ALIGN="CENTER" STYLE="font: 8pt Times New Roman, Times, Serif; width: 77%; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #D9D9D9">
    <TD STYLE="width: 49%">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify; border-bottom: Black 0.5pt solid"><B>Product
Supplement Term&nbsp;</B></P></TD>
    <TD STYLE="width: 51%">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify; border-bottom: Black 0.5pt solid"><B>Pricing
Supplement Term&nbsp;</B></P></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-left: 4.5pt; text-align: justify; text-indent: -4.5pt"><FONT STYLE="font-size: 10pt">Underlying</FONT></TD>
    <TD STYLE="padding-left: 0.05in; text-align: justify"><FONT STYLE="font-size: 10pt">Index</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-left: 4.5pt; text-align: justify; text-indent: -4.5pt"><FONT STYLE="font-size: 10pt">Trade date</FONT></TD>
    <TD STYLE="padding-left: 0.05in; text-align: justify"><FONT STYLE="font-size: 10pt">Pricing date</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-left: 4.5pt; text-align: justify; text-indent: -4.5pt"><FONT STYLE="font-size: 10pt">Principal amount</FONT></TD>
    <TD STYLE="padding-left: 0.05in; text-align: justify"><FONT STYLE="font-size: 10pt">Face amount</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-left: 4.5pt; text-align: justify; text-indent: -4.5pt"><FONT STYLE="font-size: 10pt">Valuation date</FONT></TD>
    <TD STYLE="padding-left: 0.05in; text-align: justify"><FONT STYLE="font-size: 10pt">Final calculation day</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-left: 4.5pt; text-align: justify; text-indent: -4.5pt"><FONT STYLE="font-size: 10pt">Maturity date</FONT></TD>
    <TD STYLE="padding-left: 0.05in; text-align: justify"><FONT STYLE="font-size: 10pt">Stated maturity date</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-left: 4.5pt; text-align: justify; text-indent: -4.5pt"><FONT STYLE="font-size: 10pt">Early redemption</FONT></TD>
    <TD STYLE="padding-left: 0.05in; text-align: justify"><FONT STYLE="font-size: 10pt">Automatic call</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-left: 4.5pt; text-align: justify; text-indent: -4.5pt"><FONT STYLE="font-size: 10pt">Observation date</FONT></TD>
    <TD STYLE="padding-left: 0.05in; text-align: justify"><FONT STYLE="font-size: 10pt">Calculation day</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-left: 4.5pt; text-align: justify; text-indent: -4.5pt"><FONT STYLE="font-size: 10pt">Early redemption date</FONT></TD>
    <TD STYLE="padding-left: 0.05in; text-align: justify"><FONT STYLE="font-size: 10pt">Call settlement date</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-left: 4.5pt; text-align: justify; text-indent: -4.5pt"><FONT STYLE="font-size: 10pt">Lowest performing underlying</FONT></TD>
    <TD STYLE="padding-left: 0.05in; text-align: justify"><FONT STYLE="font-size: 10pt">Lowest performing Index</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-left: 4.5pt; text-align: justify; text-indent: -4.5pt"><FONT STYLE="font-size: 10pt">Initial level</FONT></TD>
    <TD STYLE="padding-left: 0.05in; text-align: justify"><FONT STYLE="font-size: 10pt">Starting level</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-left: 4.5pt; text-align: justify; text-indent: -4.5pt"><FONT STYLE="font-size: 10pt">Final level</FONT></TD>
    <TD STYLE="padding-left: 0.05in; text-align: justify"><FONT STYLE="font-size: 10pt">Ending level</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="padding-left: 4.5pt; text-align: justify; text-indent: -4.5pt"><FONT STYLE="font-size: 10pt">Knock-in level</FONT></TD>
    <TD STYLE="padding-left: 0.05in; text-align: justify"><FONT STYLE="font-size: 10pt">Threshold level</FONT></TD></TR>
  </TABLE>

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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><P STYLE="text-align: center; margin-top: 0pt; margin-bottom: 0pt">PRS-<!-- Field: Sequence; Type: Arabic; Name: PageNo -->8<!-- Field: /Sequence --></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%"> <P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Market-Linked Securities&mdash;Auto-Callable with Contingent Coupon and Contingent Downside </B></P><P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Principal at Risk Securities Linked to the Lowest Performing of the S&amp;P 500<SUP>&reg;</SUP> Index, the Russell 2000<SUP>&reg;</SUP> Index and the EURO STOXX 50<SUP>&reg;</SUP> Index due July 29, 2026</B>&nbsp;</P></TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #688FCF">
    <TD STYLE="width: 100%; font-size: 12pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: white"><B>Determining Payment on a Contingent Coupon Payment Date and at Maturity</B></FONT></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">If the securities have not been previously automatically
called, on each quarterly contingent coupon payment date, you will either receive a contingent coupon or you will not receive a contingent
coupon, depending on the closing level of the lowest performing Index on the related quarterly calculation day.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>Step 1</B>: Determine which Index is the lowest
performing Index on the relevant calculation day. The lowest performing Index on any calculation day is the Index with the lowest performance
factor on that calculation day. The performance factor of an Index on a calculation day is its closing level on that calculation day as
a percentage of its starting level (i.e., its closing level on that calculation day <I>divided by</I> its starting level).</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>Step 2</B>: Determine whether a contingent
coupon is paid on the applicable contingent coupon payment date based on the closing level of the lowest performing Index on the relevant
calculation day, as follows:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt; text-align: center"><FONT STYLE="font-size: 10pt"><IMG SRC="image_009.jpg" ALT="" STYLE="height: 227px; width: 604px"></FONT></P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">At maturity, if the securities have not been automatically
called prior to maturity, you will receive (in addition to the final contingent coupon, if any) a cash payment per security (the redemption
amount) calculated as follows:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>Step 1</B>: Determine which Index is the lowest
performing Index on the final calculation day. The lowest performing Index on the final calculation day is the Index with the lowest performance
factor on the final calculation day. The performance factor of an Index on the final calculation day is its ending level as a percentage
of its starting level (i.e., its ending level <I>divided by</I> its starting level).</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>Step 2</B>: Calculate the redemption amount
based on the ending level of the lowest performing Index, as follows:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="text-align: center; margin-top: 0pt; margin-bottom: 0pt"><IMG SRC="image_010.jpg" ALT=""></P>

<P STYLE="margin: 0pt 0">&nbsp;</P>


<!-- Field: Page; Sequence: 9 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><P STYLE="text-align: center; margin-top: 0pt; margin-bottom: 0pt">PRS-<!-- Field: Sequence; Type: Arabic; Name: PageNo -->9<!-- Field: /Sequence --></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%"> <P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Market-Linked Securities&mdash;Auto-Callable with Contingent Coupon and Contingent Downside </B></P><P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Principal at Risk Securities Linked to the Lowest Performing of the S&amp;P 500<SUP>&reg;</SUP> Index, the Russell 2000<SUP>&reg;</SUP> Index and the EURO STOXX 50<SUP>&reg;</SUP> Index due July 29, 2026</B>&nbsp;</P></TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #688FCF">
    <TD STYLE="width: 100%; font-size: 12pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: white"><B>Hypothetical Payout Profile</B></FONT></TD></TR>
  </TABLE>
<P STYLE="margin: 0pt 0; font-size: 10pt">&nbsp;</P>

<P STYLE="margin: 0pt 0; font-size: 10pt">The following profile illustrates the potential payment at maturity on the securities (excluding
the final contingent coupon, if any) for a range of hypothetical performances of the lowest performing Index on the final calculation
day from its starting level to its ending level, assuming the securities have not been automatically called prior to maturity. This graph
has been prepared for purposes of illustration only. Your actual return will depend on the actual ending level of the lowest performing
Index and whether you hold your securities to maturity. The performance of the better performing Indices is not relevant to your return
on the securities.</P>

<P STYLE="margin: 0pt 0; font-size: 10pt">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center"><IMG SRC="image_011.jpg" ALT="" STYLE="height: 487px; width: 720px"></P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center">&nbsp;</P>


<!-- Field: Page; Sequence: 10 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><P STYLE="text-align: center; margin-top: 0pt; margin-bottom: 0pt">PRS-<!-- Field: Sequence; Type: Arabic; Name: PageNo -->10<!-- Field: /Sequence --></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%"> <P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Market-Linked Securities&mdash;Auto-Callable with Contingent Coupon and Contingent Downside </B></P><P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Principal at Risk Securities Linked to the Lowest Performing of the S&amp;P 500<SUP>&reg;</SUP> Index, the Russell 2000<SUP>&reg;</SUP> Index and the EURO STOXX 50<SUP>&reg;</SUP> Index due July 29, 2026</B>&nbsp;</P></TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #688FCF">
    <TD STYLE="width: 100%; font-size: 12pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: white"><B>Selected Risk Considerations</B></FONT></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The securities have complex features and investing
in the securities will involve risks not associated with an investment in conventional debt securities. You should carefully consider
the risk factors set forth below as well as the other information contained in this pricing supplement and any accompanying product supplement,
the prospectus supplement and prospectus, including the documents they incorporate by reference. An investment in the securities involves
significant risks. This section describes material risks relating to an investment in the securities.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify; color: #4F81BD"><B><I>Risks Relating to the Securities
Generally</I></B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify; color: #4F81BD">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>If The Securities Are Not Automatically Called
Prior To Maturity, You May Lose Some Or All Of The Face Amount Of Your Securities At Maturity.</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">If the securities are not automatically called
prior to maturity, you may receive less at maturity than you originally invested in the securities, or you may receive nothing, excluding
contingent coupons, if any. If the ending level of the lowest performing Index is less than its threshold level, you will be fully exposed
to any depreciation in the lowest performing Index. In this case, the payment at maturity you will be entitled to receive will be less
than the face amount of your securities, and you could lose your entire investment. It is not possible to predict whether the ending level
of the lowest performing Index will be less than its threshold level and, in such case, by how much the level of the lowest performing
Index has decreased from its starting level to its ending level. Any payment on the securities is subject to our ability to pay our obligations
as they become due.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>Regardless Of The Amount Of Any Payment You
Receive On The Securities, Your Actual Yield May Be Different In Real Value Terms.</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">Inflation may cause the real value of any payment
you receive on the securities to be less at maturity than it is at the time you invest. An investment in the securities also represents
a forgone opportunity to invest in an alternative asset that generates a higher real return. You should carefully consider whether an
investment that may result in a return that is lower than the return on alternative investments is appropriate for you.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>The Securities Will Not Pay More Than The Face
Amount Of Your Securities, Plus Contingent Coupons, If Any.</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The securities will not pay more than the face
amount of your securities, plus contingent coupons, if any, regardless of the performance of any Index. Even if the ending level of each
Index is greater than its respective starting level, you will not participate in the appreciation of any Index. Therefore, the maximum
amount payable with respect to the securities (excluding contingent coupons, if any) is $1,000 for each $1,000 face amount. This payment
will not be increased to include reimbursement for any discounts or commissions and hedging and other transaction costs, even upon an
Automatic Call.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>The Securities Do Not Provide For Regular Fixed
Interest Payments.</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">Unlike conventional debt securities, the securities
do not provide for regular fixed interest payments. The number of contingent coupons you receive over the term of the securities, if any,
will depend on the performance of the Indices during the term of the securities. On each quarterly contingent coupon payment date you
will receive a contingent coupon if, and only if, the closing level of the lowest performing Index on the immediately preceding calculation
day is greater than or equal to its threshold level. If the closing level of the lowest performing Index on any calculation day is less
than its threshold level, you will not receive any contingent coupon on the related contingent coupon payment date, and if the closing
level of the lowest performing Index is less than its threshold level on each calculation day over the term of the securities, you will
not receive any contingent coupons during the term of the securities. Thus, the securities are not an appropriate investment for investors
who require regular fixed income payments, since the number of contingent coupons is variable and may be zero.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">In addition, if interest rates generally increase
over the term of the securities, it is more likely that the contingent coupon, if any, could be less than the yield one might receive
based on market rates at that time. This would have the further effect of decreasing the value of your securities both nominally in terms
of below-market coupons and in real value terms. Furthermore, it is possible that you will not receive some or all of the contingent coupons
over the term of the securities, and still lose your initial investment. Even if you do receive some or all of your initial investment
at maturity, you will not be compensated for the time value of money. These securities are not short-term investments, so you should carefully
consider these risks before investing.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>Contingent Coupons, If Any, Are Paid On A Periodic
Basis And Are Based Solely On The Closing Levels Of The Indices On The Specified Calculation Days.</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">Whether the contingent coupon will be paid with
respect to a calculation day will be based on the closing levels of the Indices on such day. As a result, you will not know whether you
will receive the contingent coupon until near the end of the relevant period. Moreover, because the contingent coupon is based solely
on the closing levels of the Indices on a specific calculation day, if the closing level of an Index is less than its threshold level
on a calculation day, you will not receive any contingent coupon with respect to such calculation day, even if the closing level of such
Index was higher on other days during the relevant period.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>


