...Subject to adjustment as described under "Description of Securities -- Adjustments to Valuation Dates and Payment Dates" in the accompanying product supplement. Underlying Return: The Underlying Return, expressed as a percentage, will equal: Final Price Initial Price Initial Price The Underlying Return may be positive, zero or negative. Upside Leverage Factor: 150.00% upside participation Downside Participation Factor: 117.647% downside participation Maximum Return: 16.00% Buffer Amount: 15.00% Initial Price: $67.01, equal to the Closing Price of the Underlying on the Trade Date Final Price: The Closing Price of the Underlying on the Final Valuation Date Closing Price: The closing price of one share of the Underlying on the relevant date of calculation multiplied by the then-current Share Adjustment Factor, as determined by the calculation agent. Share Adjustment Factor: Initially 1.0, subject to adjustment for certain actions affecting the Underlying. See "Description of Securities ...
