<SEC-DOCUMENT>0000950103-22-014062.txt : 20220816
<SEC-HEADER>0000950103-22-014062.hdr.sgml : 20220816
<ACCEPTANCE-DATETIME>20220816150753
ACCESSION NUMBER:		0000950103-22-014062
CONFORMED SUBMISSION TYPE:	424B2
PUBLIC DOCUMENT COUNT:		9
FILED AS OF DATE:		20220816
DATE AS OF CHANGE:		20220816

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:		221169766

	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>dp178761_424b2-u6882.htm
<DESCRIPTION>FORM 424B2
<TEXT>
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    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0">PRICING SUPPLEMENT No. U6882</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 Product Supplement No. WF-I dated July 27, 2022,</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</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 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 Linked Securities</B></P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-indent: 13.6pt; color: #BB0826"></P></TD>
    <TD STYLE="white-space: nowrap">
    <P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: right"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; font-size: 11pt"><IMG SRC="image_005.jpg" ALT=""></FONT></P>
    <P STYLE="font: 12pt Times New Roman, Times, 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>
    August 12, 2022</P>
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    <TD STYLE="width: 3%; font: 10pt Times New Roman, Times, Serif">&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 Common Stock of Amazon.com, Inc., the Common Stock of Apple Inc. and the Common Stock of Microsoft Corporation due August
    17, 2027</B></P>
    <P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P></TD></TR>
  </TABLE>
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    <P STYLE="font: 10pt Times New Roman, Times, 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;
    Linked to the <B>lowest performing</B> of the common stock of Amazon.com, Inc., the common stock of Apple Inc. and the common stock
    of Microsoft Corporation (each referred to as an &ldquo;<U>Underlying Stock</U>&rdquo; and collectively as the &ldquo;<U>Underlying
    Stocks</U>&rdquo;) </FONT></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 7.9pt 0pt 0.25in; text-align: justify; text-indent: -13.7pt; color: white"></P>
    <P STYLE="font: 10pt Times New Roman, Times, 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 receive
    the face amount of your securities at maturity will depend in each case on the stock closing price of the lowest performing Underlying
    Stock on the relevant calculation day. The lowest performing Underlying Stock on any calculation day is the Underlying Stock that has
    the lowest stock closing price on that calculation day as a percentage of its starting price</FONT></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 7.9pt 0pt 0.25in; text-align: justify; text-indent: -13.7pt; color: white"></P>
    <P STYLE="font: 10pt Times New Roman, Times, 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"><B>&nbsp;&nbsp;Contingent
Coupon.</B> The securities will pay a contingent coupon on a monthly basis until the earlier of the stated maturity date or automatic
call if, <B>and only if</B>, the stock closing price of the lowest performing </FONT><FONT STYLE="font-family: Verdana, Helvetica, Sans-Serif">Underlying
Stock</FONT> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">on the calculation day for that month is greater than or equal to
its threshold price. However, if the stock closing price of the lowest performing </FONT><FONT STYLE="font-family: Verdana, Helvetica, Sans-Serif">Underlying
Stock </FONT><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">on a calculation day is less than its threshold price, you will
not receive any contingent coupon for the relevant month. If the stock closing price of the lowest performing </FONT><FONT STYLE="font-family: Verdana, Helvetica, Sans-Serif">Underlying
Stock</FONT> <FONT STYLE="font-family: Arial, Helvetica, Sans-Serif">is less than its threshold price on every calculation day, you will
not receive any contingent coupons throughout the entire term of the securities. The contingent coupon rate is 15.00% per annum. Contingent
coupons should not be viewed as ordinary periodic interest payments</FONT></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 7.9pt 0pt 0.25in; text-align: justify; text-indent: -13.7pt; color: white"></P>
    <P STYLE="font: 10pt Times New Roman, Times, 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 stock closing price of the lowest performing Underlying Stock on any of the monthly calculation days from February 2023
    to July 2027, inclusive, is greater than or equal to its starting price, the securities will be automatically called for the face amount
    plus a final contingent coupon payment</FONT></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 7.9pt 0pt 0.25in; text-align: justify; text-indent: -13.7pt; color: white"></P>
    <P STYLE="font: 10pt Times New Roman, Times, 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 stock closing price of the lowest performing Underlying Stock on the final calculation day is greater than
    or equal to its threshold price. If the stock closing price of the lowest performing Underlying Stock on the final calculation day is
    less than its threshold price, you will lose more than 30%, and possibly all, of the face amount of your securities</FONT></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 7.9pt 0pt 0.25in; text-align: justify; text-indent: -13.7pt; color: white"></P>
    <P STYLE="font: 10pt Times New Roman, Times, 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 price for each Underlying Stock is equal to 70% of its starting price</FONT></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 7.9pt 0pt 0.25in; text-align: justify; text-indent: -13.7pt; color: white"></P>
    <P STYLE="font: 10pt Times New Roman, Times, 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 Underlying
    Stock from its starting price if its stock closing price on the final calculation day is less than its threshold price, but you will not
    participate in any appreciation of any Underlying Stock and will not receive any dividends paid on any Underlying Stock</FONT></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 7.9pt 0pt 0.25in; text-align: justify; text-indent: -13.7pt; color: white"></P>
    <P STYLE="font: 10pt Times New Roman, Times, 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;Your
return on the securities will depend solely on the performance of the lowest performing Underlying Stock on each calculation day. You
will not benefit in any way from the performance of the better performing Underlying Stocks. Therefore, you will be adversely affected
if <B>any Underlying Stock </B>performs poorly, even if the other Underlying Stocks perform favorably</FONT></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 7.9pt 0pt 0.25in; text-align: justify; text-indent: -13.7pt; color: white"></P>
    <P STYLE="font: 10pt Times New Roman, Times, 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 Times New Roman, Times, Serif; margin: 0pt 7.9pt 0pt 0.25in; text-align: justify; text-indent: -13.7pt; color: white"></P>
    <P STYLE="font: 10pt Times New Roman, Times, 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>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 7.9pt 0pt 0.25in; text-align: justify; text-indent: -13.7pt; color: white"></P></TD></TR>
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<P STYLE="font: 10pt 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-9 of this pricing supplement and &ldquo;Risk Factors&rdquo; beginning on page PS-4 of the accompanying product supplement.</B></P>

<P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; text-align: justify"></P>

<P STYLE="font: 10pt 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 product supplement, prospectus supplement and prospectus. Any representation to the contrary is
a criminal offense.</B></P>

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    <TD STYLE="width: 21%; font: 10pt Times New Roman, Times, Serif">&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>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center">&nbsp;</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>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center">&nbsp;</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>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center">&nbsp;</P></TD></TR>
  <TR STYLE="background-color: #E0E3E2">
    <TD STYLE="vertical-align: top; border-right: white 1pt solid; border-bottom: white 1pt solid; font: 12pt Times New Roman, Times, Serif; 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: 12pt Times New Roman, Times, Serif; 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: 12pt Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font-size: 10pt">$24.75</FONT></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-right: white 1pt solid; border-bottom: white 1pt solid; font: 12pt Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font-size: 10pt">$975.25</FONT></TD></TR>
  <TR STYLE="background-color: #E0E3E2">
    <TD STYLE="vertical-align: top; border-right: white 1pt solid; border-bottom: white 1pt solid; font: 12pt Times New Roman, Times, Serif; 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: 12pt Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font-size: 10pt">$1,701,000.00</FONT></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-right: white 1pt solid; border-bottom: white 1pt solid; font: 12pt Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font-size: 10pt">$42,099.75</FONT></TD>
    <TD STYLE="white-space: nowrap; vertical-align: bottom; border-right: white 1pt solid; border-bottom: white 1pt solid; font: 12pt Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font-size: 10pt">$1,658,900.25</FONT></TD></TR>
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<TD STYLE="width: 0in"></TD><TD STYLE="width: 0.25in"><SUP>(1)</SUP></TD><TD STYLE="text-align: justify">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 $24.75 per security. The agent may resell the securities to other securities dealers at the original
offering price less a concession of $17.50 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>

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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 $2.50 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: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 12.25pt; text-align: justify; text-indent: -12.25pt"></P>

<P STYLE="font: 10pt 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 $962 (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: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"></P>

<P STYLE="font: 10pt 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: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"></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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    <TD STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: white"><B>Terms of the Securities</B></FONT></TD></TR>
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<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>

