Preliminary Pricing Supplement
Subject To Completion, dated March 8, 2023
(To Prospectus dated December 30, 2022,
Series A Prospectus Supplement dated December 30, 2022 and
Product Supplement No. WF-1 dated March 8, 2023)
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BofA Finance LLC
Medium-Term Notes, Series A
Fully and Unconditionally Guaranteed by Bank of America Corporation
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Market Linked Securities— Auto-Callable with Leveraged Upside Participation and Fixed Percentage Buffered Downside
Principal at Risk Securities Linked to the EURO STOXX 50® Index due April 6, 2026
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■ Linked to the EURO STOXX 50® Index (the Underlying)
■ Unlike ordinary debt securities, the Securities do not pay interest or repay a fixed amount of principal at maturity and are subject to potential automatic call upon the terms described below. Whether the Securities are automatically called for a fixed call premium or, if not automatically called, the Maturity Payment Amount, will depend, in each case, on the performance of the Underlying
■ Automatic Call. If the closing level of the Underlying on the Call Date is greater than or equal to the Starting Value, the Securities will be automatically called for the principal amount plus a Call Premium of at least 12.00% of the principal amount (to be determined on the Pricing Date)
■ Maturity Payment Amount. If the Securities are not automatically called, you will receive a Maturity Payment Amount that may be greater than, equal to or less than the principal amount of the Securities, depending on the performance of the Underlying from the Starting Value to the Ending Value. The Maturity Payment Amount will reflect the following terms:
■ If the level of the Underlying increases, you will receive the principal amount plus a positive return equal to the Upside Participation Rate of 150% of the percentage increase in the level of the Underlying from the Starting Value
■ If the level of the Underlying decreases but the decrease is not more than the Buffer Amount of 20.00%, you will receive the principal amount
■ If the level of the Underlying decreases by more than the Buffer Amount, you will receive less than the principal amount and have 1-to-1 downside exposure to the decrease in the level of the Underlying in excess of the Buffer Amount
■ Investors may lose up to 80.00% of the principal amount
■ If the Securities are automatically called, the positive return on the Securities will be limited to the Call Premium, even if the closing level of the Underlying on the Call Date significantly exceeds the Starting Value. If the Securities are automatically called, you will not have the opportunity to participate in any appreciation of the Underlying at the Upside Participation Rate
■ All payments on the Securities are subject to the credit risk of BofA Finance LLC (BofA Finance), as issuer of the Securities, and Bank of America Corporation (BAC or the Guarantor), as guarantor of the Securities
■ No periodic interest payments or dividends
■ Securities will not be listed on any securities exchange
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Public offering price
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Underwriting Discount(1)(2)
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Proceeds, before expenses, to BofA Finance
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Per Security
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$1,000.00
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$25.75
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$974.25
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Total
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Wells Fargo Securities
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Market Linked Securities— Auto-Callable with Leveraged Upside Participation and Fixed Percentage Buffered Downside
Principal at Risk Securities Linked to the EURO STOXX 50® Index due April 6, 2026
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Issuer:
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BofA Finance LLC
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Guarantor:
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BAC
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Underlying:
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EURO STOXX 50® Index (Bloomberg symbol: SX5E), a price return index.
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Pricing Date*:
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March 30, 2023.
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Issue Date*:
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April 4, 2023.
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Maturity
Date*:
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April 6, 2026, subject to postponement as described below in —Market Disruption Events and Postponement Provisions. The Securities are not subject to repayment at the option of any holder of the Securities prior to the Maturity Date.
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Denominations:
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$1,000 and any integral multiple of $1,000. References in this pricing supplement to a Security are to a Security with a principal amount of $1,000.
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Automatic Call:
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If the closing level of the Underlying on the Call Date is greater than or equal to the Starting Value, the Securities will be automatically called, and on the Call Settlement Date you will be entitled to receive a cash payment per Security in U.S. dollars equal to the principal amount plus the Call Premium.
If the Securities are automatically called, the positive return on the Securities will be limited to the Call Premium, even if the closing level of the Underlying on the Call Date significantly exceeds the Starting Value. If the Securities are automatically called, you will not have the opportunity to participate in any appreciation of the Underlying at the Upside Participation Rate.
If the Securities are automatically called, they will cease to be outstanding on the Call Settlement Date and you will have no further rights under the Securities after the Call Settlement Date. You will not receive any notice from us if the Securities are automatically called.
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Call Date:
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April 4, 2024, subject to postponement as described below in —Market Disruption Events and Postponement Provisions.
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Call Premium:
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At least 12.00% of the principal amount (or at least $120 per Security), to be determined on the Pricing Date.