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    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%"> <P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Market-Linked Securities&mdash;Auto-Callable with Contingent Coupon and Contingent Downside </B></P><P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Principal at Risk Securities Linked to the Lowest Performing of the S&amp;P 500<SUP>&reg;</SUP> Index, the Russell 2000<SUP>&reg;</SUP> Index and the EURO STOXX 50<SUP>&reg;</SUP> Index due July 29, 2026</B>&nbsp;</P></TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>The Securities Are Subject To The Full Risks
Of Each Index And Will Be Negatively Affected If Any Index Performs Poorly, Even If The Other Indices Perform Favorably.</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">You are subject to the full risks of each Index.
If any Index performs poorly, you will be negatively affected, even if the other Indices perform favorably. The securities are not linked
to a basket composed of the Indices, where the better performance of some Indices could offset the poor performance of others. Instead,
you are subject to the full risks of whichever Index is the lowest performing Index on each calculation day. For example, if one Index
appreciates from its starting level to its ending level, but the ending level of the lowest performing Index is less than its threshold
level, you will be exposed to the depreciation of the lowest performing Index and you will not benefit from the performance of any other
Index. As a result, the securities are riskier than an alternative investment linked to only one of the Indices or linked to a basket
composed of each Index. Each additional Index to which the securities are linked increases the risk that the securities will perform poorly.
You should not invest in the securities unless you understand and are willing to accept the full downside risks of each Index.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">It is impossible to predict the relationship between
the Indices. If the performances of the Indices exhibit no correlation to each other, it is more likely that one of the Indices will cause
the securities to perform poorly. However, if the performances of the equity securities included in each Index are related such that the
performances of the Indices are correlated, then there is less likelihood that only one Index will cause the securities to perform poorly.
Furthermore, to the extent that each Index represents a different market segment or market sector, the risk of one Index performing poorly
is greater. As a result, you are not only taking market risk on each Index, you are also taking a risk relating to the relationship among
the Indices.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>Your Return On The Securities Will Depend Solely
On The Performance Of The Index That Is The Lowest Performing Index On Each Calculation Day, And You Will Not Benefit In Any Way From
The Performance Of The Better Performing Indices.</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">Your return on the securities will depend solely
on the performance of the Index that is the lowest performing Index on each calculation day. Although it is necessary for each Index to
close above its respective threshold level on the relevant calculation day in order for you to receive a quarterly contingent coupon and
for you to be repaid the face amount of your securities at maturity, you will not benefit in any way from the performance of the better
performing Indices. The securities may underperform an alternative investment linked to a basket composed of the Indices, since in such
case the performance of the better performing Indices would be blended with the performance of the lowest performing Index, resulting
in a better return than the return of the lowest performing Index alone.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>More Favorable Terms Are Generally Associated
With Greater Expected Volatility, And Can Indicate A Greater Risk Of Loss.</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&ldquo;Volatility&rdquo; refers to the frequency
and magnitude of changes in the level of an Index. The greater the expected volatility with respect to an Index on the pricing date, the
higher the expectation as of the pricing date that the closing level of such Index could be less than its threshold level on any calculation
day, indicating a higher expected risk of loss on the securities. This greater expected risk will generally be reflected in a higher contingent
coupon rate than the yield payable on our conventional debt securities with a similar maturity, or in more favorable terms (such as lower
threshold levels) than for similar securities linked to the performance of an index with a lower expected volatility as of the pricing
date. You should therefore understand that a relatively higher contingent coupon rate may indicate an increased risk of loss. Further,
relatively lower threshold levels may not necessarily indicate that you will receive a contingent coupon on any contingent coupon payment
date or that the securities have a greater likelihood of a return of principal at maturity. The volatility of any Index can change significantly
over the term of the securities. The levels of the Indices for your securities could fall sharply, which could result in a significant
loss of principal. You should be willing to accept the downside market risk of the Indices and the potential to lose a significant portion,
and possibly all, of the face amount per security at maturity.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>The Securities Are Subject To A Potential Automatic
Call, Which Would Limit Your Opportunity To Be Paid Contingent Coupons Over The Full Term Of The Securities.</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The securities are subject to a potential automatic
call. If the closing level of the lowest performing Index on any of the quarterly calculation days is greater than or equal to its starting
level, the securities will be automatically called and you will be entitled to receive a cash payment equal to the face amount of the
securities you hold and the contingent coupon payable on that contingent coupon payment date, and no further payments will be made in
respect of the securities. In this case, you will lose the opportunity to continue to be paid contingent coupons from the call settlement
date to the stated maturity date.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>The Securities Are Subject To A Potential Automatic
Call, Which Exposes You To Reinvestment Risk.</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The securities are subject to a potential automatic
call. If the securities are automatically called prior to maturity, you may be unable to invest in other securities with a similar level
of risk that provide you with the opportunity to be paid the same coupons as the securities.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>A Contingent Coupon Payment Date, A Call Settlement
Date And The Stated Maturity Date May Be Postponed If A Calculation Day Is Postponed.</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">If a postponement occurs with respect to a calculation
day other than the final calculation day for any Index, then the related contingent coupon payment date or call settlement date, as applicable,
will be postponed. If a postponement occurs with respect to the final calculation day for any Index, the stated maturity date will be
the later of (i) the initial stated maturity date and (ii) three business days after the last final calculation day as postponed. For
additional information, see &ldquo;Additional Terms of the Securities&mdash;Market Disruption Events&rdquo; and &ldquo;Terms of the Securities&mdash;Postponement
of a Calculation Day&rdquo; herein.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>Postponement Of Certain Dates May Adversely
Affect Your Return.</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">If the calculation agent determines that a market
disruption event has occurred or that any calculation day is not a trading day, it is possible that one or more calculation days and the
stated maturity date will be postponed, and your return could be adversely affected. No coupon payments or other payment will be payable
as a result of such postponement. For additional information, see &ldquo;Additional Terms of the Securities&mdash;Market Disruption Events&rdquo;
and &ldquo;Terms of the Securities&mdash;Postponement of a Calculation Day&rdquo; herein.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>The U.S. Federal Tax Consequences Of An Investment
In The Securities Are Unclear.</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">There is no direct legal authority regarding the
proper U.S. federal tax treatment of the securities, and we do not plan to request a ruling from the Internal Revenue Service (the &ldquo;IRS&rdquo;).
Consequently, significant aspects of the tax treatment of the securities are uncertain, and the IRS or a court might not agree with the
treatment of the securities as described in &ldquo;United States Federal Tax Considerations&rdquo; below. If the IRS were successful in
asserting an alternative treatment, the tax consequences of ownership and disposition of the securities, including the timing and character
of income recognized by U.S. investors and the withholding tax consequences to non-U.S. investors, might be materially and adversely affected.
Moreover, future legislation, Treasury regulations or IRS guidance could adversely affect the U.S. federal tax treatment of the securities,
possibly retroactively.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify; color: #4F81BD"><B><I>Risks Relating to the Indices</I></B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify; color: #4F81BD">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>Historical Performance Of Any Index Is Not
Indicative Of Future Performance.</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The future performance of any Index cannot be
predicted based on its historical performance. We cannot guarantee that the closing level or ending level of any Index will be at a level
that would result in a positive return on your overall investment in the securities.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>We And Our Affiliates Generally Do Not Have
Any Affiliation With Any Index Or Index Sponsor And Are Not Responsible For Its Public Disclosure Of Information.</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">We and our affiliates generally are not affiliated
with any Index or index sponsor in any way (except for licensing arrangements) and have no ability to control or predict its actions,
including any errors in or discontinuance of disclosure regarding its methods or policies.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">Neither we nor any of our affiliates assumes any
responsibility for the adequacy or accuracy of the information about an Index contained in any public disclosure of information. You,
as an investor in the securities, should make your own investigation into the Indices.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>Changes To Any Index Could Adversely Affect
The Securities.</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The index sponsor can add, delete or substitute
the components included in any Index, make other methodological changes that could change the level of any Index, or discontinue or suspend
calculation or dissemination of any Index at any time. If one or more of these events occurs, the calculation of the redemption amount
payable at maturity will be adjusted to reflect such event or events. Please refer to &ldquo;Additional Terms of the Securities&mdash;Adjustments
to an Index&rdquo; and &ldquo;Additional Terms of the Securities&mdash;Discontinuance of an Index&rdquo; herein. Any of these actions
could adversely affect the amount payable in respect of the securities and/or the value of the securities.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>We Cannot Control The Actions Of Any Issuers
Whose Equity Securities Are Included In Or Held By Any Index.</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">We cannot control the actions of any issuers of
the equity securities included in or held by any Index. Actions by such issuers may have an adverse effect on the level of an Index and,
consequently, on the value of the securities.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>The Securities Are Linked To The Russell 2000<SUP>&reg;</SUP>
Index And Are Subject To The Risks Associated With Small-Capitalization Companies.</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The Russell 2000<SUP>&reg;</SUP> Index is composed
of equity securities issued by companies with relatively small market capitalization. These equity securities often have greater stock
price volatility, lower trading volume and less liquidity than the equity securities of large-capitalization companies, and are more vulnerable
to adverse business and economic developments than those of large-capitalization companies. In addition, small-capitalization companies
are typically less established and less stable financially than large-capitalization companies. These companies may depend on a small
number of key personnel, making them more vulnerable to loss of personnel. Such companies tend to have smaller revenues, less diverse
product lines, smaller shares of their product or service markets, fewer financial resources and less competitive strengths than large-capitalization
companies and are more susceptible to</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>


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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">adverse developments related to their products.
Therefore, the Russell 2000<SUP>&reg;</SUP> Index may be more volatile than it would be if it were composed of equity securities issued
by large-capitalization companies.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>The Closing Level Of The EURO STOXX 50<SUP>&reg;</SUP>
Index Will Not Be Adjusted For Changes In Exchange Rates Relative To The U.S. Dollar Even Though The Equity Securities Included In The
EURO STOXX 50<SUP>&reg;</SUP> Index Are Traded In A Foreign Currency And The Securities Are Denominated In U.S. Dollars.</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The value of your securities will not be adjusted
for exchange rate fluctuations between the U.S. dollar and the currencies in which the equity securities included in the EURO STOXX 50<SUP>&reg;</SUP>
Index are based. Therefore, if the applicable currencies appreciate or depreciate relative to the U.S. dollar over the term of the securities,
you will not receive any additional payment or incur any reduction in your return, if any, at maturity.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>Foreign Securities Markets Risk.</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">Some or all of the assets included in the EURO
STOXX 50<SUP>&reg;</SUP> Index are issued by foreign companies and trade in foreign securities markets. Investments in the securities
therefore involve risks associated with the securities markets in those countries, including risks of volatility in those markets, government
intervention in those markets and cross shareholdings in companies in certain countries. Also, foreign companies are generally subject
to accounting, auditing and financial reporting standards and requirements and securities trading rules different from those applicable
to U.S. reporting companies. The equity securities included in the EURO STOXX 50<SUP>&reg;</SUP> Index may be more volatile than domestic
equity securities and may be subject to different political, market, economic, exchange rate, regulatory and other risks, including changes
in foreign governments, economic and fiscal policies, currency exchange laws or other laws or restrictions. Moreover, the economies of
foreign countries may differ favorably or unfavorably from the economy of the United States in such respects as growth of gross national
product, rate of inflation, capital reinvestment, resources and self-sufficiency. These factors may adversely affect the values of the
equity securities included in the EURO STOXX 50<SUP>&reg;</SUP> Index, and therefore the performance of the EURO STOXX 50<SUP>&reg;</SUP>
Index and the value of the securities.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>No Ownership Rights Relating To The Indices.</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">Your return on the securities will not reflect
the return you would realize if you actually owned the assets that comprise the Indices. The return on your investment is not the same
as the total return you would receive based on the purchase of the equity securities that comprise the Indices.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>No Dividend Payments Or Voting Rights.</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">As a holder of the securities, you will not have
voting rights or rights to receive cash dividends or other distributions or other rights with respect to the equity securities that comprise
the Indices.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="background-color: white"><B>Government
Regulatory Action, Including Legislative Acts And Executive Orders, Could Result In Material Changes To The Indices And Could Negatively
Affect Your Return On The Securities.</B></FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="background-color: white">Government
regulatory action, including legislative acts and executive orders, could materially affect the Indices. For example, in response to recent
executive orders, stocks of companies that are determined to be linked to the People&rsquo;s Republic of China military, intelligence
and security apparatus may be delisted from a U.S. exchange, removed as a component in indices or exchange traded funds, or transactions
in, or holdings of, securities with exposure to such stocks may otherwise become prohibited under U.S. law. If government regulatory action
results in such consequences, there may be a material and negative effect on the securities.</FONT></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify; color: #4F81BD"><B><I>Risks Relating to the Issuer</I></B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify; color: #4F81BD">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>The Securities Are Subject To The Credit Risk
Of Credit Suisse.</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">Investors are dependent on our ability to pay
all amounts due on the securities and, therefore, if we were to default on our obligations, you may not receive any amounts owed to you
under the securities. In addition, any decline in our credit ratings, any adverse changes in the market&rsquo;s view of our creditworthiness
or any increase in our credit spreads is likely to adversely affect the value of the securities prior to maturity.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>Credit Suisse Is Subject To Swiss Regulation.</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">As a Swiss bank, Credit Suisse is subject to regulation
by governmental agencies, supervisory authorities and self-regulatory organizations in Switzerland. Such regulation is increasingly more
extensive and complex and subjects Credit Suisse to risks. For example, pursuant to Swiss banking laws, the Swiss Financial Market Supervisory
Authority (FINMA) may open resolution proceedings if there are justified concerns that Credit Suisse is over-indebted, has serious liquidity
problems or no longer fulfills capital adequacy requirements. FINMA has broad powers and discretion in the case of resolution proceedings,
which include the power to convert debt instruments and other liabilities of Credit Suisse into equity and/or cancel such liabilities
in whole or in part. If one or more of these measures were imposed, such measures may adversely affect the terms and market value of the
securities and/or the ability of Credit Suisse to make payments thereunder and you may not receive any amounts owed to you under the securities.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>