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    <TD STYLE="vertical-align: top; border-bottom: white 1pt solid; font: 12pt Times New Roman, Times, Serif; background-color: #E0E3E2; padding-left: 0.1in; text-align: justify"><FONT STYLE="font-family: Times New Roman, Times, Serif; font-size: 10pt"><B><BR STYLE="clear: both">
</B></FONT><B><FONT STYLE="font-size: 10pt">Market Measures:</FONT></B></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif; padding-left: 0.1in"><FONT STYLE="font-size: 10pt">The common stock of Amazon.com, Inc. (ticker symbol &ldquo;AMZN UW&rdquo;) , the common stock of Apple Inc. (ticker symbol &ldquo;AAPL UW&rdquo;) and the common stock of Microsoft Corporation (ticker symbol &ldquo;MSFT UW&rdquo;) (each referred to as an &ldquo;<U>Underlying Stock</U>,&rdquo; and collectively as the &ldquo;<U>Underlying Stocks</U>&rdquo;). We refer to the issuer of an Underlying Stock as an &ldquo;<U>Underlying Stock Issuer</U>.&rdquo;</FONT></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; border-bottom: white 1pt solid; font: 12pt Times New Roman, Times, Serif; background-color: #E0E3E2; padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt"><B>Pricing Date:</B></FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif; padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt">August 12, 2022</FONT></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; border-bottom: white 1pt solid; font: 12pt Times New Roman, Times, Serif; background-color: #E0E3E2; padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt"><B>Issue Date*:</B></FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif; padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt">August 17, 2022 </FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="border-bottom: white 1pt solid; font: 12pt Times New Roman, Times, Serif; background-color: #E0E3E2; padding-left: 0.1in"><FONT STYLE="font-size: 10pt"><B>Original Offering Price:</B></FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif; padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt">$1,000 per security</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="border-bottom: white 1pt solid; font: 12pt Times New Roman, Times, Serif; background-color: #E0E3E2; padding-left: 0.1in"><FONT STYLE="font-size: 10pt"><B>Face Amount:</B></FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif; 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; font: 12pt Times New Roman, Times, Serif; background-color: #E0E3E2; padding-left: 0.1in; text-align: left"><FONT STYLE="font-size: 10pt"><B>Contingent Coupon Payment:</B></FONT></TD>
    <TD COLSPAN="2">
    <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 payment at a per annum rate equal to the contingent coupon rate if, <B>and only if</B>, the stock
    closing price of the lowest performing Underlying Stock on the immediately preceding calculation day is greater than or equal to its threshold
    price.</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 contingent coupon payment, if any,
    will be calculated per security as follows: ($1,000 x contingent coupon rate) / 12. Any contingent coupon payment 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 stock closing price of the
    lowest performing Underlying Stock on any calculation day is less than its threshold price, you will not receive any contingent coupon
    payment on the related contingent coupon payment date. If the stock closing price of the lowest performing Underlying Stock is less than
    its threshold price on all calculation days, you will not receive any contingent coupon payments 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; font: 12pt Times New Roman, Times, Serif; background-color: #E0E3E2; padding-left: 0.1in; text-align: left"><FONT STYLE="font-size: 10pt"><B>Contingent Coupon Payment Dates:</B></FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif; padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt">Monthly, on the third business day following each calculation day (as each such calculation day may be postponed pursuant to &ldquo;&mdash;Market Disruption Events and Postponement Provisions&rdquo; below, if applicable); provided that the contingent coupon payment date with respect to the final calculation day will be the stated maturity date.</FONT></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; border-bottom: white 1pt solid; font: 12pt Times New Roman, Times, Serif; background-color: #E0E3E2; padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt"><B>Contingent Coupon Rate:</B></FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif; padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt">The &ldquo;<U>contingent coupon rate</U>&rdquo; is 15.00% per annum. </FONT></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; border-bottom: white 1pt solid; font: 12pt Times New Roman, Times, Serif; background-color: #E0E3E2; padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt"><B>Automatic Call:</B></FONT></TD>
    <TD COLSPAN="2">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.1in; text-align: justify">If the stock closing price of the lowest
    performing Underlying Stock on any of the calculation days from February 2023 to July 2027, inclusive, is greater than or equal to its
    starting price, 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 plus a final contingent coupon payment. The securities will not be
    subject to automatic call until the sixth monthly 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>
  <TR>
    <TD STYLE="vertical-align: top; border-bottom: white 1pt solid; font: 12pt Times New Roman, Times, Serif; background-color: #E0E3E2; padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt"><B>Calculation Days*:</B></FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif; padding-left: 7.95pt"><FONT STYLE="font-size: 10pt">Monthly, on the 12<SUP>th</SUP> day of each month, commencing September 2022 and ending on the final calculation day, each subject to postponement as described below under &ldquo;&mdash;Market Disruption Events and Postponement Provisions.&rdquo; We refer to August 12, 2027 as the &ldquo;<U>final calculation day</U>.&rdquo;</FONT></TD></TR>
  <TR STYLE="vertical-align: top">
    <TD STYLE="border-bottom: white 1pt solid; font: 12pt Times New Roman, Times, Serif; background-color: #E0E3E2; padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt"><B>Call Settlement Date:</B></FONT></TD>
    <TD COLSPAN="2" STYLE="font: 12pt Times New Roman, Times, Serif; padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt">Three business days after the applicable calculation day (as each such calculation day may be postponed pursuant to &ldquo;&mdash;Market Disruption Events and Postponement Provisions&rdquo; below, if applicable).</FONT></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; width: 15%; border-bottom: white 1pt solid; font: 12pt Times New Roman, Times, Serif; background-color: #E0E3E2; padding-left: 0.1in"><FONT STYLE="font-size: 10pt"><B>Stated Maturity Date*:</B></FONT></TD>
    <TD STYLE="vertical-align: top; width: 84%; font: 12pt Times New Roman, Times, Serif; padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt">August 17, 2027, subject to postponement. The securities are not subject to repayment at the option of any holder of the securities prior to the stated maturity date.</FONT></TD>
    <TD STYLE="width: 1%; font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
  <TR>
    <TD STYLE="padding-left: 0.125in; vertical-align: top; font: 12pt Times New Roman, Times, Serif; background-color: #E0E3E2"><FONT STYLE="font-size: 10pt"><B>Maturity</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 on the stated</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 19.45pt; text-align: justify; text-indent: -12.25pt"></P></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
  </TABLE>

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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><P STYLE="font: 9pt Times New Roman, Times, Serif; text-align: center; margin-top: 0pt; margin-bottom: 0pt">PRS-<!-- Field: Sequence; Type: Arabic; Name: PageNo -->2<!-- Field: /Sequence --></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><P STYLE="margin: 0pt"></P><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 10pt; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 99%"> <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 Common Stock of Amazon.com, Inc., the Common Stock of Apple Inc. and the Common Stock of Microsoft Corporation due August 17, 2027</B></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P></TD><TD STYLE="width: 1%; font: 12pt Times New Roman, Times, Serif; text-align: right">&nbsp;</TD></TR></TABLE><P STYLE="margin: 0pt">&nbsp;</P></DIV>
    <!-- Field: /Page -->

<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font-size: 10pt; width: 100%; border-collapse: collapse">
<TR>
    <TD STYLE="padding-left: 0.125in; vertical-align: top; font: 12pt Times New Roman, Times, Serif; background-color: #E0E3E2; width: 15%"><FONT STYLE="font-size: 10pt"><B>Payment
Amount:</B></FONT></TD>
    <TD STYLE="vertical-align: bottom; width: 84%">
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.1in; text-align: justify"> maturity date a cash payment per security in U.S. dollars equal
    to the maturity payment amount (in addition to the final contingent coupon payment, if any). The &ldquo;<U>maturity payment 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 0.1in; text-align: justify"></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;if
    the ending price of the lowest performing Underlying Stock on the final calculation day is greater than or equal to its threshold price:
    $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"></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;if
    the ending price of the lowest performing Underlying Stock on the final calculation day is less than its threshold price:</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 19.45pt; text-align: justify; text-indent: -12.25pt"></P></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; width: 1%">&nbsp;</TD></TR>
<TR>
    <TD STYLE="padding-left: 0.125in; vertical-align: top; font: 12pt Times New Roman, Times, Serif; background-color: #E0E3E2">&nbsp;</TD>
    <TD STYLE="vertical-align: bottom">&nbsp;</TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif">&nbsp;</TD></TR>
</TABLE>

