Contingent Coupon Autocallable Yield Notes - Worst of Option (22550WKH9)

This is an income product linked to the S&P 500 and Russell 2000.The product offers a coupon of 7.25% pa, paid quarterly, only if each underlying is equal to or greater than 70% of its initial level; otherwise, no coupon is paid for that period.The product can terminate early if on any quarterly observation date each underlying is equal to or greater than its initial level, in that case the produc...

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