Callable Yield Notes Linked to the Worse Performing Index (067387CZ1)

This is an income product linked to the performance of the S&P500 and the Russell2000. The product offers a quarterly coupon of 7.75% pa. The issuer can call the notes on any quarterly date for a 100% payout.At maturity, if neither of the indices falls by more than 35% of its initial level, the product offers 100% captial return. If one or both of the indices falls by more than 35% of its initial ...

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