You can update your personal information directly on Saxo platforms.
The module is available:
For SaxoTraderGO and SaxoTraderPRO : Click on Menu icon 
> Update personal information
Name change
Please inform us of your new name via a Support request, select the option General enquiry and attach the proof of your new name in the form of one of the documents:
- National Identity Card
- Passport
- Deed Poll