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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><P STYLE="text-align: center; margin-top: 0pt; margin-bottom: 0pt">PRS-<!-- Field: Sequence; Type: Arabic; Name: PageNo -->14<!-- Field: /Sequence --></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%"> <P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Market-Linked Securities&mdash;Auto-Callable with Contingent Coupon and Contingent Downside </B></P><P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Principal at Risk Securities Linked to the Lowest Performing of the S&amp;P 500<SUP>&reg;</SUP> Index, the Russell 2000<SUP>&reg;</SUP> Index and the EURO STOXX 50<SUP>&reg;</SUP> Index due July 29, 2026</B>&nbsp;</P></TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify; color: #4F81BD"><B><I>Risks Relating to Conflicts
of Interest</I></B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify; color: #4F81BD">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>Hedging And Trading Activity Could Adversely
Affect Our Payment To You At Maturity. </B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">Credit Suisse (or any of its affiliates) or WFS
(or any of its affiliates) may carry out hedging activities related to the securities, including in instruments related to the Indices.
Credit Suisse (or any of its affiliates) or WFS (or any of its affiliates) may also trade instruments related to the Indices from time
to time. Any of these hedging or trading activities on or prior to the pricing date and during the term of the securities could adversely
affect our payment to you at maturity.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>Our Economic Interests Are Potentially Adverse
To Your Interests.</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">We and our affiliates play a variety of roles
in connection with the issuance of the securities, including acting as calculation agent for the offering of the securities, hedging our
obligations under the securities and determining their estimated value. In performing these duties, the economic interests of us and our
affiliates are potentially adverse to your interests as an investor in the securities. Further, hedging activities may adversely affect
any payment on or the value of the securities. Any profit in connection with such hedging activities will be in addition to any other
compensation that we and our affiliates receive for the sale of the securities, which creates an additional incentive to sell the securities
to you.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify; color: #4F81BD"><B><I>Risks Relating to the Estimated
Value and Secondary Market Prices of the Securities</I></B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify; color: #4F81BD">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>Unpredictable Economic And Market Factors Will
Affect The Value Of The Securities.</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The payout on the securities can be replicated
using a combination of the components described in &ldquo;The Estimated Value Of The Securities On The Pricing Date Is Less Than The Original
Offering Price.&rdquo; Therefore, in addition to the levels of any Index, the terms of the securities at issuance and the value of the
securities prior to maturity may be influenced by factors that impact the value of fixed income securities and options in general such
as:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 73.8pt"></TD><TD STYLE="width: 25.2pt">o</TD><TD STYLE="text-align: justify">the expected and actual volatility of the Indices;</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 73.8pt"></TD><TD STYLE="width: 25.2pt">o</TD><TD STYLE="text-align: justify">the expected and actual correlation, if any, between the Indices;</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 73.8pt"></TD><TD STYLE="width: 25.2pt">o</TD><TD STYLE="text-align: justify">the time to maturity of the securities;</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 73.8pt"></TD><TD STYLE="width: 25.2pt">o</TD><TD STYLE="text-align: justify">the dividend rate on the equity securities included in the Indices;</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 73.8pt"></TD><TD STYLE="width: 25.2pt">o</TD><TD STYLE="text-align: justify">interest and yield rates in the market generally;</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 73.8pt"></TD><TD STYLE="width: 25.2pt">o</TD><TD STYLE="text-align: justify">investors&rsquo; expectations with respect to the rate of inflation;</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 73.8pt"></TD><TD STYLE="width: 25.2pt">o</TD><TD STYLE="text-align: justify">geopolitical conditions and economic, financial, political, regulatory, judicial or other events that
affect the components included in the Indices or markets generally and which may affect the levels of the Indices; and</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 73.8pt"></TD><TD STYLE="width: 25.2pt">o</TD><TD STYLE="text-align: justify">our creditworthiness, including actual or anticipated downgrades in our credit ratings.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">Some or all of these factors may influence the
price that you will receive if you choose to sell your securities prior to maturity. The impact of any of the factors set forth above
may enhance or offset some or all of any change resulting from another factor or factors.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>The Estimated Value Of The Securities On The
Pricing Date Is Less Than The Original Offering Price. </B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The initial estimated value of your securities
on the pricing date (as determined by reference to our pricing models and our internal funding rate) is less than the original offering
price. The original offering price of the securities includes any discounts or commissions as well as transaction costs such as expenses
incurred to create, document and market the securities and the cost of hedging our risks as issuer of the securities through one or more
of our affiliates (which includes a projected profit). These costs will be effectively borne by you as an investor in the securities.
These amounts will be retained by Credit Suisse or our affiliates in connection with our structuring and offering of the securities (except
to the extent discounts or commissions are reallowed to other broker-dealers or any costs are paid to third parties).</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">On the pricing date, we value the components of
the securities in accordance with our pricing models. These include a fixed income component valued using our internal funding rate, and
individual option components valued using proprietary pricing models dependent on inputs such as volatility, correlation, dividend rates,
interest rates and other factors, including assumptions about future market events and/or environments. These inputs may be market-observable
or may be based on assumptions made by us in our discretionary judgment. As such, the payout on the securities can be replicated using
a combination of these components and the value of these components, as determined by us using our pricing models, will impact the terms
of the securities at issuance. Our option valuation models are proprietary. Our pricing models take into account factors such as interest
rates, volatility and time to maturity of the securities, and they rely in part on certain assumptions about future events, which may
prove to be incorrect.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>


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    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%"> <P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Market-Linked Securities&mdash;Auto-Callable with Contingent Coupon and Contingent Downside </B></P><P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Principal at Risk Securities Linked to the Lowest Performing of the S&amp;P 500<SUP>&reg;</SUP> Index, the Russell 2000<SUP>&reg;</SUP> Index and the EURO STOXX 50<SUP>&reg;</SUP> Index due July 29, 2026</B>&nbsp;</P></TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">Because Credit Suisse&rsquo;s pricing models may
differ from other issuers&rsquo; valuation models, and because funding rates taken into account by other issuers may vary materially from
the rates used by Credit Suisse (even among issuers with similar creditworthiness), our estimated value at any time may not be comparable
to estimated values of similar securities of other issuers.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>If On The Pricing Date The Internal Funding
Rate We Use In Structuring Notes Such As These Securities Is Lower Than The Interest Rate That Is Reflected In The Yield On Our Conventional
Debt Securities Of Similar Maturity In The Secondary Market (Our &ldquo;Secondary Market Credit Spreads&rdquo;), We Expect That The Economic
Terms Of The Securities Will Generally Be Less Favorable To You Than They Would Have Been If Our Secondary Market Credit Spread Had Been
Used In Structuring The Securities.</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The internal funding rate we use in structuring
securities such as these securities is typically lower than the interest rate that is reflected in the yield on our conventional debt
securities of similar maturity in the secondary market (our &ldquo;secondary market credit spreads&rdquo;). If on the pricing date our
internal funding rate is lower than our secondary market credit spreads, we expect that the economic terms of the securities will generally
be less favorable to you than they would have been if our secondary market credit spread had been used in structuring the securities.
We will also use our internal funding rate to determine the price of the securities if we post a bid to repurchase your securities in
secondary market transactions. See &ldquo;The Estimated Value Of The Securities Is Not An Indication Of The Price, If Any, At Which Credit
Suisse Or Any Other Person May Be Willing To Buy The Securities From You In The Secondary Market&rdquo; below.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>The Estimated Value Of The Securities Is Not
An Indication Of The Price, If Any, At Which Credit Suisse Or Any Other Person May Be Willing To Buy The Securities From You In The Secondary
Market.</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">If Credit Suisse (or any of its affiliates) or
WFS (or any of its affiliates) bid for your securities in secondary market transactions, the secondary market price (and the value used
for account statements or otherwise) may be higher or lower than the original offering price and the estimated value of the securities
on the pricing date. Neither Credit Suisse (or any of its affiliates) nor WFS (or any of its affiliates) is obligated to make a secondary
market. The estimated value of the securities on the cover of this pricing supplement does not represent a minimum price at which Credit
Suisse or WFS would be willing to buy the securities in the secondary market (if any exists) at any time. The secondary market price of
your securities at any time cannot be predicted and will reflect the then-current estimated value determined by reference to our pricing
models, the related inputs and other factors, including our internal funding rate, customary bid and ask spreads and other transaction
costs, changes in market conditions and deterioration or improvement in our creditworthiness. In circumstances where our internal funding
rate is higher than our secondary market credit spreads, our secondary market bid for your securities could be less favorable than what
other dealers might bid because, assuming all else equal, we use the higher internal funding rate to price the securities and other dealers
might use the lower secondary market credit spread to price them. Furthermore, assuming no change in market conditions from the pricing
date, the secondary market price of your securities will be lower than the original offering price because it will not include any discounts
or commissions and hedging and other transaction costs. If you sell your securities to a dealer in a secondary market transaction, the
dealer may impose an additional discount or commission, and as a result the price you receive on your securities may be lower than the
price at which we may repurchase the securities from such dealer.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">Credit Suisse (or any of its affiliates) or WFS
(or any of its affiliates) may initially post a bid to repurchase the securities from you at a price that will exceed the then-current
estimated value of the securities. That higher price reflects our projected profit and costs, which may include discounts and commissions
that were included in the original offering price, and that higher price may also be initially used for account statements or otherwise.
Credit Suisse (or any of its affiliates) or WFS (or any of its affiliates) may offer to pay this higher price, for your benefit, but the
amount of any excess over the then-current estimated value will be temporary and is expected to decline over a period of approximately
four months.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The securities are not designed to be short-term
trading instruments and any sale prior to maturity could result in a substantial loss to you. You should be willing and able to hold your
securities to maturity.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>The Securities Will Not Be Listed On Any Securities
Exchange And A Trading Market For The Securities May Not Develop.</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The securities will not be listed on any securities
exchange. Credit Suisse (or its affiliates) intends to offer to purchase the securities in the secondary market but is not required to
do so. Even if there is a secondary market, it may not provide enough liquidity to allow you to trade or sell the securities when you
wish to do so. Because other dealers are not likely to make a secondary market for the securities, the price at which you may be able
to trade your securities is likely to depend on the price, if any, at which Credit Suisse (or its affiliates) is willing to buy the securities.
If you have to sell your securities prior to maturity, you may not be able to do so or you may have to sell them at a substantial loss.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>


<!-- Field: Page; Sequence: 16 -->
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    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%"> <P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Market-Linked Securities&mdash;Auto-Callable with Contingent Coupon and Contingent Downside </B></P><P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Principal at Risk Securities Linked to the Lowest Performing of the S&amp;P 500<SUP>&reg;</SUP> Index, the Russell 2000<SUP>&reg;</SUP> Index and the EURO STOXX 50<SUP>&reg;</SUP> Index due July 29, 2026</B>&nbsp;</P></TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #688FCF">
    <TD STYLE="width: 100%; font-size: 12pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: white"><B>Supplemental Use of Proceeds and Hedging</B></FONT></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">We intend to use the proceeds of this offering
for our general corporate purposes, which may include the refinancing of existing debt outside Switzerland. Some or all of the proceeds
we receive from the sale of the securities may be used in connection with hedging our obligations under the securities through one or
more of our affiliates. Such hedging or trading activities on or prior to the pricing date and during the term of the securities (including
on any calculation day) could adversely affect the levels of the Indices and, as a result, could decrease the amount you may receive on
the securities at maturity. For additional information, see &ldquo;Supplemental Use of Proceeds and Hedging&rdquo; in the accompanying
product supplement.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>


