...The Phoenix Autocallable Securities (the " securities ") are linked to the performance of the common stock of Amazon.com, Inc. (the " Underlying ") and may pay a Contingent Coupon on a quarterly basis at a rate of 12.00% per annum. The Contingent Coupon will be payable on a Coupon Payment Date only if the Stock Price of the Underlying on the applicable Observation Date is greater than or equal to the Coupon Barrier, which is equal to 80.00% of the Initial Price. The Stock Price refers to (i) the Closing Price of the Underlying in the case of any Observation Date other than the final Observation Date and (ii) the Final Price (calculated in reference to the Averaging Dates as set forth below) in the case of the final Observation Date....
