Digital Dual Directional Barrier Securities - Worst of Option (40435FPZ4)

This is a growth product linked to the S&P 500 and Russell 2000.At maturity, if the lesser performing underlying is equal or greater than 70% of its initial level, the product offers a capital return of 100% plus the greater of 27% and 100% in the rise of the lesser performing underlying. Otherwise, the capital return is 100% minus 1% for every 1% fall in the worst performing underlying.

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