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font-size: 10pt; width: 100%; border-collapse: collapse">
  <TR>
    <TD ROWSPAN="2" STYLE="vertical-align: top; width: 15%; border-bottom: white 1pt solid; font: 12pt Times New Roman, Times, Serif; background-color: #E0E3E2; text-align: justify"><P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>
                                                                                                                                                                                      <P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>
                                                                                <P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>
                                                                                <P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P></TD>
    <TD STYLE="vertical-align: bottom; width: 85%; font: 12pt Times New Roman, Times, Serif; padding-left: 0.5in; text-align: justify"><P STYLE="margin-top: 0; margin-bottom: 0"><FONT STYLE="font-size: 10pt"></FONT></P>
                                                                                <P STYLE="margin-top: 0; margin-bottom: 0"><FONT STYLE="font-size: 10pt">$1,000 &times; performance factor of the lowest performing Underlying Stock on the final calculation day</FONT></P></TD></TR>
  <TR STYLE="vertical-align: bottom">
    <TD>
    <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 price of the lowest performing Underlying Stock on the final calculation day is less than its
    threshold price, 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"></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 coupon payments, if any. You will not participate in any appreciation of any Underlying Stock,
    but you will have full downside exposure to the lowest performing Underlying Stock on the final calculation day if the ending price of
    that Underlying Stock is less than its threshold price.</B></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.1in; text-align: justify"></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"></P></TD></TR>
  <TR>
    <TD STYLE="border-bottom: white 1pt solid; vertical-align: top; font: 12pt Times New Roman, Times, Serif; background-color: #E0E3E2; padding-left: 0.1in; text-align: left"><FONT STYLE="font-size: 10pt"><B>Lowest Performing Underlying Stock:</B></FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt">On any calculation day, the &ldquo;<U>lowest performing Underlying Stock</U>&rdquo; will be the Underlying Stock with the lowest performance factor on that calculation day.</FONT></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; border-bottom: white 1pt solid; font: 12pt Times New Roman, Times, Serif; background-color: #E0E3E2; padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt"><B>Performance Factor: </B></FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt">With respect to an Underlying Stock on any calculation day, its stock closing price on such calculation day <I>divided by</I> its starting price (expressed as a percentage).</FONT></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; border-bottom: white 1pt solid; font: 12pt Times New Roman, Times, Serif; background-color: #E0E3E2; padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt"><B>Starting Price:</B></FONT></TD>
    <TD>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 9.35pt; text-align: justify">With respect to the common stock of
    Amazon.com, Inc.: $143.55, its stock closing price on the pricing date.</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 9.35pt; text-align: justify"></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 9.35pt; text-align: justify">With respect to the common stock of
    Apple Inc.: $172.10, its stock closing price on the pricing date.</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 9.35pt; text-align: justify"></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 9.35pt; text-align: justify">With respect to the common stock of
    Microsoft Corporation: $291.91, its stock closing price on the pricing date.</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 9.35pt; text-align: justify"></P></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; border-bottom: white 1pt solid; font: 12pt Times New Roman, Times, Serif; background-color: #E0E3E2; padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt"><B>Ending Price:</B></FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt">The &ldquo;<U>ending price</U>&rdquo; of an Underlying Stock will be its stock closing price 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"></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 0.1in; text-align: justify"><B>Price:</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 9.35pt; text-align: justify">With respect to the common stock of
    Amazon.com, Inc.: $100.485, which is equal to 70% of its starting price.</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 9.35pt; text-align: justify"></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 9.35pt; text-align: justify">With respect to the common stock of
    Apple Inc.: $120.47, which is equal to 70% of its starting price.</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 9.35pt; text-align: justify"></P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 9.35pt; text-align: justify">With respect to the common stock of
    Microsoft Corporation: $204.337, which is equal to 70% of its starting price.</P>
    <P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 9.35pt; text-align: justify"></P></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; border-bottom: white 1pt solid; font: 12pt Times New Roman, Times, Serif; background-color: #E0E3E2; padding-left: 0.1in"><FONT STYLE="font-size: 10pt"><B>Stock Closing Price:</B></FONT></TD>
    <TD STYLE="padding-left: 0.125in; text-align: justify">Stock Closing Price, Closing Price and Adjustment Factor have the meanings set forth under &ldquo;General Terms of the Securities&mdash;Certain Terms for Securities Linked to an Underlying Stock&mdash;Certain Definitions&rdquo; in the accompanying product supplement.</TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; border-bottom: white 1pt solid; font: 12pt Times New Roman, Times, Serif; background-color: #E0E3E2; padding-left: 0.1in"><FONT STYLE="font-size: 10pt"><B>Market Disruption Events and Postponement Provisions:</B></FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt">Each calculation day is subject to postponement due to non-trading days and the occurrence of a market disruption event. In addition, the stated maturity date will be postponed if the final calculation day is postponed and will be adjusted for non-business days. For more information regarding adjustments to the calculation days and the stated maturity date, see &ldquo;General Terms of the Securities&mdash;Consequences of a Market Disruption Event; Postponement of a Calculation Day&mdash;Securities Linked to Multiple Market Measures&rdquo; and &ldquo;&mdash;Payment Dates&rdquo; in the accompanying product supplement. For purposes of the accompanying product supplement, each call settlement date and the stated maturity date is a &ldquo;payment date.&rdquo; In addition, for information regarding the circumstances that may result in a market disruption event, see &ldquo;General Terms of the Securities&mdash;Certain Terms for Securities Linked to an Underlying Stock&mdash;Market Disruption Events&rdquo; in the accompanying product supplement.</FONT></TD></TR>
  </TABLE>
<P STYLE="margin-top: 0; margin-bottom: 0"></P>

<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>

<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>

<P STYLE="margin-top: 0; margin-bottom: 0">&nbsp;</P>

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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><P STYLE="font: 9pt Times New Roman, Times, Serif; 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"><P STYLE="margin: 0pt"></P><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 10pt; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 99%"> <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 Common Stock of Amazon.com, Inc., the Common Stock of Apple Inc. and the Common Stock of Microsoft Corporation due August 17, 2027</B></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P></TD><TD STYLE="width: 1%; font: 12pt Times New Roman, Times, Serif; text-align: right">&nbsp;</TD></TR></TABLE><P STYLE="margin: 0pt">&nbsp;</P></DIV>
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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font-size: 10pt; width: 100%; border-collapse: collapse">
  <TR>
    <TD STYLE="vertical-align: top; width: 15%; border-top: white 1pt solid; font: 12pt Times New Roman, Times, Serif; background-color: #E0E3E2; padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt"><B>Calculation Agent:</B></FONT></TD>
    <TD STYLE="width: 85%; font: 12pt Times New Roman, Times, Serif; padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt">Credit Suisse International</FONT></TD></TR>
  </TABLE>
<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font-size: 10pt; width: 100%; border-collapse: collapse">
  <TR>
    <TD STYLE="vertical-align: top; width: 15%; border-top: white 1pt solid; font: 12pt Times New Roman, Times, Serif; background-color: #E0E3E2; padding-left: 0.1in"><FONT STYLE="font-size: 10pt"><B>Material Tax Consequences:</B></FONT></TD>
    <TD STYLE="width: 85%; font: 12pt Times New Roman, Times, Serif; 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; font: 12pt Times New Roman, Times, Serif; 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">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 $24.75
    per security. The agent may resell the securities to other securities dealers at the original offering price of the securities less a
    concession of $17.50 per security. Such securities dealers may include WFA. In addition to the concession allowed to WFA, 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.</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 $2.50 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></TD></TR>
  <TR>
    <TD STYLE="vertical-align: top; border-top: white 1pt solid; font: 12pt Times New Roman, Times, Serif; background-color: #E0E3E2; padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt"><B>Denominations:</B></FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; 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>
    <TD STYLE="vertical-align: top; border-top: white 1pt solid; font: 12pt Times New Roman, Times, Serif; background-color: #E0E3E2; padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt"><B>CUSIP:</B></FONT></TD>
    <TD STYLE="font: 12pt Times New Roman, Times, Serif; padding-left: 0.1in; text-align: justify"><FONT STYLE="font-size: 10pt">22553QG76</FONT></TD></TR>
  </TABLE>

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

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><FONT STYLE="font-family: Georgia, Times, Serif">*</FONT>To
the extent that we make any change to the expected issue date, the calculation days and stated maturity date may also be changed in our
discretion to ensure that the term of the securities remains the same.</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"><P STYLE="margin: 0pt"></P><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 10pt; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 99%"> <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 Common Stock of Amazon.com, Inc., the Common Stock of Apple Inc. and the Common Stock of Microsoft Corporation due August 17, 2027</B></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P></TD><TD STYLE="width: 1%; font: 12pt Times New Roman, Times, Serif; text-align: right">&nbsp;</TD></TR></TABLE><P STYLE="margin: 0pt">&nbsp;</P></DIV>
    <!-- Field: /Page -->

