Underlier-Linked Notes - Worst of Option (40055AJA6)

This is a growth product linked to the iShares MSCI EAFE ETF and iShares MSCI Emerging Markets ETF.At maturity, if neither underlying falls by more than 30% from its respective initial level, the product offers a capital return of 100%, plus the greater of 0% and 220% of the rise in the lesser performing underlying over the investment period. Otherwise, the capital return equals 100% minus 1% for ...

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