Capped Dual Directional Buffered Equity Notes - Worst of Option (48129HE29)

This is a growth product linked to the S&P 500 and Russell 2000.At maturity, if the final level of the worst performing underlying is greater than or equal to its initial level, the product offers a capital return of 100% plus 100% of the rise of the underlying, subject to a maximum overall return of 121%.If the lesser performing underlying has fallen by no more than 15% from its initial level, th...

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