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    <TD STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif; 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 product supplement dated July 27, 2022, 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: 12.2pt">&bull;</TD><TD STYLE="text-align: justify">Product Supplement No. WF&ndash;I dated July 27, 2022:</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/1053092/000095010322013067/dp177600_424b2-wfi.htm">https://www.sec.gov/Archives/edgar/data/1053092/000095010322013067/dp177600_424b2-wfi.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 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">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 the 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"><P STYLE="margin: 0pt"></P><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 10pt; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 99%"> <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 Common Stock of Amazon.com, Inc., the Common Stock of Apple Inc. and the Common Stock of Microsoft Corporation due August 17, 2027</B></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P></TD><TD STYLE="width: 1%; font: 12pt Times New Roman, Times, Serif; text-align: right">&nbsp;</TD></TR></TABLE><P STYLE="margin: 0pt">&nbsp;</P></DIV>
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    <TD STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif; 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"><B>The securities are not appropriate for all
investors. The securities may be an appropriate investment for investors who:</B></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">&#9632;</TD><TD STYLE="text-align: justify">seek an investment with contingent coupon payments at a rate of 15.00% per annum until the earlier of
the stated maturity date or automatic call, if, <B>and only if</B>, the stock closing price of the lowest performing Underlying Stock
on the applicable calculation day is greater than or equal to 70% of its starting price;</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"></TD>
    <TD STYLE="width: 12.2pt">&#9632;</TD><TD STYLE="text-align: justify">are willing to accept the risk that if the ending price of the lowest performing Underlying Stock on the
final calculation day has declined by more than 30% from its starting price, they will be fully exposed to the decline in the lowest performing
Underlying Stock from its starting price 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" 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"></TD>
    <TD STYLE="width: 12.2pt">&#9632;</TD><TD STYLE="text-align: justify">are willing to accept the risk that they may receive few or no contingent coupon payments 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" 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"></TD>
    <TD STYLE="width: 12.2pt">&#9632;</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" 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"></TD>
    <TD STYLE="width: 12.2pt">&#9632;</TD><TD STYLE="text-align: justify">understand that the return on the securities will depend solely on the performance of the lowest performing
Underlying Stock on each calculation day and that they will not benefit in any way from the performance of the better performing Underlying
Stocks;</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"></TD>
    <TD STYLE="width: 12.2pt">&#9632;</TD><TD STYLE="text-align: justify">understand that the securities are riskier than alternative investments linked to only one of the Underlying
Stocks or linked to a basket composed of the Underlying Stocks;</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"></TD>
    <TD STYLE="width: 12.2pt">&#9632;</TD><TD STYLE="text-align: justify">understand and are willing to accept the full downside risks of each Underlying Stock;</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"></TD>
    <TD STYLE="width: 12.2pt">&#9632;</TD><TD STYLE="text-align: justify">are willing to forgo participation in any appreciation of any Underlying Stock and dividends paid on any
Underlying Stock; 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" 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"></TD>
    <TD STYLE="width: 12.2pt">&#9632;</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"><B>The securities may not be an appropriate investment
for investors who:</B></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"></TD>
    <TD STYLE="width: 12.2pt">&#9632;</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" 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"></TD>
    <TD STYLE="width: 12.2pt">&#9632;</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" 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"></TD>
    <TD STYLE="width: 12.2pt">&#9632;</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" 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"></TD>
    <TD STYLE="width: 12.2pt">&#9632;</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" 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"></TD>
    <TD STYLE="width: 12.2pt">&#9632;</TD><TD STYLE="text-align: justify">are unwilling to accept the risk that the stock closing price of the lowest performing Underlying Stock
on the final calculation day may decline by more than 30% from its starting price;</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"></TD>
    <TD STYLE="width: 12.2pt">&#9632;</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" 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"></TD>
    <TD STYLE="width: 12.2pt">&#9632;</TD><TD STYLE="text-align: justify">seek exposure to the upside performance of any or each Underlying Stock;</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"></TD>
    <TD STYLE="width: 12.2pt">&#9632;</TD><TD STYLE="text-align: justify">seek exposure to a basket composed of each Underlying Stock or a similar investment in which the overall
return is based on a blend of the performances of the Underlying Stocks, rather than solely on the lowest performing Underlying Stock;</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"></TD>
    <TD STYLE="width: 12.2pt">&#9632;</TD><TD STYLE="text-align: justify">are unwilling to accept the risk of exposure to the Underlying Stocks;</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"></TD>
    <TD STYLE="width: 12.2pt">&#9632;</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" 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"></TD>
    <TD STYLE="width: 12.2pt">&#9632;</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>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><B>The considerations identified above are not
exhaustive. Whether or not the securities are an appropriate investment for you will depend on your individual circumstances, and you
should reach an investment decision only after you and your investment, legal, tax, accounting and other advisors have carefully considered
the appropriateness of an investment in the securities in light of your particular circumstances. You should also review carefully the
&ldquo;Selected Risk Considerations&rdquo; herein and the &ldquo;Risk Factors&rdquo; in the accompanying product supplement for risks
related to an investment in the securities. For more information about the Underlying Stocks, please see the sections titled &ldquo;Amazon.com,
Inc.,&rdquo; &ldquo;Apple Inc.&rdquo; and &ldquo;Microsoft Corporation&rdquo; below.</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"><P STYLE="margin: 0pt"></P><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 10pt; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 99%"> <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 Common Stock of Amazon.com, Inc., the Common Stock of Apple Inc. and the Common Stock of Microsoft Corporation due August 17, 2027</B></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P></TD><TD STYLE="width: 1%; font: 12pt Times New Roman, Times, Serif; text-align: right">&nbsp;</TD></TR></TABLE><P STYLE="margin: 0pt">&nbsp;</P></DIV>
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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font-size: 10pt; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #688FCF">
    <TD STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif; 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 contingent coupon payment date, you will either receive a contingent coupon payment or you will not receive a contingent
coupon payment, depending on the stock closing price of the lowest performing Underlying Stock on the related 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 Underlying Stock
is the lowest performing Underlying Stock on the relevant calculation day. The lowest performing Underlying Stock on any calculation day
is the Underlying Stock with the lowest performance factor on that calculation day. The performance factor of an Underlying Stock on a
calculation day is its stock closing price on that calculation day as a percentage of its starting price (i.e., its stock closing price
on that calculation day <I>divided by</I> its starting price).</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 stock closing price
of the lowest performing Underlying Stock 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: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify"><IMG SRC="image_006.jpg" ALT="">&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">If the securities have not been automatically
called prior to maturity, then at maturity you will receive (in addition to the final contingent coupon payment, if any) a cash payment
per security (the maturity payment 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 Underlying Stock
is the lowest performing Underlying Stock on the final calculation day. The lowest performing Underlying Stock on the final calculation
day is the Underlying Stock with the lowest performance factor on the final calculation day. The performance factor of an Underlying Stock
on the final calculation day is its ending price as a percentage of its starting price (i.e., its ending price <I>divided by</I> its starting
price).</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 maturity payment
amount based on the ending price of the lowest performing Underlying Stock, as follows:</P>

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

<P STYLE="margin: 0pt 0"><IMG SRC="image_007.jpg" ALT=""></P>

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


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    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><P STYLE="margin: 0pt"></P><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 10pt; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 99%"> <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 Common Stock of Amazon.com, Inc., the Common Stock of Apple Inc. and the Common Stock of Microsoft Corporation due August 17, 2027</B></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P></TD><TD STYLE="width: 1%; font: 12pt Times New Roman, Times, Serif; text-align: right">&nbsp;</TD></TR></TABLE><P STYLE="margin: 0pt">&nbsp;</P></DIV>
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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font-size: 10pt; width: 100%; border-collapse: collapse">
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    <TD STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: white"><B>Hypothetical Payout Profile</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 following profile illustrates the potential
maturity payment amount on the securities (excluding the final contingent coupon payment, if any) for a range of hypothetical performances
of the lowest performing Underlying Stock on the final calculation day from its starting price to its ending price, assuming the securities
have not been automatically called prior to maturity. As this profile illustrates, in no event will you have a positive rate of return
based solely on the maturity payment amount received at maturity; any positive return will be based solely on the contingent coupon payments,
if any, received during the term of the securities. This graph has been prepared for purposes of illustration only. Your actual return
will depend on the actual ending price of the lowest performing Underlying Stock on the final calculation day and whether you hold your
securities to maturity. The performance of the better performing Underlying Stocks 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>

<P STYLE="font: 12pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: center"><IMG SRC="image_008.jpg" ALT=""></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"><P STYLE="margin: 0pt"></P><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 10pt; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 99%"> <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 Common Stock of Amazon.com, Inc., the Common Stock of Apple Inc. and the Common Stock of Microsoft Corporation due August 17, 2027</B></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P></TD><TD STYLE="width: 1%; font: 12pt Times New Roman, Times, Serif; text-align: right">&nbsp;</TD></TR></TABLE><P STYLE="margin: 0pt">&nbsp;</P></DIV>
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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font-size: 10pt; width: 100%; border-collapse: collapse">
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    <TD STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif; 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 the accompanying product supplement,
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">We will not repay you a fixed amount on the securities
at maturity. If the securities are not automatically called prior to maturity, you will receive a maturity payment amount that will be
equal to or less than the face amount, depending on the ending price of the lowest performing Underlying Stock on the final 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">If the ending price of the lowest performing Underlying
Stock on the final calculation day is less than its threshold price, the maturity payment amount will be reduced by an amount equal to
the decline in the price of the lowest performing Underlying Stock from its starting price (expressed as a percentage of its starting
price). The threshold price for each Underlying Stock is 70% of its starting price. For example, if the securities are not automatically
called and the lowest performing Underlying Stock on the final calculation day has declined by 30.1% from its starting price to its ending
price, you will not receive any benefit of the contingent downside protection feature and you will lose 30.1% of the face amount. As a
result, you will not receive any protection if the price of the lowest performing Underlying Stock on the final calculation day declines
significantly and you may lose some, and possibly all, of the face amount at maturity, even if the price of the lowest performing Underlying
Stock is greater than or equal to its starting price or its threshold price at certain times 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">Even if the ending price of the lowest performing
Underlying Stock on the final calculation day is greater than its threshold price, the maturity payment amount will not exceed the face
amount, and your yield on the securities, taking into account any contingent coupon payments you may have received during the term of
the securities, may be less than the yield you would earn if you bought a traditional interest-bearing debt security of Credit Suisse
or another issuer with a similar credit rating.</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 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>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 Coupon Payments, 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 coupon payments, if any, regardless of the performance of any Underlying Stock. Even if the
ending price of each Underlying Stock is greater than its respective starting price, you will not participate in the appreciation of any
Underlying Stock. Therefore, the maximum amount payable with respect to the securities (excluding contingent coupon payments, 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 coupon payments you receive over the term of the securities,
if any, will depend on the performance of the Underlying Stocks during the term of the securities. On each contingent coupon payment date
you will receive a contingent coupon payment if, and only if, the stock closing price of the lowest performing Underlying Stock on the
immediately preceding calculation day is greater than or equal to its threshold price. If the stock closing price of the lowest performing
Underlying Stock on any calculation day is less than its threshold price, you will not receive any contingent coupon payment on the related
contingent coupon payment date, and if the stock</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">closing price of the lowest performing Underlying
Stock is less than its threshold price on each calculation day over the term of the securities, you will not receive any contingent coupon
payments 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 coupon payments 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 payment, 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
coupon payments 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 Coupon Payments, If Any, Are Paid
On A Periodic Basis And Are Based Solely On The Stock Closing Prices Of The Underlying Stocks 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 stock closing prices of the Underlying Stocks on such day. As a result, you will not
know whether you will receive the contingent coupon payment until near the end of the relevant period. Moreover, because the contingent
coupon payment is based solely on the stock closing prices of the Underlying Stocks on a specific calculation day, if the stock closing
price of an Underlying Stock is less than its threshold price on a calculation day, you will not receive any contingent coupon payment
with respect to such calculation day, even if the stock closing price of such Underlying Stock 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>

