Index-Linked Trigger Notes - S&P 500 (40054LB29)

This is a growth product linked to the S&P 500.At maturity, if the underlying does not fall by more than 30% from its initial level the product offers a capital return of 100%, plus the greater of 0% and [126..130]% of the rise in the underlying over the investment period.Otherwise, the capital return is 100% minus 1% for every 1% fall.

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