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Call Settlement Date:
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Five business days after the Call Date (as the Call Date may be postponed as described below in —Market Disruption Events and Postponement Provisions).
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Maturity Payment Amount:
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If the Securities are not automatically called, then on the Maturity Date, you will be entitled to receive a cash payment per Security in U.S. dollars equal to the Maturity Payment Amount. The Maturity Payment Amount per Security will equal:
• if the Ending Value is greater than the Starting Value:
$1,000 + ($1,000 × Underlying Return × Upside Participation Rate);
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• if the Ending Value is less than or equal to the Starting Value, but greater than or equal to the Threshold Value: $1,000; or
• if the Ending Value is less than the Threshold Value:
$1,000 + [$1,000 × (Underlying Return + Buffer Amount)]
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Market Linked Securities— Auto-Callable with Leveraged Upside Participation and Fixed Percentage Buffered Downside
Principal at Risk Securities Linked to the EURO STOXX 50® Index due April 6, 2026
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If the Securities are not automatically called, and the Ending Value is less than the Threshold Value, you will have 1-to-1 downside exposure to the decrease in the level of the Underlying in excess of the Buffer Amount and will lose some, and possibly up to 80%, of the principal amount of your Securities at maturity.
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Final Calculation Day*:
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March 30, 2026, subject to postponement as described below in —Market Disruption Events and Postponement Provisions.
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Closing Level:
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Closing level has the meaning set forth under General Terms of the Securities—Certain Terms for Securities Linked to an Index—Certain Definitions in the accompanying product supplement.
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Starting Value:
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, which is the closing level of the Underlying on the Pricing Date.
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Ending Value:
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The Ending Value will be the closing level of the Underlying on the Final Calculation Day.
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Threshold Value:
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, which is equal to 80.00% of the Starting Value.
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Buffer Amount:
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20%.
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Upside Participation Rate:
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150%.
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Underlying Return:
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The percentage change from the Starting Value to the Ending Value, measured as follows:
Ending Value Starting Value
Starting Value
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Market Disruption Events and Postponement Provisions:
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The Call Date and the Final Calculation Day are each subject to postponement due to non-trading days and the occurrence of a market disruption event. In addition, each of the Call Settlement Date and the Maturity Date will be postponed if the Call Date or Final Calculation Day, as applicable, is postponed and will be adjusted for non-business days. For more information regarding adjustments to the Call Date, the Final Calculation Day, the Call Settlement Date and the Maturity Date, see General Terms of the Securities—Consequences of a Market Disruption Event; Postponement of a Calculation Day—Securities Linked to a Single Market Measure and —Payment Dates in the accompanying product supplement. For purposes of the accompanying product supplement, the Call Date and the Final Calculation Day are each a calculation day and the Call Settlement Date and the Maturity Date are each a payment date. In addition, for information regarding the circumstances that may result in a market disruption event, see General Terms of the Securities—Certain Terms for Securities Linked to an Index—Market Disruption Events in the accompanying product supplement.
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Calculation Agent:
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BofA Securities, Inc. (BofAS), an affiliate of BofA Finance.
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Market Linked Securities— Auto-Callable with Leveraged Upside Participation and Fixed Percentage Buffered Downside
Principal at Risk Securities Linked to the EURO STOXX 50® Index due April 6, 2026
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Selling Agents:
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BofAS and Wells Fargo Securities, LLC (WFS).
Under our distribution agreement with BofAS, BofAS will purchase the Securities from us as principal at the public offering price indicated on the cover of this pricing supplement, less the indicated underwriting discount. BofAS will sell the Securities to WFS at the public offering price of the Securities less a concession of up to $25.75 per Security. WFS may provide dealers, which may include Wells Fargo Advisors (WFA) (the trade name of the retail brokerage business of WFS’s affiliates, Wells Fargo Clearing Services, LLC and Wells Fargo Advisors Financial Network, LLC), with a selling concession of up to $20.00 per Security. In addition to the concession allowed to WFA, WFS may pay up to $0.75 per Security to WFA as a distribution expense fee for each Security sold by WFA.
In addition, in respect of certain Securities sold in this offering, BofAS or its affiliates may pay a fee of up to $1.00 per Security to selected securities dealers in consideration for marketing and other services in connection with the distribution of the Securities to other securities dealers.