<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 Underlying Stock And Will Be Negatively Affected If Any Underlying Stock Performs Poorly, Even If The Other Underlying Stocks
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 Underlying
Stock. If any Underlying Stock performs poorly, you will be negatively affected, even if the other Underlying Stocks perform favorably.
The securities are not linked to a basket composed of the Underlying Stocks, where the better performance of some Underlying Stocks could
offset the poor performance of others. Instead, you are subject to the full risks of whichever Underlying Stock is the lowest performing
Underlying Stock on each calculation day. For example, if one Underlying Stock appreciates from its starting price to its ending price,
but the ending price of the lowest performing Underlying Stock on the final calculation day is less than its threshold price, you will
be exposed to the depreciation of the lowest performing Underlying Stock and you will not benefit from the performance of the Underlying
Stock that appreciated. As a result, the securities are riskier than an alternative investment linked to only one of the Underlying Stocks
or linked to a basket composed of the Underlying Stocks. Each additional Underlying Stock 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 Underlying Stock.</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 Underlying Stocks. If the performances of the Underlying Stocks exhibit no correlation to each other, it is more likely that one of
the Underlying Stocks will cause the securities to perform poorly. However, if the Underlying Stock Issuers&rsquo; businesses tend to
be related such that the performances of the Underlying Stocks are correlated, then there is less likelihood that only one Underlying
Stock will cause the securities to perform poorly. Furthermore, to the extent that each Underlying Stock represents a different market
segment or market sector, the risk of one Underlying Stock performing poorly is greater. As a result, you are not only taking market risk
on each Underlying Stock, you are also taking a risk relating to the relationship among the Underlying Stocks.</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 Underlying Stock That Is The Lowest Performing Underlying Stock On Each Calculation Day, And You Will Not Benefit
In Any Way From The Performance Of The Better Performing Underlying Stocks.</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 Underlying Stock that is the lowest performing Underlying Stock on each calculation day. Although it is necessary
for each Underlying Stock to close at or above its respective threshold price on the relevant calculation day in order for you to receive
a contingent coupon payment and for you to receive the face amount of your securities at maturity, you will not benefit in any way from
the performance of the better performing Underlying Stocks. The securities may underperform an alternative investment linked to a basket
composed of the Underlying Stocks, since in such case the performance of the better performing Underlying Stocks would be blended with
the performance of the lowest performing Underlying Stock, resulting in a better return than the return of the lowest performing Underlying
Stock 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>


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    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><P STYLE="margin: 0pt"></P><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 10pt; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 99%"> <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 Common Stock of Amazon.com, Inc., the Common Stock of Apple Inc. and the Common Stock of Microsoft Corporation due August 17, 2027</B></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P></TD><TD STYLE="width: 1%; font: 12pt Times New Roman, Times, Serif; text-align: right">&nbsp;</TD></TR></TABLE><P STYLE="margin: 0pt">&nbsp;</P></DIV>
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<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 price of an Underlying Stock. The greater the expected volatility with respect to an Underlying Stock
on the pricing date, the higher the expectation as of the pricing date that the stock closing price of such Underlying Stock could be
less than its threshold price 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 prices) than for similar securities linked to the performance of
a stock 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 prices may not necessarily indicate that you will receive
a contingent coupon payment 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 Underlying Stock can change significantly over the term of the securities. The prices of the Underlying
Stocks 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 Underlying Stocks 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 securities are automatically called, no further payments will be made in respect of the securities and you will lose the
opportunity to continue to be paid contingent coupon payments 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>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">A calculation day (including the final calculation
day) with respect to an Underlying Stock will be postponed if the applicable originally scheduled calculation day is not a trading day
with respect to any Underlying Stock or if the calculation agent determines that a market disruption event has occurred or is continuing
with respect to that Underlying Stock on that calculation day. If such a postponement occurs with respect to a calculation day other than
the final calculation day, then the related contingent coupon payment date or call settlement date, as applicable, will be postponed.
If such a postponement occurs with respect to the final calculation day, 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;Terms
of the Securities&mdash;Market Disruption Events and Postponement Provisions&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 Underlying
Stocks</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>Any Payments On The Securities And Whether
The Securities Are Automatically Called Will Depend Upon The Performance Of The Underlying Stocks And Therefore The Securities Are Subject
To The Following Risks, Each As Discussed In More Detail In The Accompanying Product Supplement. </B></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">&#183;</FONT></TD><TD STYLE="text-align: justify"><B>Investing In The Securities Is Not The Same As Investing In The Underlying Stocks. </B>Investing in
the securities is not equivalent to investing in the Underlying Stocks. As an investor in the securities, your return will not reflect
the return you would realize if you actually owned and held the Underlying Stocks for a period similar to the term of the securities because
you will not receive any dividend payments, distributions or any other payments paid on the Underlying Stocks. As a holder of the securities,
you will not have any voting rights or any other rights that holders of the Underlying Stocks would have.</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"><P STYLE="margin: 0pt"></P><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 10pt; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 99%"> <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 Common Stock of Amazon.com, Inc., the Common Stock of Apple Inc. and the Common Stock of Microsoft Corporation due August 17, 2027</B></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P></TD><TD STYLE="width: 1%; font: 12pt Times New Roman, Times, Serif; text-align: right">&nbsp;</TD></TR></TABLE><P STYLE="margin: 0pt">&nbsp;</P></DIV>
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<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">&#183;</FONT></TD><TD STYLE="text-align: justify"><B>Historical Prices Of The Underlying Stocks Should Not Be Taken As An Indication Of The Future Performance
Of The Underlying Stocks During The Term Of The Securities.</B></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">&#183;</FONT></TD><TD STYLE="text-align: justify"><B>The Securities May Become Linked To The Common Stock Of A Company Other Than An Original Underlying
Stock Issuer.</B></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">&#183;</FONT></TD><TD STYLE="text-align: justify"><B>We Cannot Control Actions By An Underlying Stock Issuer.</B></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">&#183;</FONT></TD><TD STYLE="text-align: justify"><B>We And Our Affiliates Have No Affiliation With Any Underlying Stock Issuer And Have Not Independently
Verified Their Public Disclosure Of Information.</B></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">&#183;</FONT></TD><TD STYLE="text-align: justify"><B>You Have Limited Anti-dilution Protection.</B></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"><FONT STYLE="background-color: white"><B>Government
Regulatory Action, Including Legislative Acts And Executive Orders, Could Result In Material Changes To The Underlying Stocks 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 </FONT>Underlying Stock<FONT STYLE="background-color: white">s.
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>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>

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

<P STYLE="color: #4F81BD; 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>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 the Underlying Stocks or instruments
related to the Underlying Stocks. Credit Suisse (or any of its affiliates) or WFS (or any of its affiliates) may also trade in the Underlying
Stocks or instruments related to the Underlying Stocks 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 stock closing prices of any Underlying Stock, 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>


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    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><P STYLE="margin: 0pt"></P><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 10pt; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 99%"> <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 Common Stock of Amazon.com, Inc., the Common Stock of Apple Inc. and the Common Stock of Microsoft Corporation due August 17, 2027</B></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P></TD><TD STYLE="width: 1%; font: 12pt Times New Roman, Times, Serif; text-align: right">&nbsp;</TD></TR></TABLE><P STYLE="margin: 0pt">&nbsp;</P></DIV>
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<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 Underlying Stocks;</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 Underlying Stocks;</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 Underlying Stocks;</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">events affecting companies engaged in the respective industries of the Underlying Stock Issuers;</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 Underlying Stocks or markets generally and which may affect the prices of the Underlying Stocks; 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>

<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
notes 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>


