Buffered Enhanced Return Notes - S&P 500 (13605WGY1)

This is a growth product linked to the S&P 500.At maturity, if the underlying does not fall by more than 10% from its initial level, the product offers a capital return of 100%, plus the greater of 0% and 200% of the rise in the underlying over the investment period, subject to a maximum overall return of 117%. Otherwise, the capital return equals 100% minus 1% for every 1% fall in excess of the i...

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