<!-- Field: Page; Sequence: 17 -->
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    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%"> <P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Market-Linked Securities&mdash;Auto-Callable with Contingent Coupon and Contingent Downside </B></P><P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Principal at Risk Securities Linked to the Lowest Performing of the S&amp;P 500<SUP>&reg;</SUP> Index, the Russell 2000<SUP>&reg;</SUP> Index and the EURO STOXX 50<SUP>&reg;</SUP> Index due July 29, 2026</B>&nbsp;</P></TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #688FCF">
    <TD STYLE="width: 100%; font-size: 12pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: white"><B>Hypothetical Returns</B></FONT></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>If the securities are automatically called:</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">If the securities are automatically called prior
to maturity, you will receive the face amount of your securities plus a final contingent coupon on the call settlement date. In the event
the securities are automatically called, your total return on the securities will equal any contingent coupons received prior to the call
settlement date and the contingent coupon received on the call settlement date.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>If the securities are not automatically called:</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">If the securities are not automatically called
prior to maturity, the following table illustrates, for a range of hypothetical performance factors of the lowest performing Index on
the final calculation day, the hypothetical redemption amount payable at maturity per security (excluding the final contingent coupon,
if any). The performance factor of the lowest performing Index on the final calculation day is its ending level expressed as a percentage
of its starting level (i.e., its ending level <I>divided by </I>its starting level).</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="2" ALIGN="CENTER" STYLE="font: 8pt Times New Roman, Times, Serif; width: 77%; border-collapse: collapse">
  <TR>
    <TD STYLE="width: 51%; border-bottom: #688FCF 1pt solid; padding-left: 0.05in; text-align: center"><FONT STYLE="font-size: 10pt"><B>Hypothetical performance factor of lowest performing Index on final calculation day</B></FONT></TD>
    <TD STYLE="width: 49%; border-bottom: #688FCF 1pt solid; padding-left: 0.05in; text-align: center"><FONT STYLE="font-size: 10pt"><B>Hypothetical payment at maturity per security</B></FONT></TD></TR>
  <TR STYLE="background-color: #E0E3E2">
    <TD STYLE="vertical-align: bottom; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">200%</FONT></TD>
    <TD STYLE="vertical-align: top; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$1,000</FONT></TD></TR>
  <TR STYLE="background-color: #E0E3E2">
    <TD STYLE="vertical-align: bottom; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">175%</FONT></TD>
    <TD STYLE="vertical-align: top; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$1,000</FONT></TD></TR>
  <TR STYLE="background-color: #E0E3E2">
    <TD STYLE="vertical-align: bottom; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">160%</FONT></TD>
    <TD STYLE="vertical-align: top; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$1,000</FONT></TD></TR>
  <TR STYLE="background-color: #E0E3E2">
    <TD STYLE="vertical-align: bottom; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">150%</FONT></TD>
    <TD STYLE="vertical-align: top; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$1,000</FONT></TD></TR>
  <TR STYLE="background-color: #E0E3E2">
    <TD STYLE="vertical-align: bottom; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">140%</FONT></TD>
    <TD STYLE="vertical-align: top; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$1,000</FONT></TD></TR>
  <TR STYLE="background-color: #E0E3E2">
    <TD STYLE="vertical-align: bottom; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">130%</FONT></TD>
    <TD STYLE="vertical-align: top; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$1,000</FONT></TD></TR>
  <TR STYLE="background-color: #E0E3E2">
    <TD STYLE="vertical-align: bottom; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">120%</FONT></TD>
    <TD STYLE="vertical-align: top; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$1,000</FONT></TD></TR>
  <TR STYLE="background-color: #E0E3E2">
    <TD STYLE="vertical-align: bottom; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">110%</FONT></TD>
    <TD STYLE="vertical-align: top; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$1,000</FONT></TD></TR>
  <TR STYLE="background-color: #E0E3E2">
    <TD STYLE="vertical-align: bottom; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">100%</FONT></TD>
    <TD STYLE="vertical-align: top; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$1,000</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: #E0E3E2">
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">90%</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$1,000</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: #E0E3E2">
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">80%</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$1,000</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: #E0E3E2">
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">70%</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$1,000</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: #E0E3E2">
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">69%</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$690</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: #E0E3E2">
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">60%</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$600</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: #E0E3E2">
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">50%</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$500</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: #E0E3E2">
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">40%</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$400</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: #E0E3E2">
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">30%</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$300</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: #E0E3E2">
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">25%</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$250</FONT></TD></TR>
  <TR STYLE="vertical-align: bottom; background-color: #E0E3E2">
    <TD STYLE="border-right: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">0%</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$0</FONT></TD></TR>
  </TABLE>

<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The above figures do not take into account contingent
coupons, if any, received during the term of the securities. As evidenced above, in no event will you have a positive rate of return based
solely on the redemption amount received at maturity; any positive return will be based solely on the contingent coupons, if any, received
during the term of the securities.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The above figures are for purposes of illustration
only and may have been rounded for ease of analysis. If the securities are not automatically called prior to maturity, the actual amount
you will receive at maturity will depend on the actual ending level of the lowest performing Index. The performance of the better performing
Indices is not relevant to your return on the securities.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>


<!-- Field: Page; Sequence: 18 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><P STYLE="text-align: center; margin-top: 0pt; margin-bottom: 0pt">PRS-<!-- Field: Sequence; Type: Arabic; Name: PageNo -->18<!-- Field: /Sequence --></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%"> <P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Market-Linked Securities&mdash;Auto-Callable with Contingent Coupon and Contingent Downside </B></P><P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Principal at Risk Securities Linked to the Lowest Performing of the S&amp;P 500<SUP>&reg;</SUP> Index, the Russell 2000<SUP>&reg;</SUP> Index and the EURO STOXX 50<SUP>&reg;</SUP> Index due July 29, 2026</B>&nbsp;</P></TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #688FCF">
    <TD STYLE="width: 100%; font-size: 12pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: white"><B>Hypothetical Contingent Coupons</B></FONT></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">Set forth below are three examples that illustrate
how to determine whether a contingent coupon will be paid and whether the securities will be automatically called on a quarterly contingent
coupon payment date prior to maturity. The examples do not reflect any specific quarterly contingent coupon payment date. The following
examples assume the hypothetical starting levels, threshold levels and closing levels for each Index indicated in the examples. The terms
used for purposes of these hypothetical examples do not represent any actual starting level or threshold level. The hypothetical starting
level of 100 for each Index has been chosen for illustrative purposes only and does not represent the actual starting level for any Index.
The actual starting level and threshold level for each Index are set forth under &ldquo;Terms of the Securities&rdquo; above. For historical
data regarding the actual closing levels of the Indices, see the historical information set forth herein. These examples are for purposes
of illustration only and the values used in the examples may have been rounded for ease of analysis.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>Example 1.&nbsp;The closing level of the lowest
performing Index on the relevant calculation day is greater than or equal to its threshold level and less than its starting level. As
a result, investors receive a contingent coupon on the applicable quarterly contingent coupon payment date and the securities are not
automatically called.</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="2" STYLE="font: 8pt Times New Roman, Times, Serif; width: 100%; border-collapse: collapse">
  <TR>
    <TD STYLE="vertical-align: bottom; width: 59%; font-size: 8pt; text-align: justify">&nbsp;</TD>
    <TD STYLE="width: 15%; border-bottom: #688FCF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt"><B>S&amp;P 500<SUP>&reg;</SUP> Index</B></FONT></TD>
    <TD STYLE="width: 13%; border-bottom: #688FCF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt"><B>Russell 2000<SUP>&reg;</SUP> Index</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 13%; border-bottom: #688FCF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt"><B>EURO STOXX 50<SUP>&reg;</SUP> Index</B></FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: #E0E3E2">
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: justify"><FONT STYLE="font-size: 10pt"><B>Hypothetical starting level:</B></FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">100</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">100</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">100</FONT></TD></TR>
  <TR STYLE="background-color: #E0E3E2">
    <TD STYLE="vertical-align: top; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: justify"><FONT STYLE="font-size: 10pt"><B>Hypothetical closing level on relevant calculation day:</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">90</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">95</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">80</FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: #E0E3E2">
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: justify"><FONT STYLE="font-size: 10pt"><B>Hypothetical threshold level: </B></FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">70</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">70</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">70</FONT></TD></TR>
  <TR STYLE="background-color: #E0E3E2">
    <TD STYLE="vertical-align: top; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: justify"><FONT STYLE="font-size: 10pt"><B>Performance factor (closing level on calculation day <I>divided by</I> starting level): </B></FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">90%</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">95%</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">80%</FONT></TD></TR>
  </TABLE>

<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 12.2pt; text-align: justify"><U>Step 1</U>: Determine which Index
is the lowest performing Index on the relevant calculation day.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 12.2pt; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 27pt; text-align: justify">In this example, the EURO STOXX 50<SUP>&reg;</SUP>
Index has the lowest performance factor and is, therefore, the lowest performing Index on the relevant calculation day.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 27pt; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 12.2pt; text-align: justify"><U>Step 2</U>: Determine whether a
contingent coupon will be paid and whether the securities will be automatically called on the applicable quarterly contingent coupon payment
date.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 12.2pt; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 27pt; text-align: justify">Since the hypothetical closing level
of the lowest performing Index on the relevant calculation day is greater than or equal to its threshold level, but less than its starting
level, you would receive a contingent coupon on the applicable contingent coupon payment date and the securities would not be automatically
called. The contingent coupon would be equal to $25 per security, which is the product of $1,000 &times; 10.00% per annum / 4.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 27pt; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>Example 2.&nbsp;The closing level of the lowest
performing Index on the relevant calculation day is less than its threshold level. As a result, investors do not receive a contingent
coupon on the applicable quarterly contingent coupon payment date and the securities are not automatically called.</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="2" STYLE="font: 8pt Times New Roman, Times, Serif; width: 100%; border-collapse: collapse">
  <TR>
    <TD STYLE="vertical-align: bottom; width: 60%; font-size: 8pt; text-align: justify">&nbsp;</TD>
    <TD STYLE="width: 14%; border-bottom: #688FCF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt"><B>S&amp;P 500<SUP>&reg;</SUP> Index</B></FONT></TD>
    <TD STYLE="width: 13%; border-bottom: #688FCF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt"><B>Russell 2000<SUP>&reg;</SUP> Index</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 13%; border-bottom: #688FCF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt"><B>EURO STOXX 50<SUP>&reg;</SUP> Index</B></FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: #E0E3E2">
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: justify"><FONT STYLE="font-size: 10pt"><B>Hypothetical starting level:</B></FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">100</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">100</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">100</FONT></TD></TR>
  <TR STYLE="background-color: #E0E3E2">
    <TD STYLE="vertical-align: top; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: justify"><FONT STYLE="font-size: 10pt"><B>Hypothetical closing level on relevant calculation day:</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">60</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">125</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">105</FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: #E0E3E2">
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: justify"><FONT STYLE="font-size: 10pt"><B>Hypothetical threshold level: </B></FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">70</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">70</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">70</FONT></TD></TR>
  <TR STYLE="background-color: #E0E3E2">
    <TD STYLE="vertical-align: top; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: justify"><FONT STYLE="font-size: 10pt"><B>Performance factor (closing level on calculation day <I>divided by</I> starting level): </B></FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">60%</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">125%</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">105%</FONT></TD></TR>
  </TABLE>

<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 12.2pt; text-align: justify"><U>Step 1</U>: Determine which Index
is the lowest performing Index on the relevant calculation day.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 12.2pt; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 27pt; text-align: justify">In this example, the S&amp;P 500<SUP>&reg;</SUP>
Index has the lowest performance factor and is, therefore, the lowest performing Index on the relevant calculation day.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 27pt; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 12.2pt; text-align: justify"><U>Step 2</U>: Determine whether a
contingent coupon will be paid and whether the securities will be automatically called on the applicable quarterly contingent coupon payment
date.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 12.2pt; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 27pt; text-align: justify">Since the hypothetical closing level
of the lowest performing Index on the relevant calculation day is less than its threshold level, you would not receive a contingent coupon
on the applicable contingent coupon payment date. In addition, the securities would not be automatically called, even though the closing
levels of the better performing Indices on the relevant calculation day are greater than their starting levels. As this example illustrates,
whether you receive a contingent coupon and whether the securities are automatically called on a quarterly contingent coupon payment date
will depend solely on the closing level of the lowest performing Index on the relevant calculation day. The performance of the better
performing Indices is not relevant to your return on the securities.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 27pt; text-align: justify">&nbsp;</P>