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    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><P STYLE="font: 9pt Times New Roman, Times, Serif; text-align: center; margin-top: 0pt; margin-bottom: 0pt">PRS-<!-- Field: Sequence; Type: Arabic; Name: PageNo -->13<!-- Field: /Sequence --></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><P STYLE="margin: 0pt"></P><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 10pt; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 99%"> <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 Common Stock of Amazon.com, Inc., the Common Stock of Apple Inc. and the Common Stock of Microsoft Corporation due August 17, 2027</B></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P></TD><TD STYLE="width: 1%; font: 12pt Times New Roman, Times, Serif; text-align: right">&nbsp;</TD></TR></TABLE><P STYLE="margin: 0pt">&nbsp;</P></DIV>
    <!-- Field: /Page -->

<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
five 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 We Do Not Expect A Trading Market For The Securities To 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 or displayed
on any securities exchange or any automated quotation system. Although we or our affiliates may purchase the securities from holders,
we are not obligated to do so and we are not required to make a market for the securities. There can be no assurance that a secondary
market will develop. Because we do not expect that any market makers will participate in a secondary market for the securities, the price
at which you may be able to sell your securities is likely to depend on the price, if any, at which we are willing to buy your securities.
If a secondary market does exist, it may be limited. Accordingly, there may be a limited number of buyers if you decide to sell your securities
prior to stated maturity. This may affect the price you receive upon such sale. Consequently, you should be willing to hold the securities
to maturity.</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="font: 9pt Times New Roman, Times, Serif; 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"><P STYLE="margin: 0pt"></P><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 10pt; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 99%"> <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 Common Stock of Amazon.com, Inc., the Common Stock of Apple Inc. and the Common Stock of Microsoft Corporation due August 17, 2027</B></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P></TD><TD STYLE="width: 1%; font: 12pt Times New Roman, Times, Serif; text-align: right">&nbsp;</TD></TR></TABLE><P STYLE="margin: 0pt">&nbsp;</P></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font-size: 10pt; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #688FCF">
    <TD STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif; 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 payment on the call settlement date. In
the event the securities are automatically called, your total return on the securities will equal any contingent coupon payments received
prior to the call settlement date and the contingent coupon payment 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 Underlying
Stock on the final calculation day, the hypothetical maturity payment amount payable at maturity per security (excluding the final contingent
coupon payment, if any). The performance factor of the lowest performing Underlying Stock on the final calculation day is its ending price
expressed as a percentage of its starting price (i.e., its ending price <I>divided by </I>its starting price).</P>

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

<TABLE CELLSPACING="0" CELLPADDING="0" ALIGN="CENTER" STYLE="font: 10pt Times New Roman, Times, Serif; width: 75%; border-collapse: collapse">
  <TR>
    <TD COLSPAN="2" STYLE="text-align: justify">&nbsp;</TD>
    <TD>&nbsp;</TD></TR>
  <TR>
    <TD STYLE="border-bottom: #688FCF 1pt solid; padding-left: 0.05in; text-align: center"><FONT STYLE="font-size: 10pt"><B>Hypothetical performance factor of lowest performing Underlying Stock on final calculation day</B></FONT></TD>
    <TD COLSPAN="2" STYLE="border-bottom: #688FCF 1pt solid; padding-left: 0.05in; text-align: center"><FONT STYLE="font-size: 10pt"><B>Hypothetical maturity payment amount 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">200.00%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: top; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$1,000.00</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">175.00%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: top; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$1,000.00</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">160.00%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: top; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$1,000.00</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">150.00%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: top; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$1,000.00</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">140.00%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: top; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$1,000.00</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">130.00%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: top; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$1,000.00</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">120.00%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: top; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$1,000.00</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">110.00%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: top; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$1,000.00</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">100.00%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: top; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$1,000.00</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">90.00%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: top; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$1,000.00</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">80.00%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: top; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$1,000.00</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">70.00%</FONT></TD>
    <TD COLSPAN="2" STYLE="vertical-align: top; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$1,000.00</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">69.00%</FONT></TD>
    <TD COLSPAN="2" STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$690.00</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">60.00%</FONT></TD>
    <TD COLSPAN="2" STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$600.00</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">50.00%</FONT></TD>
    <TD COLSPAN="2" STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$500.00</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">40.00%</FONT></TD>
    <TD COLSPAN="2" STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$400.00</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">30.00%</FONT></TD>
    <TD COLSPAN="2" STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$300.00</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">25.00%</FONT></TD>
    <TD COLSPAN="2" STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$250.00</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">0.00%</FONT></TD>
    <TD COLSPAN="2" STYLE="border-right: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$0.00</FONT></TD></TR>
  <TR>
    <TD STYLE="width: 55%">&nbsp;</TD>
    <TD STYLE="width: 34%">&nbsp;</TD>
    <TD STYLE="width: 11%">&nbsp;</TD></TR>
  </TABLE>
<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The above figures do not take into account contingent
coupon payments, 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 maturity payment amount received at maturity; any positive return will be based solely on the contingent coupon
payments, 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 price of the lowest performing Underlying Stock on the final calculation
day. The performance of the better performing Underlying Stocks 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: 15; Value: 2 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><P STYLE="font: 9pt Times New Roman, Times, Serif; text-align: center; margin-top: 0pt; margin-bottom: 0pt">PRS-<!-- Field: Sequence; Type: Arabic; Name: PageNo -->15<!-- Field: /Sequence --></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><P STYLE="margin: 0pt"></P><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 10pt; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 99%"> <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 Common Stock of Amazon.com, Inc., the Common Stock of Apple Inc. and the Common Stock of Microsoft Corporation due August 17, 2027</B></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P></TD><TD STYLE="width: 1%; font: 12pt Times New Roman, Times, Serif; text-align: right">&nbsp;</TD></TR></TABLE><P STYLE="margin: 0pt">&nbsp;</P></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font-size: 10pt; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #688FCF">
    <TD STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: white"><B>Hypothetical Contingent Coupon Payments</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 examples that illustrate how
to determine whether a contingent coupon payment will be paid and whether the securities will be automatically called, if applicable,
on a contingent coupon payment date prior to maturity. The examples do not reflect any specific contingent coupon payment date. The following
examples assume that the securities are subject to automatic call on the applicable calculation day. The securities will not be subject
to automatic call until the sixth calculation day, which is approximately six months after the issue date. The following examples assume
the hypothetical starting price, threshold price and stock closing price for each Underlying Stock indicated in the examples. The terms
used for purposes of these hypothetical examples do not represent any actual starting price or threshold price. The hypothetical starting
price of $100 for each Underlying Stock has been chosen for illustrative purposes only and does not represent the actual starting price
for any Underlying Stock. The actual starting price and threshold price for each Underlying Stock and the actual contingent coupon rate
were determined on the pricing date and are set forth under &ldquo;Terms of the Securities&rdquo; above. For historical data regarding
the actual closing prices of the Underlying Stocks, 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. The stock closing price of the lowest
performing Underlying Stock on the relevant calculation day is greater than or equal to its threshold price and less than its starting
price. As a result, investors receive a contingent coupon payment on the applicable 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="0" STYLE="font: 10pt Times New Roman, Times, Serif; width: 100%; border-collapse: collapse">
  <TR>
    <TD STYLE="vertical-align: bottom; width: 58%; font-size: 10pt; text-align: justify">&nbsp;</TD>
    <TD STYLE="width: 13%; border-bottom: #688FCF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt"><B>Common stock of Amazon.com, Inc.</B></FONT></TD>
    <TD STYLE="width: 12%; border-bottom: #688FCF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt"><B>Common stock of Apple Inc.</B></FONT></TD>
    <TD STYLE="vertical-align: top; width: 17%; border-bottom: #688FCF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt"><B>Common stock of Microsoft Corporation</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 price:</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 stock closing price 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: top; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$85</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 price: </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 (stock closing price on calculation day <I>divided by</I> starting price): </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">85%</FONT></TD></TR>
  </TABLE>
<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 12.2pt; text-align: justify"><U>Step 1</U>: Determine which Underlying
Stock is the lowest performing Underlying Stock 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 common stock of
Microsoft Corporation has the lowest performance factor and is, therefore, the lowest performing Underlying Stock 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 payment will be paid and whether the securities will be automatically called on the applicable 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 stock closing
price of the lowest performing Underlying Stock on the relevant calculation day is greater than or equal to its threshold price, but less
than its starting price, you would receive a contingent coupon payment on the applicable contingent coupon payment date and the securities
would not be automatically called. The contingent coupon payment would be equal to $12.50 per security, determined as follows: (i) $1,000
<I>multiplied by</I> 15.00% per annum <I>divided by</I> (ii) 12, rounded to the nearest cent.</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. The stock closing price of the lowest
performing Underlying Stock on the relevant calculation day is less than its threshold price. As a result, investors do not receive a
contingent coupon payment on the applicable 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="0" ALIGN="CENTER" STYLE="font: 10pt Times New Roman, Times, Serif; width: 85%; border-collapse: collapse">
  <TR>
    <TD STYLE="vertical-align: bottom; width: 60%; font-size: 10pt; text-align: justify">&nbsp;</TD>
    <TD STYLE="width: 14%; border-bottom: #688FCF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt"><B>Common stock of Amazon.com, Inc.</B></FONT></TD>
    <TD STYLE="width: 13%; border-bottom: #688FCF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt"><B>Common stock of Apple Inc.</B></FONT></TD>
    <TD STYLE="vertical-align: top; width: 13%; border-bottom: #688FCF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt"><B>Common stock of Microsoft Corporation</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 price:</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 stock closing price 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">$55</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: top; 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 price: </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 (stock closing price on calculation day <I>divided by</I> starting price): </B></FONT></TD>
    <TD STYLE="border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">55%</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="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 12.2pt; text-align: justify"><U>Step 1</U>: Determine which Underlying
Stock is the lowest performing Underlying Stock 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 12.2pt; text-align: justify">In this example, the common stock of
Amazon.com, Inc. has the lowest performance factor and is, therefore, the lowest performing Underlying Stock 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 9pt; text-align: justify"><U>Step 2</U>: Determine whether a contingent
coupon payment will be paid and whether the securities will be automatically called on the applicable contingent coupon payment date.</P>

