Index-Linked Capped Buffered Accelerator Notes - S&P 500 (89114QJR0)

This is a growth product linked to the S&P 500.At maturity, if the underlying does not fall by more than 20% from its initial level, the product offers a capital return of 100%, plus the greater of 0% and 300% of the rise in the underlying over the investment period, subject to a maximum overall return of 136.75%. Otherwise, the capital return equals 100% minus 1% for every 1% fall in excess of th...

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