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    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%"> <P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Market-Linked Securities&mdash;Auto-Callable with Contingent Coupon and Contingent Downside </B></P><P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Principal at Risk Securities Linked to the Lowest Performing of the S&amp;P 500<SUP>&reg;</SUP> Index, the Russell 2000<SUP>&reg;</SUP> Index and the EURO STOXX 50<SUP>&reg;</SUP> Index due July 29, 2026</B>&nbsp;</P></TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>Example 3.&nbsp;The closing level of the lowest
performing Index on the relevant calculation day is greater than or equal to its starting level. As a result, the securities are automatically
called on the applicable quarterly contingent coupon payment date for the face amount plus a final contingent coupon.</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="2" STYLE="font: 8pt Times New Roman, Times, Serif; width: 100%; border-collapse: collapse">
  <TR>
    <TD STYLE="vertical-align: bottom; width: 59%; font-size: 8pt; text-align: justify">&nbsp;</TD>
    <TD STYLE="width: 15%; border-bottom: #688FCF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt"><B>S&amp;P 500<SUP>&reg;</SUP> Index</B></FONT></TD>
    <TD STYLE="width: 13%; border-bottom: #688FCF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt"><B>Russell 2000<SUP>&reg;</SUP> Index</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 13%; border-bottom: #688FCF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt"><B>EURO STOXX 50<SUP>&reg;</SUP> Index</B></FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: #E0E3E2">
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: justify"><FONT STYLE="font-size: 10pt"><B>Hypothetical starting level:</B></FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">100</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">100</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">100</FONT></TD></TR>
  <TR STYLE="background-color: #E0E3E2">
    <TD STYLE="vertical-align: top; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: justify"><FONT STYLE="font-size: 10pt"><B>Hypothetical closing level on relevant calculation day:</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">115</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">105</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">130</FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: #E0E3E2">
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: justify"><FONT STYLE="font-size: 10pt"><B>Hypothetical threshold level: </B></FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">70</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">70</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">70</FONT></TD></TR>
  <TR STYLE="background-color: #E0E3E2">
    <TD STYLE="vertical-align: top; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: justify"><FONT STYLE="font-size: 10pt"><B>Performance factor (closing level on calculation day <I>divided by</I> starting level): </B></FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">115%</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">105%</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">130%</FONT></TD></TR>
  </TABLE>

<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 12.2pt; text-align: justify"><U>Step 1</U>: Determine which Index
is the lowest performing Index on the relevant calculation day.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 12.2pt; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 27pt; text-align: justify">In this example, the Russell 2000<SUP>&reg;</SUP>
Index has the lowest performance factor and is, therefore, the lowest performing Index on the relevant calculation day.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 27pt; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 12.2pt; text-align: justify"><U>Step 2</U>: Determine whether a
contingent coupon will be paid and whether the securities will be automatically called on the applicable quarterly contingent coupon payment
date.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 12.2pt; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 27pt; text-align: justify">Since the hypothetical closing level
of the lowest performing Index on the relevant calculation day is greater than or equal to its starting level, the securities would be
automatically called and you would receive the face amount plus a final contingent coupon on the applicable contingent coupon payment
date, which is also referred to as the call settlement date. On the call settlement date, you would receive $1,025 per security.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 27pt; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 27pt; text-align: justify">If the securities are automatically called
prior to maturity, you will not receive any further payments after the call settlement date.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 27pt; text-align: justify">&nbsp;</P>


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    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%"> <P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Market-Linked Securities&mdash;Auto-Callable with Contingent Coupon and Contingent Downside </B></P><P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Principal at Risk Securities Linked to the Lowest Performing of the S&amp;P 500<SUP>&reg;</SUP> Index, the Russell 2000<SUP>&reg;</SUP> Index and the EURO STOXX 50<SUP>&reg;</SUP> Index due July 29, 2026</B>&nbsp;</P></TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #688FCF">
    <TD STYLE="width: 100%; font-size: 12pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: white"><B>Hypothetical Payments at Maturity</B></FONT></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">Set forth below are three examples of calculations
of the redemption amount payable at maturity, assuming that the securities have not been automatically called prior to maturity and assuming
the hypothetical starting levels, threshold levels and ending levels for each Index indicated in the examples. The terms used for purposes
of these hypothetical examples do not represent any actual starting level or threshold level. The hypothetical starting level of 100 for
each Index has been chosen for illustrative purposes only and does not represent the actual starting level for any Index. The actual starting
level and threshold level for each Index are set forth under &ldquo;Terms of the Securities&rdquo; above. For historical data regarding
the actual closing levels of the Indices, see the historical information set forth herein. These examples are for purposes of illustration
only and the values used in the examples may have been rounded for ease of analysis.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>Example 1.&nbsp;The ending level of the lowest
performing Index is greater than its starting level, the redemption amount is equal to the face amount of your securities at maturity
and you receive a final contingent coupon:</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="2" STYLE="font: 8pt Times New Roman, Times, Serif; width: 100%; border-collapse: collapse">
  <TR>
    <TD STYLE="vertical-align: bottom; width: 59%; font-size: 8pt; text-align: justify">&nbsp;</TD>
    <TD STYLE="width: 15%; border-bottom: #688FCF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt"><B>S&amp;P 500<FONT STYLE="font-family: Times New Roman, Times, Serif"><SUP>&reg;</SUP></FONT> Index</B></FONT></TD>
    <TD STYLE="width: 13%; border-bottom: #688FCF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt"><B>Russell 2000<SUP>&reg;</SUP> Index</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 13%; border-bottom: #688FCF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt"><B>EURO STOXX 50<SUP>&reg;</SUP> Index</B></FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: #E0E3E2">
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: justify"><FONT STYLE="font-size: 10pt"><B>Hypothetical starting level:</B></FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">100</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">100</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">100</FONT></TD></TR>
  <TR STYLE="background-color: #E0E3E2">
    <TD STYLE="vertical-align: top; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: justify"><FONT STYLE="font-size: 10pt"><B>Hypothetical ending level:</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">145</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">135</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">125</FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: #E0E3E2">
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: justify"><FONT STYLE="font-size: 10pt"><B>Hypothetical threshold level: </B></FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">70</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">70</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">70</FONT></TD></TR>
  <TR STYLE="background-color: #E0E3E2">
    <TD STYLE="vertical-align: top; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: justify"><FONT STYLE="font-size: 10pt"><B>Performance factor (ending level <I>divided by</I> starting level): </B></FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">145%</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">135%</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">125%</FONT></TD></TR>
  </TABLE>

<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 12.2pt; text-align: justify"><U>Step 1</U>: Determine which Index
is the lowest performing Index on the final calculation day.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 12.2pt; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 27pt; text-align: justify">In this example, the EURO STOXX 50<SUP>&reg;</SUP>
Index has the lowest performance factor and is, therefore, the lowest performing Index on the final calculation day.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 27pt; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 12.2pt; text-align: justify"><U>Step 2</U>: Determine the redemption
amount based on the ending level of the lowest performing Index.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 12.2pt; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 27pt; text-align: justify">Since the hypothetical ending level of
the lowest performing Index is greater than its hypothetical threshold level, the redemption amount would equal the face amount. Although
the hypothetical ending level of the lowest performing Index is significantly greater than its hypothetical starting level in this scenario,
the redemption amount will not exceed the face amount.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 27pt; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 12.2pt; text-align: justify">In addition to any contingent coupons
received during the term of the securities, at maturity you would receive $1,000 per security as well as a final contingent coupon.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 12.2pt; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>Example 2.&nbsp;The ending level of the lowest
performing Index is less than its starting level but greater than its threshold level, the redemption amount is equal to the face amount
of your securities at maturity and you receive a final contingent coupon:</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="2" STYLE="font: 8pt Times New Roman, Times, Serif; width: 100%; border-collapse: collapse">
  <TR>
    <TD STYLE="vertical-align: bottom; width: 59%; font-size: 8pt; text-align: justify">&nbsp;</TD>
    <TD STYLE="width: 15%; border-bottom: #688FCF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt"><B>S&amp;P 500<FONT STYLE="font-family: Times New Roman, Times, Serif"><SUP>&reg;</SUP></FONT> Index</B></FONT></TD>
    <TD STYLE="width: 13%; border-bottom: #688FCF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt"><B>Russell 2000<SUP>&reg;</SUP> Index</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 13%; border-bottom: #688FCF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt"><B>EURO STOXX 50<SUP>&reg;</SUP> Index</B></FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: #E0E3E2">
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: justify"><FONT STYLE="font-size: 10pt"><B>Hypothetical starting level:</B></FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">100</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">100</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">100</FONT></TD></TR>
  <TR STYLE="background-color: #E0E3E2">
    <TD STYLE="vertical-align: top; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: justify"><FONT STYLE="font-size: 10pt"><B>Hypothetical ending level:</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">85</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">115</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">110</FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: #E0E3E2">
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: justify"><FONT STYLE="font-size: 10pt"><B>Hypothetical threshold level: </B></FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">70</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">70</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">70</FONT></TD></TR>
  <TR STYLE="background-color: #E0E3E2">
    <TD STYLE="vertical-align: top; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: justify"><FONT STYLE="font-size: 10pt"><B>Performance factor (ending level <I>divided by</I> starting level):</B></FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">85%</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">115%</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">110%</FONT></TD></TR>
  </TABLE>

<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 12.2pt; text-align: justify"><U>Step 1</U>: Determine which Index
is the lowest performing Index on the final calculation day.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 12.2pt; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 27pt; text-align: justify">In this example, the S&amp;P 500<SUP>&reg;</SUP>
Index has the lowest performance factor and is, therefore, the lowest performing Index on the final calculation day.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 27pt; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 12.2pt; text-align: justify"><U>Step 2</U>: Determine the redemption
amount based on the ending level of the lowest performing Index.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 12.2pt; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 27pt; text-align: justify">Since the hypothetical ending level of
the lowest performing Index is less than its hypothetical starting level, but greater than or equal to its threshold level, you would
be repaid the face amount of your securities at maturity.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 27pt; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 12.2pt; text-align: justify">In addition to any contingent coupons
received during the term of the securities, at maturity you would receive $1,000 per security as well as a final contingent coupon.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 12.2pt; text-align: justify">&nbsp;</P>


<!-- Field: Page; Sequence: 21 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><P STYLE="text-align: center; margin-top: 0pt; margin-bottom: 0pt">PRS-<!-- Field: Sequence; Type: Arabic; Name: PageNo -->21<!-- Field: /Sequence --></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%"> <P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Market-Linked Securities&mdash;Auto-Callable with Contingent Coupon and Contingent Downside </B></P><P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Principal at Risk Securities Linked to the Lowest Performing of the S&amp;P 500<SUP>&reg;</SUP> Index, the Russell 2000<SUP>&reg;</SUP> Index and the EURO STOXX 50<SUP>&reg;</SUP> Index due July 29, 2026</B>&nbsp;</P></TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>Example 3.&nbsp;The ending level of the lowest
performing Index is less than its threshold level, the redemption amount is less than the face amount of your securities at maturity and
you do not receive a final contingent coupon:</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="2" STYLE="font: 8pt Times New Roman, Times, Serif; width: 100%; border-collapse: collapse">
  <TR>
    <TD STYLE="vertical-align: bottom; width: 59%; font-size: 8pt; text-align: justify">&nbsp;</TD>
    <TD STYLE="width: 15%; border-bottom: #688FCF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt"><B>S&amp;P 500<SUP>&reg;</SUP> Index</B></FONT></TD>
    <TD STYLE="width: 13%; border-bottom: #688FCF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt"><B>Russell 2000<SUP>&reg;</SUP> Index</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 13%; border-bottom: #688FCF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt"><B>EURO STOXX 50<SUP>&reg;</SUP> Index</B></FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: #E0E3E2">
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: justify"><FONT STYLE="font-size: 10pt"><B>Hypothetical starting level:</B></FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">100</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">100</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">100</FONT></TD></TR>
  <TR STYLE="background-color: #E0E3E2">
    <TD STYLE="vertical-align: top; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: justify"><FONT STYLE="font-size: 10pt"><B>Hypothetical ending level:</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">120</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">45</FONT></TD>
    <TD STYLE="vertical-align: bottom; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">90</FONT></TD></TR>
  <TR STYLE="vertical-align: top; background-color: #E0E3E2">
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: justify"><FONT STYLE="font-size: 10pt"><B>Hypothetical threshold level: </B></FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">70</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">70</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">70</FONT></TD></TR>
  <TR STYLE="background-color: #E0E3E2">
    <TD STYLE="vertical-align: top; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: justify"><FONT STYLE="font-size: 10pt"><B>Performance factor (ending level <I>divided by</I> starting level):&nbsp;&nbsp;</B></FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">120%</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">45%</FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">90%</FONT></TD></TR>
  </TABLE>