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 9pt; text-align: justify">&nbsp;</P>


<!-- Field: Page; Sequence: 16; Value: 2 -->
    <DIV STYLE="margin-top: 6pt; margin-bottom: 6pt; border-bottom: Black 1pt solid"><P STYLE="font: 9pt Times New Roman, Times, Serif; text-align: center; margin-top: 0pt; margin-bottom: 0pt">PRS-<!-- Field: Sequence; Type: Arabic; Name: PageNo -->16<!-- Field: /Sequence --></P></DIV>
    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><P STYLE="margin: 0pt"></P><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 10pt; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 99%"> <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 Common Stock of Amazon.com, Inc., the Common Stock of Apple Inc. and the Common Stock of Microsoft Corporation due August 17, 2027</B></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P></TD><TD STYLE="width: 1%; font: 12pt Times New Roman, Times, Serif; text-align: right">&nbsp;</TD></TR></TABLE><P STYLE="margin: 0pt">&nbsp;</P></DIV>
    <!-- Field: /Page -->

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

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

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

<TABLE CELLSPACING="0" CELLPADDING="0" ALIGN="CENTER" STYLE="font: 10pt Times New Roman, Times, Serif; width: 85%; border-collapse: collapse">
  <TR>
    <TD STYLE="vertical-align: bottom; width: 60%; font-size: 10pt; text-align: justify">&nbsp;</TD>
    <TD STYLE="width: 14%; border-bottom: #688FCF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt"><B>Common stock of Amazon.com, Inc.</B></FONT></TD>
    <TD STYLE="width: 13%; border-bottom: #688FCF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt"><B>Common stock of Apple Inc.</B></FONT></TD>
    <TD STYLE="vertical-align: top; width: 13%; border-bottom: #688FCF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt"><B>Common stock of Microsoft Corporation</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 price:</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 stock closing price 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: top; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$120</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 price: </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 (stock closing price on calculation day <I>divided by</I> starting price): </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">120%</FONT></TD></TR>
  </TABLE>
<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 12.2pt; text-align: justify"><U>Step 1</U>: Determine which Underlying
Stock is the lowest performing Underlying Stock 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 common stock of
Apple Inc. has the lowest performance factor and is, therefore, the lowest performing Underlying Stock 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 payment will be paid and whether the securities will be automatically called on the applicable 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 stock closing
price of the lowest performing Underlying Stock on the relevant calculation day is greater than or equal to its starting price, the securities
would be automatically called and you would receive the face amount plus a final contingent coupon payment 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 $1,012.50 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"><P STYLE="margin: 0pt"></P><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 10pt; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 99%"> <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 Common Stock of Amazon.com, Inc., the Common Stock of Apple Inc. and the Common Stock of Microsoft Corporation due August 17, 2027</B></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P></TD><TD STYLE="width: 1%; font: 12pt Times New Roman, Times, Serif; text-align: right">&nbsp;</TD></TR></TABLE><P STYLE="margin: 0pt">&nbsp;</P></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font-size: 10pt; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #688FCF">
    <TD STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: white"><B>Hypothetical Payment 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 examples of calculations of
the maturity payment amount payable at maturity, assuming that the securities have not been automatically called prior to maturity and
assuming the hypothetical starting price, threshold price and ending price for each Underlying Stock indicated in the examples. The terms
used for purposes of these hypothetical examples do not represent any actual starting price or threshold price. The hypothetical starting
price of $100 for each Underlying Stock has been chosen for illustrative purposes only and does not represent the actual starting price
for any Underlying Stock. The actual starting price and threshold price for each Underlying Stock were determined on the pricing date
and are set forth under &ldquo;Terms of the Securities&rdquo; above. For historical data regarding the actual closing prices of the Underlying
Stocks, 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. The ending price of the lowest performing
Underlying Stock on the final calculation day is greater than its starting price, the maturity payment amount is equal to the face amount
of your securities at maturity and you receive a final contingent coupon payment:</B></P>

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

<TABLE CELLSPACING="0" CELLPADDING="0" ALIGN="CENTER" STYLE="font: 10pt Times New Roman, Times, Serif; width: 85%; border-collapse: collapse">
  <TR>
    <TD STYLE="vertical-align: bottom; width: 60%; font-size: 10pt; text-align: justify">&nbsp;</TD>
    <TD STYLE="width: 14%; border-bottom: #688FCF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt"><B>Common stock of Amazon.com, Inc.</B></FONT></TD>
    <TD STYLE="width: 13%; border-bottom: #688FCF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt"><B>Common stock of Apple Inc.</B></FONT></TD>
    <TD STYLE="vertical-align: top; width: 13%; border-bottom: #688FCF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt"><B>Common stock of Microsoft Corporation</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 price:</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 price:</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: top; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$150</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 price: </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 price <I>divided by</I> starting price): </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">150%</FONT></TD></TR>
  </TABLE>
<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 12.2pt; text-align: justify"><U>Step 1</U>: Determine which Underlying
Stock is the lowest performing Underlying Stock 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 common stock of
Apple Inc. has the lowest performance factor and is, therefore, the lowest performing Underlying Stock 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 maturity
payment amount based on the ending price of the lowest performing Underlying Stock 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">Since the hypothetical ending price of
the lowest performing Underlying Stock on the final calculation day is greater than its hypothetical threshold price, the maturity payment
amount would equal the face amount. Although the hypothetical ending price of the lowest performing Underlying Stock on the final calculation
day is significantly greater than its hypothetical starting price in this scenario, the maturity payment 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 coupon
payments received during the term of the securities, on the stated maturity date you would receive $1,000 per security and, because the
hypothetical ending price of the lowest performing Underlying Stock on the final calculation day is greater than its threshold price,
a final contingent coupon payment.</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. The ending price of the lowest performing
Underlying Stock on the final calculation day is less than its starting price but greater than its threshold price, the maturity payment
amount is equal to the face amount of your securities at maturity and you receive a final contingent coupon payment:</B></P>

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

<TABLE CELLSPACING="0" CELLPADDING="0" ALIGN="CENTER" STYLE="font: 10pt Times New Roman, Times, Serif; width: 85%; border-collapse: collapse">
  <TR>
    <TD STYLE="vertical-align: bottom; width: 60%; font-size: 10pt; text-align: justify">&nbsp;</TD>
    <TD STYLE="width: 14%; border-bottom: #688FCF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt"><B>Common stock of Amazon.com, Inc.</B></FONT></TD>
    <TD STYLE="width: 13%; border-bottom: #688FCF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt"><B>Common stock of Apple Inc.</B></FONT></TD>
    <TD STYLE="vertical-align: top; width: 13%; border-bottom: #688FCF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt"><B>Common stock of Microsoft Corporation</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 price:</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 price:</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: top; 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 price: </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 price <I>divided by</I> starting price):</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="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 12.2pt; text-align: justify"><U>Step 1</U>: Determine which Underlying
Stock is the lowest performing Underlying Stock 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 common stock of
Amazon.com, Inc. has the lowest performance factor and is, therefore, the lowest performing Underlying Stock 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 maturity
payment amount based on the ending price of the lowest performing Underlying Stock 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>


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    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><P STYLE="margin: 0pt"></P><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 10pt; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 99%"> <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 Common Stock of Amazon.com, Inc., the Common Stock of Apple Inc. and the Common Stock of Microsoft Corporation due August 17, 2027</B></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P></TD><TD STYLE="width: 1%; font: 12pt Times New Roman, Times, Serif; text-align: right">&nbsp;</TD></TR></TABLE><P STYLE="margin: 0pt">&nbsp;</P></DIV>
    <!-- Field: /Page -->

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0 0pt 27pt; text-align: justify">Since the hypothetical ending price of
the lowest performing Underlying Stock on the final calculation day is less than its hypothetical starting price, but greater than or
equal to its threshold price, you would receive 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 coupon
payments received during the term of the securities, on the stated maturity date you would receive $1,000 per security and, because the
hypothetical ending price of the lowest performing Underlying Stock on the final calculation day is greater than its threshold price,
a final contingent coupon payment.</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 3. The ending price of the lowest performing
Underlying Stock on the final calculation day is less than its threshold price, the maturity payment amount is less than the face amount
of your securities at maturity and you do not receive a final contingent coupon payment:</B></P>

