This is a three-year autocallable investment linked to the Russell 2000 Index. It offers potential early returns if any of the autocallable conditions are met. Principal is not protected if the underlying finishes below 70% (in which case losses are accrued from the effective strike level of 70%, which is the initial level minus the buffer of 30%).
In general, the chance of an autocall much beyond the first or second opportunity is low, since it is conditional on not having satisfied the earlier
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