<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 12.2pt; text-align: justify"><U>Step 1</U>: Determine which Index
is the lowest performing Index on the final calculation day.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 12.2pt; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 27pt; text-align: justify">In this example, the Russell 2000<SUP>&reg;</SUP>
Index has the lowest performance factor and is, therefore, the lowest performing Index on the final calculation day.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 27pt; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 12.2pt; text-align: justify"><U>Step 2</U>: Determine the redemption
amount based on the ending level of the lowest performing Index.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 12.2pt; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 27pt; text-align: justify">Since the hypothetical ending level of
the lowest performing Index is less than its threshold level, you would lose a portion of the face amount of your securities and receive
the redemption amount equal to $450 per security, calculated as follows:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 27pt; text-align: justify"></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify; text-indent: 0.5in">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify; text-indent: 0.5in">= $1,000 &times; performance
factor of the lowest performing Index on the final calculation day&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify; text-indent: 0.5in">= $1,000 &times; 45%</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify; text-indent: 0.5in"></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify; text-indent: 0.5in">= $450</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify; text-indent: 0.5in">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 13.5pt; text-align: justify">In addition to any contingent coupons
received during the term of the securities, at maturity you would receive $450 per security, but no final contingent coupon.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 13.5pt; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">These examples illustrate that you will not participate
in any appreciation of any Index, but will be fully exposed to a decrease in the lowest performing Index from its starting level to its
ending level if the ending level of the lowest performing Index is less than its threshold level, even if the ending levels of the other
Indices have appreciated or have not declined below their respective threshold level.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0">To the extent that the starting level, threshold level and ending level
of the lowest performing Index differ from the values assumed above, the results indicated above would be different.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0">&nbsp;</P>


<!-- Field: Page; Sequence: 22 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><P STYLE="text-align: center; margin-top: 0pt; margin-bottom: 0pt">PRS-<!-- Field: Sequence; Type: Arabic; Name: PageNo -->22<!-- Field: /Sequence --></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%"> <P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Market-Linked Securities&mdash;Auto-Callable with Contingent Coupon and Contingent Downside </B></P><P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Principal at Risk Securities Linked to the Lowest Performing of the S&amp;P 500<SUP>&reg;</SUP> Index, the Russell 2000<SUP>&reg;</SUP> Index and the EURO STOXX 50<SUP>&reg;</SUP> Index due July 29, 2026</B>&nbsp;</P></TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #688FCF">
    <TD STYLE="width: 100%; font-size: 12pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: white"><B>Additional Terms of the Securities</B></FONT></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The securities are senior unsecured Medium-Term
Notes issued by Credit Suisse. In the event the terms of the securities described in this pricing supplement differ from, or are inconsistent
with, the terms described in the underlying supplement, product supplement, prospectus supplement or prospectus, the terms described in
this pricing supplement will control.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>Certain Definitions</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">A &ldquo;<U>trading day</U>&rdquo; with respect
to the S&amp;P 500<SUP>&reg;</SUP> Index or the Russell 2000<SUP>&reg;</SUP> Index means a day, as determined by the calculation agent,
on which (i) the relevant stock exchanges with respect to each security underlying such Index are scheduled to be open for trading for
their respective regular trading sessions and (ii) each related futures or options exchange with respect to such Index is scheduled to
be open for trading for its regular trading session.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">A &ldquo;<U>trading day</U>&rdquo; with respect
to the EURO STOXX 50<SUP>&reg;</SUP> Index means a day, as determined by the calculation agent, on which (i) the relevant index sponsor
is scheduled to publish the level of the EURO STOXX 50<SUP>&reg;</SUP> Index and (ii) each related futures or options exchange is scheduled
to be open for trading for its regular trading session.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The &ldquo;<U>relevant stock exchange</U>&rdquo;
for any security underlying an Index means the primary exchange or quotation system on which such security is traded, as determined by
the calculation agent.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The &ldquo;<U>related futures or options exchange</U>&rdquo;
for an Index means an exchange or quotation system where trading has a material effect (as determined by the calculation agent) on the
overall market for futures or options contracts relating to such Index.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>Calculation Agent</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">Credit Suisse International, one of our subsidiaries,
will act as calculation agent for the securities. Pursuant to a calculation agent agreement, we may appoint a different calculation agent
without your consent and without notifying you.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The calculation agent will determine whether the
securities are automatically called prior to maturity, the amount of the payment you receive upon automatic call or at maturity and the
contingent coupons, if any. In addition, the calculation agent will, among other things:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.35in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD STYLE="text-align: justify">determine whether a market disruption event has occurred;</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.35in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD STYLE="text-align: justify">determine the closing levels of the Indices under certain circumstances;</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.35in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD STYLE="text-align: justify">determine if adjustments are required to the closing level of an Index under various circumstances; and</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.35in"></TD><TD STYLE="width: 0.15in"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD STYLE="text-align: justify">if publication of an Index is discontinued, select a successor equity index (as defined below) or, if
no successor equity index is available, determine the closing level of such Index.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">All determinations made by the calculation agent
will be at the sole discretion of the calculation agent and, in the absence of manifest error, will be conclusive for all purposes and
binding on us and you. The calculation agent will have no liability for its determinations.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>Market Disruption Events</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">A &ldquo;<U>market disruption event</U>&rdquo;
with respect to the S&amp;P 500<SUP>&reg;</SUP> Index or the Russell 2000<SUP>&reg;</SUP> Index means any of the following events as determined
by the calculation agent in its sole discretion:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in">(A)</TD><TD STYLE="text-align: justify">The occurrence or existence of a material suspension of or limitation imposed on trading by the relevant
stock exchanges or otherwise relating to securities which then comprise 20% or more of the level of such Index or any successor equity
index at any time during the one-hour period that ends at the close of trading on that day, whether by reason of movements in price exceeding
limits permitted by those relevant stock exchanges or otherwise.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in">(B)</TD><TD STYLE="text-align: justify">The occurrence or existence of a material suspension of or limitation imposed on trading by any related
futures or options exchange or otherwise in futures or options contracts relating to such Index or any successor equity index on any related
futures or options exchange at any time during the one-hour period that ends at the close of trading on that day, whether by reason of
movements in price exceeding limits permitted by the related futures or options exchange or otherwise.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in">(C)</TD><TD STYLE="text-align: justify">The occurrence or existence of any event, other than an early closure, that materially disrupts or impairs
the ability of market participants in general to effect transactions in, or obtain market values for, securities that then comprise 20%
or more of the level of such Index or any successor equity index on their relevant stock exchanges at any time during the one-hour period
that ends at the close of trading on that day.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in">(D)</TD><TD STYLE="text-align: justify">The occurrence or existence of any event, other than an early closure, that materially disrupts or impairs
the ability of market participants in general to effect transactions in, or obtain market values for, futures or options contracts relating
to</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>


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    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%"> <P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Market-Linked Securities&mdash;Auto-Callable with Contingent Coupon and Contingent Downside </B></P><P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Principal at Risk Securities Linked to the Lowest Performing of the S&amp;P 500<SUP>&reg;</SUP> Index, the Russell 2000<SUP>&reg;</SUP> Index and the EURO STOXX 50<SUP>&reg;</SUP> Index due July 29, 2026</B>&nbsp;</P></TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0pt 0pt 0.5in; text-align: justify; text-indent: 0pt">such Index or
any successor equity index on any related futures or options exchange at any time during the one-hour period that ends at the close of
trading on that day.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.5in; text-align: justify; text-indent: -0.25in">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in">(E)</TD><TD STYLE="text-align: justify">The closure on any exchange business day of the relevant stock exchanges on which securities that then
comprise 20% or more of the level of such Index or any successor equity index are traded or any related futures or options exchange with
respect to such Index or any successor equity index prior to its scheduled closing time unless the earlier closing time is announced by
the relevant stock exchange or related futures or options exchange, as applicable, at least one hour prior to the earlier of (1) the actual
closing time for the regular trading session on such relevant stock exchange or related futures or options exchange, as applicable, and
(2) the submission deadline for orders to be entered into the relevant stock exchange or related futures or options exchange, as applicable,
system for execution at such actual closing time on that day.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in">(F)</TD><TD STYLE="text-align: justify">The relevant stock exchange for any security underlying such Index or successor equity index or any related
futures or options exchange with respect to such Index or successor equity index fails to open for trading during its regular trading
session.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">For purposes of determining whether a market disruption
event has occurred with respect to the S&amp;P 500<SUP>&reg;</SUP> Index or the Russell 2000<SUP>&reg;</SUP> Index:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.75in"></TD><TD STYLE="width: 0.25in">(1)</TD><TD STYLE="text-align: justify">the relevant percentage contribution of a security to the level of such Index or any successor equity
index will be based on a comparison of (x) the portion of the level of such Index attributable to that security and (y) the overall level
of such Index or successor equity index, in each case immediately before the occurrence of the market disruption event;</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.75in"></TD><TD STYLE="width: 0.25in">(2)</TD><TD STYLE="text-align: justify">the &ldquo;<U>close of trading</U>&rdquo; on any trading day for such Index or any successor equity index
means the scheduled closing time of the relevant stock exchanges with respect to the securities underlying such Index or successor equity
index on such trading day; provided that, if the actual closing time of the regular trading session of any such relevant stock exchange
is earlier than its scheduled closing time on such trading day, then (x) for purposes of clauses (A) and (C) of the definition of &ldquo;market
disruption event&rdquo; above, with respect to any security underlying such Index or successor equity index for which such relevant stock
exchange is its relevant stock exchange, the &ldquo;close of trading&rdquo; means such actual closing time and (y) for purposes of clauses
(B) and (D) of the definition of &ldquo;market disruption event&rdquo; above, with respect to any futures or options contract relating
to such Index or successor equity index, the &ldquo;close of trading&rdquo; means the latest actual closing time of the regular trading
session of any of the relevant stock exchanges, but in no event later than the scheduled closing time of the relevant stock exchanges;</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.75in"></TD><TD STYLE="width: 0.25in">(3)</TD><TD STYLE="text-align: justify">the &ldquo;<U>scheduled closing time</U>&rdquo; of any relevant stock exchange or related futures or options
exchange on any trading day for such Index or any successor equity index means the scheduled weekday closing time of such relevant stock
exchange or related futures or options exchange on such trading day, without regard to after hours or any other trading outside the regular
trading session hours; and</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.75in"></TD><TD STYLE="width: 0.25in">(4)</TD><TD STYLE="text-align: justify">an &ldquo;<U>exchange business day</U>&rdquo; means any trading day for such Index or any successor equity
index on which each relevant stock exchange for the securities underlying such Index or any successor equity index and each related futures
or options exchange with respect to such Index or any successor equity index are open for trading during their respective regular trading
sessions, notwithstanding any such relevant stock exchange or related futures or options exchange closing prior to its scheduled closing
time.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">A &ldquo;<U>market disruption event</U>&rdquo;
with respect to the EURO STOXX 50<SUP>&reg;</SUP> Index means, any of (A), (B), (C) or (D) below, as determined by the calculation agent
in its sole discretion:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in">(A)</TD><TD STYLE="text-align: justify">Any of the following events occurs or exists with respect to any security included in such Index or any
successor equity index, and the aggregate of all securities included in such Index or successor equity index with respect to which any
such event occurs comprise 20% or more of the level of such Index or successor equity index:</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 1in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD STYLE="text-align: justify">a material suspension of or limitation imposed on trading by the relevant stock exchange for such security
or otherwise at any time during the one-hour period that ends at the scheduled closing time for the relevant stock exchange for such security
on that day, whether by reason of movements in price exceeding limits permitted by the relevant stock exchange or otherwise;</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 1in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD STYLE="text-align: justify">any event, other than an early closure, that materially disrupts or impairs the ability of market participants
in general to effect transactions in, or obtain market values for, such security on its relevant stock exchange at any time during the
one-hour period that ends at the scheduled closing time for the relevant stock exchange for such security on that day; or</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 1in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD STYLE="text-align: justify">the closure on any exchange business day of the relevant stock exchange for such security prior to its
scheduled closing time unless the earlier closing is announced by such relevant stock exchange at least one hour prior to the earlier
of (i) the actual closing time for the regular trading session on such relevant stock exchange and (ii) the submission deadline for orders
to be entered into the relevant stock exchange system for execution at the</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>


