Callable Contingent Coupon Index-Linked Notes - Worst of Option (40054LRE6)

This is an income product linked to the S&P 500 and the Russell 2000 indices.The product offers a quarterly coupon of [6..7]% pa only if each underlying is greater than or equal to 55% of its respective initial level on the applicable observation date; otherwise no coupon is paid for that date.The issuer can terminate the product on any quarterly observation date after the first year of the invest...

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