Interest Review Dates*: August 12, 2024, September 12,
2024, October 14, 2024, November 12, 2024, December 12,
2024, January 13, 2025, February 12, 2025, March 12, 2025,
April 14, 2025, May 12, 2025, June 12, 2025, July 14, 2025,
August 12, 2025, September 12, 2025, October 13, 2025,
November 12, 2025, December 12, 2025, January 12, 2026,
February 12, 2026, March 12, 2026, April 13, 2026, May 12,
2026, June 12, 2026, July 13, 2026, August 12, 2026,
September 14, 2026, October 12, 2026, November 12, 2026,
December 14, 2026, January 12, 2027, February 12, 2027,
March 12, 2027, April 12, 2027, May 12, 2027, June 14, 2027,
July 12, 2027, August 12, 2027, September 13, 2027, October
12, 2027, November 12, 2027, December 13, 2027, January
12, 2028, February 14, 2028, March 13, 2028, April 12, 2028,
May 12, 2028, June 12, 2028, July 12, 2028, August 14, 2028,
September 12, 2028, October 12, 2028, November 13, 2028,
December 12, 2028, January 12, 2029, February 12, 2029,
March 12, 2029, April 12, 2029, May 14, 2029, June 12, 2029
and July 12, 2029 (the “final Review Date”)
Autocall Review Dates*: July 14, 2025, October 13, 2025,
January 12, 2026, April 13, 2026, July 13, 2026, October 12,
2026, January 12, 2027, April 12, 2027, July 12, 2027, October
12, 2027, January 12, 2028, April 12, 2028, July 12, 2028,
October 12, 2028, January 12, 2029 and April 12, 2029
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Interest Payment Dates*: August 15, 2024, September 17,
2024, October 17, 2024, November 15, 2024, December 17,
2024, January 16, 2025, February 18, 2025, March 17, 2025,
April 17, 2025, May 15, 2025, June 17, 2025, July 17, 2025,
August 15, 2025, September 17, 2025, October 16, 2025,
November 17, 2025, December 17, 2025, January 15, 2026,
February 18, 2026, March 17, 2026, April 16, 2026, May 15,
2026, June 17, 2026, July 16, 2026, August 17, 2026,
September 17, 2026, October 15, 2026, November 17, 2026,
December 17, 2026, January 15, 2027, February 18, 2027,
March 17, 2027, April 15, 2027, May 17, 2027, June 17, 2027,
July 15, 2027, August 17, 2027, September 16, 2027, October
15, 2027, November 17, 2027, December 16, 2027, January
18, 2028, February 17, 2028, March 16, 2028, April 18, 2028,
May 17, 2028, June 15, 2028, July 17, 2028, August 17, 2028,
September 15, 2028, October 17, 2028, November 16, 2028,
December 15, 2028, January 18, 2029, February 15, 2029,
March 15, 2029, April 17, 2029, May 17, 2029, June 15, 2029
and the Maturity Date
* Subject to postponement in the event of a market disruption event
and as described under "Supplemental Terms of the Notes —
Postponement of a Determination Date — Notes Linked Solely to an
Index" in the accompanying underlying supplement and "General
Terms of Notes — Postponement of a Payment Date" in the
accompanying product supplement
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