<!-- Field: Page; Sequence: 24 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><P STYLE="text-align: center; margin-top: 0pt; margin-bottom: 0pt">PRS-<!-- Field: Sequence; Type: Arabic; Name: PageNo -->24<!-- Field: /Sequence --></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%"> <P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Market-Linked Securities&mdash;Auto-Callable with Contingent Coupon and Contingent Downside </B></P><P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Principal at Risk Securities Linked to the Lowest Performing of the S&amp;P 500<SUP>&reg;</SUP> Index, the Russell 2000<SUP>&reg;</SUP> Index and the EURO STOXX 50<SUP>&reg;</SUP> Index due July 29, 2026</B>&nbsp;</P></TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0pt 0pt 1.25in; text-align: justify; text-indent: 0pt">scheduled closing
time for such relevant stock exchange on that day.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 1.25in; text-align: justify; text-indent: -0.25in">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in">(B)</TD><TD STYLE="text-align: justify">Any of the following events occurs or exists with respect to futures or options contracts relating to
such Index or any successor equity index:</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 1in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD STYLE="text-align: justify">a material suspension of or limitation imposed on trading by any related futures or options exchange or
otherwise at any time during the one-hour period that ends at the close of trading on such related futures or options exchange on that
day, whether by reason of movements in price exceeding limits permitted by the related futures or options exchange or otherwise;</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 1in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD STYLE="text-align: justify">any event, other than an early closure, that materially disrupts or impairs the ability of market participants
in general to effect transactions in, or obtain market values for, futures or options contracts relating to such Index or successor equity
index on any related futures or options exchange at any time during the one-hour period that ends at the close of trading on such related
futures or options exchange on that day; or</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 1in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD STYLE="text-align: justify">the closure on any exchange business day of any related futures or options exchange prior to its scheduled
closing time unless the earlier closing time is announced by such related futures or options exchange at least one hour prior to the earlier
of (i) the actual closing time for the regular trading session on such related futures or options exchange and (ii) the submission deadline
for orders to be entered into the related futures or options exchange system for execution at the close of trading for such related futures
or options exchange on that day.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in">(C)</TD><TD STYLE="text-align: justify">The relevant index sponsor fails to publish the level of such Index or any successor equity index (other
than as a result of the relevant index sponsor having discontinued publication of such Index or successor equity Index and no successor
index being available).</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" STYLE="width: 100%; font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in">(D)</TD><TD STYLE="text-align: justify">Any related futures or options exchange fails to open for trading during its regular trading session.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">For purposes of determining whether a market disruption
event has occurred with respect to the EURO STOXX 50<SUP>&reg;</SUP> Index:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 49.5pt"></TD><TD STYLE="width: 18pt">(1)</TD><TD STYLE="text-align: justify">the relevant percentage contribution of a security included in such Index or any successor equity index
to the level of such Index will be based on a comparison of (x) the portion of the level of such index attributable to that security to
(y) the overall level of such index, in each case using the official opening weightings as published by the relevant index sponsor as
part of the market opening data;</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 49.5pt"></TD><TD STYLE="width: 18pt">(2)</TD><TD STYLE="text-align: justify">the &ldquo;<U>scheduled closing time</U>&rdquo; of any relevant stock exchange or related futures or options
exchange on any trading day means the scheduled weekday closing time of such relevant stock exchange or related futures or options exchange
on such trading day, without regard to after hours or any other trading outside the regular trading session hours; and</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 49.5pt"></TD><TD STYLE="width: 18pt">(3)</TD><TD STYLE="text-align: justify">an &ldquo;<U>exchange business day</U>&rdquo; means any trading day on which (i) the relevant index sponsor
publishes the level of such index or any successor equity index and (ii) each related futures or options exchange is open for trading
during its regular trading session, notwithstanding any related futures or options exchange closing prior to its scheduled closing time.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">If a market disruption event occurs or is continuing
with respect to an Index on any calculation day, then such calculation day for such Index will be postponed to the first succeeding trading
day for such Index on which a market disruption event for such Index has not occurred and is not continuing; however, if such first succeeding
trading day has not occurred as of the eighth trading day for such Index after the originally scheduled calculation day, that eighth trading
day shall be deemed to be the calculation day for such Index. If a calculation day has been postponed eight trading days for an Index
after the originally scheduled calculation day and a market disruption event occurs or is continuing with respect to such Index on such
eighth trading day, the calculation agent will determine the closing level of such Index on such eighth trading day in accordance with
the formula for and method of calculating the closing level of such Index last in effect prior to commencement of the market disruption
event, using the closing price (or, with respect to any relevant security, if a market disruption event has occurred with respect to such
security, its good faith estimate of the value of such security at (i) with respect to the S&amp;P 500<SUP>&reg;</SUP> Index or the Russell
2000<SUP>&reg;</SUP> Index, the scheduled closing time of the relevant stock exchange for such security or, if earlier, the actual closing
time of the regular trading session of such relevant stock exchange or (ii) with respect to the EURO STOXX 50<SUP>&reg;</SUP> Index, the
time at which the official closing level of such Index is calculated and published by the relevant index sponsor) on such date of each
security included in such Index.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">As used herein, &ldquo;closing price&rdquo; means,
with respect to any security on any date, the relevant stock exchange traded or quoted price of such security as of (i) with respect to
the S&amp;P 500<SUP>&reg;</SUP> Index or the Russell 2000<SUP>&reg;</SUP> Index, the scheduled closing time of the relevant stock exchange
for such security or, if earlier, the actual closing time of the regular trading session of such relevant stock exchange or (ii) with
respect to the EURO STOXX 50<SUP>&reg;</SUP> Index, the time at which the official closing level of such Index is calculated and published
by the relevant index sponsor. Notwithstanding the postponement of a calculation day for an Index due to a market disruption event with</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>


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    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%"> <P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Market-Linked Securities&mdash;Auto-Callable with Contingent Coupon and Contingent Downside </B></P><P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Principal at Risk Securities Linked to the Lowest Performing of the S&amp;P 500<SUP>&reg;</SUP> Index, the Russell 2000<SUP>&reg;</SUP> Index and the EURO STOXX 50<SUP>&reg;</SUP> Index due July 29, 2026</B>&nbsp;</P></TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">respect to such Index on such calculation day,
the originally scheduled calculation day will remain the calculation day for any Index not affected by a market disruption event on such
day.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>Adjustments to an Index</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">If at any time the method of calculating an Index
or a successor equity index, or the closing level thereof, is changed in a material respect, or if an Index or a successor equity index
is in any other way modified so that such index does not, in the opinion of the calculation agent, fairly represent the level of such
index had those changes or modifications not been made, then the calculation agent will, at the close of business in New York, New York,
on each date that the closing level of such index is to be calculated, make such calculations and adjustments as, in the good faith judgment
of the calculation agent, may be necessary in order to arrive at a level of an index comparable to such Index or successor equity index
as if those changes or modifications had not been made, and the calculation agent will calculate the closing level of such Index or successor
equity index with reference to such index, as so adjusted. Accordingly, if the method of calculating an Index or successor equity index
is modified so that the level of such index is a fraction or a multiple of what it would have been if it had not been modified (e.g.,
due to a split or reverse split in such equity index), then the calculation agent will adjust such Index or successor equity index in
order to arrive at a level of such index as if it had not been modified (e.g., as if the split or reverse split had not occurred).</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>Discontinuance of an Index</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">If a sponsor or publisher of an Index (each, an
&ldquo;<U>index sponsor</U>&rdquo;) discontinues publication of an Index, and such index sponsor or another entity publishes a successor
or substitute equity index that the calculation agent determines, in its sole discretion, to be comparable to such Index (a &ldquo;<U>successor
equity index</U>&rdquo;), then, upon the calculation agent&rsquo;s notification of that determination to the trustee and Credit Suisse,
the calculation agent will substitute the successor equity index as calculated by the relevant index sponsor or any other entity for purposes
of calculating the closing level of such Index on any date of determination. Upon any selection by the calculation agent of a successor
equity index, Credit Suisse will cause notice to be given to holders of the securities.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">In the event that an index sponsor discontinues
publication of an Index prior to, and the discontinuance is continuing on, a calculation day and the calculation agent determines that
no successor equity index is available at such time, the calculation agent will calculate a substitute closing level for such Index in
accordance with the formula for and method of calculating such Index last in effect prior to the discontinuance, but using only those
securities that comprised such Index immediately prior to that discontinuance. If a successor equity index is selected or the calculation
agent calculates a level as a substitute for such Index, the successor equity index or level will be used as a substitute for such Index
for all purposes, including the purpose of determining whether a market disruption event exists.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">If on a calculation day an index sponsor fails
to calculate and announce the level of an Index, the calculation agent will calculate a substitute closing level of such Index in accordance
with the formula for and method of calculating such Index last in effect prior to the failure, but using only those securities that comprised
such Index immediately prior to that failure; <I>provided</I> that, if a market disruption event occurs or is continuing on such day with
respect to such Index, then the provisions set forth above under &ldquo;&mdash;Market Disruption Events&rdquo; shall apply in lieu of
the foregoing.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">Notwithstanding these alternative arrangements,
discontinuance of the publication of, or the failure by the relevant index sponsor to calculate and announce the level of, an Index may
adversely affect the value of the securities.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>Events of Default and Acceleration</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">If an event of default with respect to the securities
has occurred and is continuing, the amount payable to a holder of a security upon any acceleration permitted by the securities, with respect
to each security, will be equal to the redemption amount, calculated as provided herein, plus a portion of a final contingent coupon,
if any. The redemption amount and final contingent coupon will be calculated as though the date of acceleration were the final calculation
day. The final contingent coupon, if any, will be prorated from and including the immediately preceding contingent coupon payment date
to, but excluding, the date of acceleration.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>


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    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%"> <P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Market-Linked Securities&mdash;Auto-Callable with Contingent Coupon and Contingent Downside </B></P><P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Principal at Risk Securities Linked to the Lowest Performing of the S&amp;P 500<SUP>&reg;</SUP> Index, the Russell 2000<SUP>&reg;</SUP> Index and the EURO STOXX 50<SUP>&reg;</SUP> Index due July 29, 2026</B>&nbsp;</P></TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #688FCF">
    <TD STYLE="width: 100%; font-size: 12pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: white"><B>The S&amp;P 500<SUP>&reg;</SUP> Index</B></FONT></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The S&amp;P 500<SUP>&reg;</SUP> Index is an equity
index that is intended to provide an indication of the pattern of common stock price movement in the large capitalization segment of the
United States equity market. See &ldquo;The Reference Indices&mdash;The S&amp;P Dow Jones Indices&mdash;The S&amp;P U.S. Indices&mdash;The
S&amp;P 500<SUP>&reg;</SUP> Index&rdquo; in the accompanying underlying supplement for additional information about the S&amp;P 500<SUP>&reg;</SUP>
Index.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>Historical Information </B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">We obtained the closing levels listed below from
Bloomberg Financial Markets, without independent verification.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The following graph sets forth daily closing levels
of the S&amp;P 500<SUP>&reg;</SUP> Index for the period from January 3, 2017 to July 29, 2022. The closing level on July 29, 2022 was
4130.29. The historical performance of the S&amp;P 500<SUP>&reg;</SUP> Index should not be taken as an indication of the future performance
of the S&amp;P 500<SUP>&reg;</SUP> Index during the term of the securities.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center"><IMG SRC="image_005.gif" ALT="" STYLE="height: 327px; width: 542px"></P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center">&nbsp;</P>


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    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%"> <P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Market-Linked Securities&mdash;Auto-Callable with Contingent Coupon and Contingent Downside </B></P><P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Principal at Risk Securities Linked to the Lowest Performing of the S&amp;P 500<SUP>&reg;</SUP> Index, the Russell 2000<SUP>&reg;</SUP> Index and the EURO STOXX 50<SUP>&reg;</SUP> Index due July 29, 2026</B>&nbsp;</P></TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #688FCF">
    <TD STYLE="width: 100%; font-size: 12pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: white"><B>The Russell 2000<SUP>&reg;</SUP> Index</B></FONT></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The Russell 2000<SUP>&reg;</SUP> Index is an equity
index that is designed to track the performance of the small capitalization segment of the United States equity market. See &ldquo;The
Reference Indices&mdash;The FTSE Russell Indices&mdash;The Russell Indices&mdash;The Russell 2000<SUP>&reg;</SUP> Index&rdquo; in the
accompanying underlying supplement for additional information about the Russell 2000<SUP>&reg;</SUP> Index.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>Historical Information</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">We obtained the closing levels of the Russell
2000<B><SUP>&reg;</SUP></B> Index listed below from Bloomberg Financial Markets, without independent verification.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The following graph sets forth daily closing levels
of the Russell 2000<B><SUP>&reg;</SUP></B> Index for the period from January 3, 2017 to July 29, 2022. The closing level on July 29, 2022
was 1885.230. The historical performance of the Russell 2000<B><SUP>&reg;</SUP></B> Index should not be taken as an indication of the
future performance of the Russell 2000<B><SUP>&reg;</SUP></B> Index during the term of the securities.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center"><IMG SRC="image_006.gif" ALT="" STYLE="height: 347px; width: 552px"></P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center">&nbsp;</P>


