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Financial risk management (Tables)

12 Months Ended

Dec. 31, 2025

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of foreign currency sensitivity

The following table details our sensitivity to a 10.0% strengthening of foreign currencies against the euro. The

sensitivity analysis includes foreign currency denominated monetary items outstanding and adjusts their translation at

the period end for a 10.0% strengthening in foreign currency rates. A positive amount indicates an increase in net

income or equity.

Year ended December 31 (€, in millions)	2024			2025
	Impact on net income	Impact on equity		Impact on net income	Impact on equity
US dollar	10.3	81.3		1.1	88.2
Japanese yen	(30.4)	(0.4)		(23.2)	7.4
Taiwanese dollar	(7.9)	—		(2.3)	—
South Korean won	(11.4)	—		21.8	—
Chinese yuan	1.7	—		(1.2)	—
Other currencies	(0.8)	—		2.2	—
Total	(38.5)	80.9		(1.6)	95.6

Schedule of notional amounts of outstanding derivative positions

The following table details the notional principal amounts of the outstanding forward foreign exchange contracts.

Year ended December 31 (in billions)	2024		2025
US dollar (USD)	1.0		1.6
Japanese yen (JPY)	1.1		39.7
Taiwanese dollar (TWD)	27.6		18.0
South Korean won (KRW)	66.4		144.9
Chinese yuan (CNY)	1.1		1.1

Schedule of net investment hedges in accumulated other comprehensive income (loss)

The following table details the anticipated outstanding accumulated unrealized gains and losses in OCI from financial

instruments for both foreign currency denominated forecasted purchase and sales transactions. All amounts related

to the purchase transactions are expected to be released over the next 12 months and will offset the euro equivalent

of foreign currency denominated forecasted purchase transactions.

Year ended December 31 (€, in millions)	2023	2024		2025
Purchase transactions	(8.9)	25.6		(62.5)
Net of taxes	(7.6)	21.7		(52.9)

Schedule of interest rate sensitivity

The sensitivity analysis below has been determined based on the exposure to interest rates for both derivative

financial and non-derivative financial instruments at the balance sheet date, with the stipulated change taking place

at the beginning of the financial year and held constant throughout the reporting period. The table below shows the

effect of a 100 basis point increase in interest rates on our net income and equity. A positive amount indicates an

increase in net income and equity.

Year ended December 31 (€, in millions)	2024			2025
	Impact on net income	Impact on equity		Impact on net income	Impact on equity
Effect of a 100 basis point increase in interest rates	94.9	—		106.7	—

Supplier finance program

The amount of the obligations outstanding that we have confirmed as valid to the third party as of December 31,

2025, was €326.5 million (2024: €344.8 million) and is included in Accounts payable.

Year ended December 31 (€, in millions)	2024	2025
Confirmed obligations outstanding at the beginning of the year	408.5	344.8
Invoices confirmed during the year	2,851.3	2,481.1
Confirmed invoices paid during the year	2,915.0	2,499.4
Confirmed obligations outstanding at the end of the year	344.8	326.5

Summary of notional amounts and estimated fair values of financial instruments

The following table summarizes the notional amounts and estimated fair values of our derivative financial instruments:

Year ended December 31 (€, in millions)	2024			2025
	Notional amount	Fair value		Notional amount	Fair value
Forward foreign exchange contracts	240.6	44.5		755.8	(11.5)
Interest rate swaps	3,250.0	(61.6)		2,250.0	(47.9)

Derivative financial instruments per category

The following table summarizes our derivative financial instruments per category:

Year ended December 31 (€, in millions)	2024			2025
	Assets	Liabilities		Assets	Liabilities
Interest rate swaps – fair value hedges	9.3	70.9		0.2	48.1
Forward foreign exchange contracts – cash flow hedges	31.5	0.1		0.9	21.6
Forward foreign exchange contracts – no hedge accounting	55.7	42.6		32.5	23.3
Total	96.5	113.6		33.6	93.0
Less non-current portion:
Interest rate swaps – fair value hedges	—	29.3		—	19.9
Total non-current portion	—	29.3		—	19.9
Total current portion	96.5	84.3		33.6	73.1

Schedule of fair value, assets and liabilities measured on recurring basis

The following tables present our financial assets and financial liabilities that are measured at fair value on a recurring

basis and the assets and liabilities for which the fair value is only disclosed:

Year ended December 31, 2025 (€, in millions)	Level 1	Level 2	Level 3		Total
Assets measured at fair value
Derivative financial instruments1	—	33.6	—		33.6
Money market funds2	6,222.2	—	—		6,222.2
Short-term investments3	—	405.9	—		405.9
Total	6,222.2	439.5	—		6,661.7
Liabilities measured at fair value
Derivative financial instruments1	—	93.0	—		93.0
Assets and liabilities for which fair values are disclosed
Loans receivable	—	—	1,848.9		1,848.9
Long-term debt4	3,590.8	—	—		3,590.8

Year ended December 31, 2024 (€, in millions)	Level 1	Level 2	Level 3		Total
Assets measured at fair value
Derivative financial instruments1	—	96.5	—		96.5
Money market funds2	6,379.2	—	—		6,379.2
Short-term investments3	—	5.4	—		5.4
Total	6,379.2	101.9	—		6,481.1
Liabilities measured at fair value
Derivative financial instruments1	—	113.6	—		113.6
Assets and liabilities for which fair values are disclosed
Loans receivable	—	—	1,339.4		1,339.4
Long-term debt4	4,561.8	—	—		4,561.8

1.Derivative financial instruments consist of forward foreign exchange contracts and interest rate swaps.

2.Money market funds are part of our cash and cash equivalents.

3.Short-term investments consist of deposits with original maturities to the entity holding the investments longer than three months, but one year

or less at the date of acquisition. These deposits are valued at amortized costs which is close to their fair value. Their fair value is determined

with reference to quoted market prices in an active market for similar assets or discounted cash flow analysis.

4.Long-term debt mainly relates to Eurobonds.

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Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
-Topic 820
-SubTopic 10
-Name Accounting Standards Codification
-Section 50
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