Callable Contingent Coupon Index-Linked Notes - Worst of Option (40054LWH3)

This is an income product linked to the S&P 500 and Russell 2000.The product offers a quarterly coupon of [6.00..7.00]% 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 investment f...

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