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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><P STYLE="text-align: center; margin-top: 0pt; margin-bottom: 0pt">PRS-<!-- Field: Sequence; Type: Arabic; Name: PageNo -->28<!-- Field: /Sequence --></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%"> <P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Market-Linked Securities&mdash;Auto-Callable with Contingent Coupon and Contingent Downside </B></P><P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Principal at Risk Securities Linked to the Lowest Performing of the S&amp;P 500<SUP>&reg;</SUP> Index, the Russell 2000<SUP>&reg;</SUP> Index and the EURO STOXX 50<SUP>&reg;</SUP> Index due July 29, 2026</B>&nbsp;</P></TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #688FCF">
    <TD STYLE="width: 100%; font-size: 12pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: white"><B>The EURO STOXX 50<SUP>&reg;</SUP> Index </B></FONT></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The EURO STOXX 50<B><SUP>&reg;</SUP></B> Index
is an equity index that is composed of 50 component stocks of sector leaders in 11 Eurozone countries and is intended to provide an indication
of the pattern of common stock price movement in the Eurozone. See &ldquo;The Reference Indices&mdash;The STOXX Indices&mdash;The EURO
STOXX 50<SUP>&reg;</SUP> Index&rdquo; in the accompanying underlying supplement for additional information about the EURO STOXX 50<SUP>&reg;</SUP>
Index.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>Historical Information</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">We obtained the closing levels of the EURO STOXX
50<B><SUP>&reg;</SUP></B> Index listed below from Bloomberg Financial Markets, without independent verification.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The following graph sets forth daily closing levels
of the EURO STOXX 50<B><SUP>&reg;</SUP></B> Index for the period from January 3, 2017 to July 29, 2022. The closing level on July 29,
2022 was 3708.10. The historical performance of the EURO STOXX 50<B><SUP>&reg;</SUP></B> Index should not be taken as an indication of
the future performance of the EURO STOXX 50<B><SUP>&reg;</SUP></B> Index during the term of the securities.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center"><IMG SRC="image_007.gif" ALT="" STYLE="height: 328px; width: 555px"></P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center">&nbsp;</P>


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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><P STYLE="text-align: center; margin-top: 0pt; margin-bottom: 0pt">PRS-<!-- Field: Sequence; Type: Arabic; Name: PageNo -->29<!-- Field: /Sequence --></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%"> <P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Market-Linked Securities&mdash;Auto-Callable with Contingent Coupon and Contingent Downside </B></P><P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Principal at Risk Securities Linked to the Lowest Performing of the S&amp;P 500<SUP>&reg;</SUP> Index, the Russell 2000<SUP>&reg;</SUP> Index and the EURO STOXX 50<SUP>&reg;</SUP> Index due July 29, 2026</B>&nbsp;</P></TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #688FCF">
    <TD STYLE="width: 100%; font-size: 12pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: white"><B>United States Federal Tax Considerations</B></FONT></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">This discussion supplements and, to the extent
inconsistent therewith, supersedes the discussion in the accompanying product supplement under &ldquo;United States Federal Tax Considerations.&rdquo;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">Due to the lack of any controlling legal authority,
there is substantial uncertainty regarding the U.S. federal tax consequences of an investment in the securities. In the opinion of our
counsel, Davis Polk &amp; Wardwell LLP, it is reasonable under current law to treat the securities for U.S. federal income tax purposes
as prepaid financial contracts with associated coupons that will be treated as gross income to you at the time received or accrued in
accordance with your regular method of tax accounting. However, our counsel has advised us that it is unable to conclude affirmatively
that this treatment is more likely than not to be upheld, and that alternative treatments are possible that could materially affect the
timing and character of income or loss you recognize on the securities.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">Assuming this treatment of the securities is respected
and subject to the discussion in &ldquo;United States Federal Tax Considerations&rdquo; in the accompanying product supplement, the following
U.S. federal income tax consequences should result:</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD STYLE="text-align: justify">Any coupons paid on the securities should be taxable as ordinary income to you at the time received or
accrued in accordance with your regular method of accounting for U.S. federal income tax purposes.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<TABLE CELLPADDING="0" CELLSPACING="0" WIDTH="100%" STYLE="font: 10pt Times New Roman, Times, Serif; margin-top: 0pt; margin-bottom: 0pt"><TR STYLE="vertical-align: top">
<TD STYLE="width: 0.25in"></TD><TD STYLE="width: 0.25in"><FONT STYLE="font-family: Symbol">&middot;</FONT></TD><TD STYLE="text-align: justify">Upon a sale or other disposition (including retirement) of a security, you should recognize capital gain
or loss equal to the difference between the amount realized and your tax basis in the security. For this purpose, the amount realized
does not include any coupon paid on retirement and may not include sale proceeds attributable to an accrued coupon, which may be treated
as a coupon payment. Such gain or loss should be long-term capital gain or loss if you held the security for more than one year.</TD></TR></TABLE>

<P STYLE="margin-top: 0pt; margin-bottom: 0pt; font: 10pt Times New Roman, Times, Serif">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">We do not plan to request a ruling from the IRS
regarding the treatment of the securities, and the IRS or a court might not agree with the treatment described herein. In particular,
the securities might be determined to be contingent payment debt instruments, in which case the tax consequences of ownership and disposition
of the securities, including the timing and character of income recognized, might be materially and adversely affected. Moreover, the
U.S. Treasury Department and the IRS have requested comments on various issues regarding the U.S. federal income tax treatment of &ldquo;prepaid
forward contracts&rdquo; and similar financial instruments and have indicated that such transactions may be the subject of future regulations
or other guidance. In addition, members of Congress have proposed legislative changes to the tax treatment of derivative contracts. Any
legislation, Treasury regulations or other guidance promulgated after consideration of these issues could materially and adversely affect
the tax consequences of an investment in the securities, possibly with retroactive effect. You should consult your tax advisor regarding
possible alternative tax treatments of the securities and potential changes in applicable law.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>Non-U.S. Holders. </B> The U.S. federal income
tax treatment of the coupons is unclear. Subject to the discussion below and in the accompanying product supplement under &ldquo;United
States Federal Tax Considerations&mdash;Tax Consequences to Non-U.S. Holders&rdquo; and &ldquo;United States Federal Tax Considerations&mdash;FATCA,&rdquo;
we currently do not intend to treat coupons paid to a Non-U.S. Holder (as defined in the accompanying product supplement) of the securities
as subject to U.S. federal withholding tax, provided that the Non-U.S. Holder complies with applicable certification requirements. However,
it is possible that the IRS could assert that such payments are subject to U.S. withholding tax, or that we or another withholding agent
may otherwise determine that withholding is required, in which case we or the other withholding agent may withhold at a rate of up to
30% on such payments.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">Moreover, as discussed under &ldquo;United States
Federal Tax Considerations&mdash;Tax Consequences to Non-U.S. Holders&mdash;Dividend Equivalents under Section 871(m) of the Code&rdquo;
in the accompanying product supplement, Section 871(m) of the Internal Revenue Code generally imposes a 30% withholding tax on &ldquo;dividend
equivalents&rdquo; paid or deemed paid to Non-U.S. Holders with respect to certain financial instruments linked to U.S. equities or indices
that include U.S. equities. Treasury regulations under Section 871(m), as modified by an IRS notice, exclude from their scope financial
instruments issued prior to January 1, 2023 that do not have a &ldquo;delta&rdquo; of one with respect to any U.S. equity. Based on the
terms of the securities and representations provided by us, our counsel is of the opinion that the securities should not be treated as
transactions that have a &ldquo;delta&rdquo; of one within the meaning of the regulations with respect to any U.S. equity and, therefore,
should not be subject to withholding tax under Section 871(m).</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">A determination that the securities are not subject
to Section 871(m) is not binding on the IRS, and the IRS may disagree with this determination. Moreover, Section 871(m) is complex and
its application may depend on your particular circumstances, including your other transactions. You should consult your tax advisor regarding
the potential application of Section 871(m) to the securities.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">We will not be required to pay any additional
amounts with respect to U.S. federal withholding taxes.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>


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    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%"> <P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Market-Linked Securities&mdash;Auto-Callable with Contingent Coupon and Contingent Downside </B></P><P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Principal at Risk Securities Linked to the Lowest Performing of the S&amp;P 500<SUP>&reg;</SUP> Index, the Russell 2000<SUP>&reg;</SUP> Index and the EURO STOXX 50<SUP>&reg;</SUP> Index due July 29, 2026</B>&nbsp;</P></TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>You should read the section entitled &ldquo;United
States Federal Tax Considerations&rdquo; in the accompanying product supplement. The preceding discussion, when read in combination with
that section, constitutes the full opinion of Davis Polk &amp; Wardwell LLP regarding the material U.S. federal tax consequences of owning
and disposing of the securities.</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>You should also consult your tax advisor regarding
all aspects of the U.S. federal income and estate tax consequences of an investment in the securities and any tax consequences arising
under the laws of any state, local or non-U.S. taxing jurisdiction.</B></P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>


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    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font: 8pt Arial, Helvetica, Sans-Serif; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 100%"> <P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Market-Linked Securities&mdash;Auto-Callable with Contingent Coupon and Contingent Downside </B></P><P STYLE="font: 14pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"><B>Principal at Risk Securities Linked to the Lowest Performing of the S&amp;P 500<SUP>&reg;</SUP> Index, the Russell 2000<SUP>&reg;</SUP> Index and the EURO STOXX 50<SUP>&reg;</SUP> Index due July 29, 2026</B>&nbsp;</P></TD></TR></TABLE></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font: 8pt Arial, Helvetica, Sans-Serif; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #688FCF">
    <TD STYLE="width: 100%; font-size: 12pt; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: white"><B>Validity of the Securities</B></FONT></TD></TR>
  </TABLE>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">In the opinion of Davis Polk &amp; Wardwell LLP,
as United States counsel to Credit Suisse, when the securities offered by this pricing supplement have been executed and issued by Credit
Suisse and authenticated by the trustee pursuant to the indenture, and delivered against payment therefor, such securities will be valid
and binding obligations of Credit Suisse, enforceable against Credit Suisse in accordance with their terms, subject to (i) applicable
bankruptcy, insolvency and similar laws affecting creditors&rsquo; rights generally, (ii) concepts of reasonableness and equitable principles
of general applicability (including, without limitation, concepts of good faith, fair dealing and the lack of bad faith) and (iii) possible
judicial or regulatory actions or application giving effect to governmental actions or foreign laws affecting creditors&rsquo; rights,
provided that such counsel expresses no opinion as to the effect of fraudulent conveyance, fraudulent transfer or similar provision of
applicable law on the conclusions expressed above. This opinion is given as of the date of this pricing supplement and is limited to the
laws of the State of New York, except that such counsel expresses no opinion as to the application of state securities or Blue Sky laws
to the securities. Insofar as this opinion involves matters governed by Swiss law, Davis Polk &amp; Wardwell LLP has relied, without independent
inquiry or investigation, on the opinion of Homburger AG, dated July 22, 2022 and filed by Credit Suisse as an exhibit to a Current Report
on Form 6-K on July 22, 2022. The opinion of Davis Polk &amp; Wardwell LLP is subject to the same assumptions, qualifications and limitations
with respect to such matters as are contained in the opinion of Homburger AG. In addition, the opinion of Davis Polk &amp; Wardwell LLP
is subject to customary assumptions about the establishment of the terms of the securities, the trustee&rsquo;s authorization, execution
and delivery of the indenture and its authentication of the securities, and the validity, binding nature and enforceability of the indenture
with respect to the trustee, all as stated in the opinion of Davis Polk &amp; Wardwell LLP dated July 22, 2022, which was filed by Credit
Suisse as an exhibit to a Current Report on Form 6-K on July 22, 2022. Davis Polk &amp; Wardwell LLP expresses no opinion as to waivers
of objections to venue, the subject matter or personal jurisdiction of a United States federal court or the effectiveness of service of
process other than in accordance with applicable law. In addition, such counsel notes that the enforceability in the United States of
Section 10.08(c) of the indenture is subject to the limitations set forth in the United States Foreign Sovereign Immunities Act of 1976.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"></P>

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<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">&nbsp;</P>

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</DOCUMENT>
<DOCUMENT>
<TYPE>EX-FILING FEES
<SEQUENCE>2
<FILENAME>dp178263_exfilingfees.htm
<DESCRIPTION>EXHIBIT 107.1
<TEXT>
<HTML>
<HEAD>
     <TITLE></TITLE>
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<BODY STYLE="font: 10pt Times New Roman, Times, Serif">

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: right; text-indent: 0in"><FONT STYLE="font-size: 10pt"><B>Exhibit
107.1</B></FONT></P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: right; text-indent: 0in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0pt 0; text-indent: 0in"><FONT STYLE="font-size: 10pt">The pricing supplement
to which this Exhibit is attached is a final prospectus for the related offering. The maximum aggregate offering price of that offering
is $2,095,000.</FONT></P>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0pt 0; text-indent: 0in"><FONT STYLE="font-size: 10pt">&nbsp;</FONT></P>

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end
</TEXT>
</DOCUMENT>
</SEC-DOCUMENT>
