Buffered Performance Leveraged Upside Securities - S&P 500 (61768CMD6)

This is a growth product linked to the S&P 500.At maturity, the product offers a capital return of 100%, plus 118% of the rise in the underlying over the investment period.If the final index level is lower than its initial level by no more than 20%, the capital return is 100%.Otherwise, the capital return is 100% minus 1% for every 1% fall, in excess of the initial 20% fall.

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