Contingent Coupon Callable Yield Notes - Worst of Option (22550BSS3)

This is an income product linked to the S&P 500 and Russell 2000.The product offers a coupon of 6% p.a., paid semi-annually, only if each underlying is equal to or greater than 30% of its initial level on the corresponding observation date; otherwise, no coupon is paid for that period.On any semi-annually interest payment date, the issuer can decide to terminate the product, in that case the payou...

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