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

<TABLE CELLSPACING="0" CELLPADDING="0" ALIGN="CENTER" STYLE="font: 10pt Times New Roman, Times, Serif; width: 85%; border-collapse: collapse">
  <TR>
    <TD STYLE="vertical-align: bottom; width: 60%; font-size: 10pt; text-align: justify">&nbsp;</TD>
    <TD STYLE="width: 14%; border-bottom: #688FCF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt"><B>Common stock of Amazon.com, Inc.</B></FONT></TD>
    <TD STYLE="width: 13%; border-bottom: #688FCF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt"><B>Common stock of Apple Inc.</B></FONT></TD>
    <TD STYLE="vertical-align: top; width: 13%; border-bottom: #688FCF 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt"><B>Common stock of Microsoft Corporation</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 price:</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 price:</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: top; border-right: white 1pt solid; border-bottom: white 1pt solid; text-align: center"><FONT STYLE="font-size: 10pt">$115</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 price: </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 price <I>divided by</I> starting price):&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">115%</FONT></TD></TR>
  </TABLE>
<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 12.2pt; text-align: justify"><U>Step 1</U>: Determine which Underlying
Stock is the lowest performing Underlying Stock 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 common stock of
Apple Inc. has the lowest performance factor and is, therefore, the lowest performing Underlying Stock 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 maturity
payment amount based on the ending price of the lowest performing Underlying Stock 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">Since the hypothetical ending price of
the lowest performing Underlying Stock on the final calculation day is less than its threshold price, you would lose a portion of the
face amount of your securities and receive a maturity payment 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">&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 Underlying Stock on the final calculation day</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; 45%</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">= $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 12.2pt; text-align: justify">In addition to any contingent coupon
payments received during the term of the securities, on the stated maturity date you would receive $450 per security. Because the hypothetical
ending price of the lowest performing Underlying Stock on the final calculation day is less than its threshold price, you would not receive
a final contingent coupon payment on the stated maturity 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; text-align: justify">These examples illustrate that you will not participate
in any appreciation of any Underlying Stock, but will be fully exposed to a decrease in the lowest performing Underlying Stock from its
starting price to its ending price if the ending price of the lowest performing Underlying Stock on the final calculation day is less
than its threshold price, even if the ending prices of the other Underlying Stocks have appreciated or have not declined below their respective
threshold prices. To the extent that the starting price, threshold price and ending price of the lowest performing Underlying Stock 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; text-align: justify">&nbsp;</P>


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    <DIV STYLE="break-before: page; margin-top: 6pt; margin-bottom: 6pt"><P STYLE="margin: 0pt"></P><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 10pt; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 99%"> <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 Common Stock of Amazon.com, Inc., the Common Stock of Apple Inc. and the Common Stock of Microsoft Corporation due August 17, 2027</B></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P></TD><TD STYLE="width: 1%; font: 12pt Times New Roman, Times, Serif; text-align: right">&nbsp;</TD></TR></TABLE><P STYLE="margin: 0pt">&nbsp;</P></DIV>
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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font-size: 10pt; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #688FCF">
    <TD STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: white"><B>Amazon.com, Inc.</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">According to its publicly available filings with
the SEC, Amazon.com, Inc. is a retail company with online and physical stores offering a variety of products sold by Amazon.com, Inc.
and third parties. Amazon.com, Inc. also manufactures and sells electronic devices, including Kindle e-readers, Fire tablets, Fire TVs
and Echo devices and develops and produces media content. The common stock of Amazon.com, Inc. is listed on the Nasdaq Global Select Market.
Amazon.com, Inc.&rsquo;s SEC file number is 000-22513 and can be accessed through www.sec.gov.</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 prices of the common stock
of Amazon.com, Inc. in the graph below from Bloomberg, 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 prices
of the common stock of Amazon.com, Inc. for the period from January 3, 2017 to August 12, 2022. The closing price on August 12, 2022 was
$143.55. The historical performance of the common stock of Amazon.com, Inc. should not be taken as an indication of the future performance
of the common stock of Amazon.com, Inc. 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_009.jpg" ALT=""></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"><P STYLE="margin: 0pt"></P><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 10pt; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 99%"> <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 Common Stock of Amazon.com, Inc., the Common Stock of Apple Inc. and the Common Stock of Microsoft Corporation due August 17, 2027</B></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P></TD><TD STYLE="width: 1%; font: 12pt Times New Roman, Times, Serif; text-align: right">&nbsp;</TD></TR></TABLE><P STYLE="margin: 0pt">&nbsp;</P></DIV>
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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font-size: 10pt; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #688FCF">
    <TD STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: white"><B>Apple Inc.</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">According to its publicly available filings with
the SEC, Apple Inc. designs, manufactures and markets smartphones, personal computers, tablets, wearables and accessories and sells a
variety of related services. The common stock of Apple Inc. is listed on the Nasdaq Stock Market. Apple Inc.&rsquo;s SEC file number
is 001-36743 and can be accessed through <FONT STYLE="color: Blue"><U>www.sec.gov</U></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"><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">We obtained the closing prices of the common stock of Apple Inc. in
the graph below from Bloomberg, without independent verification.</P>

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

<P STYLE="font: 10pt Times New Roman, Times, Serif; margin: 0pt 0; text-align: justify">The following graph sets forth daily closing prices
of the common stock of Apple Inc. for the period from January 3, 2017 to August 12, 2022. The closing price on August 12, 2022 was $172.10.
The historical performance of the common stock of Apple Inc. should not be taken as an indication of the future performance of the common
stock of Apple Inc. 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_010.jpg" ALT=""></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"><P STYLE="margin: 0pt"></P><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 10pt; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 99%"> <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 Common Stock of Amazon.com, Inc., the Common Stock of Apple Inc. and the Common Stock of Microsoft Corporation due August 17, 2027</B></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P></TD><TD STYLE="width: 1%; font: 12pt Times New Roman, Times, Serif; text-align: right">&nbsp;</TD></TR></TABLE><P STYLE="margin: 0pt">&nbsp;</P></DIV>
    <!-- Field: /Page -->

<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="font-size: 10pt; width: 100%; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #688FCF">
    <TD STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif; text-align: center"><FONT STYLE="font-family: Arial, Helvetica, Sans-Serif; color: white"><B>Microsoft Corporation</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">According to its publicly available filings with
the SEC, Microsoft Corporation is a technology company that develops, licenses and supports software products, services and devices.
The common stock of Microsoft Corporation is listed on the Nasdaq Stock Market. Microsoft Corporation&rsquo;s SEC file number is 001-37845
and can be accessed through <FONT STYLE="color: Blue"><U>www.sec.gov</U></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"><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 prices of the common stock
of Microsoft Corporation in the graph below from Bloomberg, 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 prices
of the common stock of Microsoft Corporation for the period from January 3, 2017 to August 12, 2022. The closing price on August 12, 2022
was $291.91. The historical performance of the common stock of Microsoft Corporation should not be taken as an indication of the future
performance of the common stock of Microsoft Corporation 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_011.jpg" ALT=""></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"><P STYLE="margin: 0pt"></P><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 10pt; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 99%"> <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 Common Stock of Amazon.com, Inc., the Common Stock of Apple Inc. and the Common Stock of Microsoft Corporation due August 17, 2027</B></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P></TD><TD STYLE="width: 1%; font: 12pt Times New Roman, Times, Serif; text-align: right">&nbsp;</TD></TR></TABLE><P STYLE="margin: 0pt">&nbsp;</P></DIV>
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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 10pt; border-collapse: collapse">
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    <TD STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif; 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">&#183;</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">&#183;</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>

<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>


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<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"><P STYLE="margin: 0pt"></P><TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 10pt; border-collapse: collapse"><TR STYLE="vertical-align: top"><TD STYLE="width: 99%"> <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 Common Stock of Amazon.com, Inc., the Common Stock of Apple Inc. and the Common Stock of Microsoft Corporation due August 17, 2027</B></P><P STYLE="font: 10pt Arial, Helvetica, Sans-Serif; margin: 0pt 0; color: #BB0826"></P></TD><TD STYLE="width: 1%; font: 12pt Times New Roman, Times, Serif; text-align: right">&nbsp;</TD></TR></TABLE><P STYLE="margin: 0pt">&nbsp;</P></DIV>
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<TABLE CELLSPACING="0" CELLPADDING="0" STYLE="width: 100%; font-size: 10pt; border-collapse: collapse">
  <TR STYLE="vertical-align: top; background-color: #688FCF">
    <TD STYLE="width: 100%; font: 12pt Times New Roman, Times, Serif; 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 August 12, 2022 and filed by Credit Suisse as an exhibit to a Current
Report on Form 6-K on August 12, 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 August 12, 2022, which
was filed by Credit Suisse as an exhibit to a Current Report on Form 6-K on August 12, 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>


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<DOCUMENT>
<TYPE>EX-FILING FEES
<SEQUENCE>2
<FILENAME>dp178761_exfilingfees.htm
<DESCRIPTION>EXHIBIT 107.1
<TEXT>
<HTML>
<HEAD>
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<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 $1,701,000.</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>

<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>
