Buffered Digital Notes - S&P 500 (13605WCM1)

This is a growth product linked to the S&P 500.At maturity, if the underlying is at or above its initial level, the product offers a capital return of 120.50%. If the final underlying level has fallen by more than 17%, the capital return is 100%, minus 1% for every 1% fall in excess of the initial 17% fall. Otherwise, the capital return is 100%.

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