WFS has advised us that if it, WFA or any of their affiliates makes a secondary market in the Securities at any time up to the Issue Date or during the three-month period following the Issue Date, the secondary market price offered by it, WFA or any of their affiliates will be increased by an amount reflecting a portion of the costs associated with selling, structuring and hedging the Securities that are included in the public offering price of the Securities. Because this portion of the costs is not fully deducted upon issuance, WFS has advised us that any secondary market price it, WFA or any of their affiliates offers during this period will be higher than it otherwise would be outside of this period, as any secondary market price offered outside of this period will reflect the full deduction of the costs as described above. WFS has advised us that the amount of this increase in the secondary market price will decline steadily to zero over this three-month period. If you hold the Securities through an account at WFS, WFA or any of their affiliates, WFS has advised us that it expects that this increase will also be reflected in the value indicated for the Securities on your brokerage account statement. If you hold your Securities through an account at a broker-dealer other than WFS, WFA or any of their affiliates, the value of the Securities on your brokerage account statement may be different than if you held your Securities at WFS, WFA or any of their affiliates.
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Events of Default
and Acceleration:
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If an Event of Default, as defined in the senior indenture relating to the Securities and in the section entitled Description of Debt Securities of BofA Finance LLC—Events of Default and Rights of Acceleration; Covenant Breaches on page 54 of the accompanying prospectus, with respect to the Securities occurs and is continuing, the amount payable to a holder of the Securities upon any acceleration permitted under the senior indenture will be equal to the amount described under the caption Terms of the Securities—Maturity Payment Amount above, calculated as though the date of acceleration were the Final Calculation Day of the Securities; provided that if the closing level of the Underlying on the date of acceleration is equal to or greater than the Starting Value, then the Maturity Payment Amount will be calculated using a call premium that is prorated to the date of acceleration. In case of a default in the payment of the Securities, whether at their maturity or upon acceleration, the Securities will not bear a default interest rate.
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Material Tax
Consequences:
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For a discussion of the material U.S. federal income and estate tax consequences of the ownership and disposition of the Securities, see U.S. Federal Income Tax Summary.
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CUSIP:
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09709VKB1
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* Subject to change
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Market Linked Securities— Auto-Callable with Leveraged Upside Participation and Fixed Percentage Buffered Downside
Principal at Risk Securities Linked to the EURO STOXX 50® Index due April 6, 2026
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Additional Information about BofA Finance, the Guarantor and the Securities
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●
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Product Supplement No. WF-1 dated March 8, 2023:
https://www.sec.gov/Archives/edgar/data/1682472/000119312523064044/d451936d424b2.htm |
●
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Series A MTN prospectus supplement dated December 30, 2022 and prospectus dated December 30, 2022:
https://www.sec.gov/Archives/edgar/data/1682472/000119312522315195/d409418d424b3.htm |
Market Linked Securities— Auto-Callable with Leveraged Upside Participation and Fixed Percentage Buffered Downside
Principal at Risk Securities Linked to the EURO STOXX 50® Index due April 6, 2026
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Market Linked Securities— Auto-Callable with Leveraged Upside Participation and Fixed Percentage Buffered Downside
Principal at Risk Securities Linked to the EURO STOXX 50® Index due April 6, 2026
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Determining Timing and Amount of Payment on the Securities
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Market Linked Securities— Auto-Callable with Leveraged Upside Participation and Fixed Percentage Buffered Downside
Principal at Risk Securities Linked to the EURO STOXX 50® Index due April 6, 2026
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Market Linked Securities— Auto-Callable with Leveraged Upside Participation and Fixed Percentage Buffered Downside
Principal at Risk Securities Linked to the EURO STOXX 50® Index due April 6, 2026
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Market Linked Securities— Auto-Callable with Leveraged Upside Participation and Fixed Percentage Buffered Downside
Principal at Risk Securities Linked to the EURO STOXX 50® Index due April 6, 2026
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Changes that affect the Index may adversely affect the value of the Securities and any payments on the Securities.
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We and our affiliates have no affiliation with the index sponsor and have not independently verified its public disclosure of information.
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Market Linked Securities— Auto-Callable with Leveraged Upside Participation and Fixed Percentage Buffered Downside
Principal at Risk Securities Linked to the EURO STOXX 50® Index due April 6, 2026
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Market Linked Securities— Auto-Callable with Leveraged Upside Participation and Fixed Percentage Buffered Downside
Principal at Risk Securities Linked to the EURO STOXX 50® Index due April 6, 2026
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Hypothetical Call Premium:
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12.00% of the principal amount (the lowest possible Call Premium that may be determined on the Pricing Date)
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Upside Participation Rate:
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150.00%
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Hypothetical Starting Value:
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100.00
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Hypothetical Threshold Value:
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80.00 (80% of the hypothetical Starting Value)
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Market Linked Securities— Auto-Callable with Leveraged Upside Participation and Fixed Percentage Buffered Downside
Principal at Risk Securities Linked to the EURO STOXX 50® Index due April 6, 2026
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Hypothetical
Ending Value |
Hypothetical Underlying Return
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Hypothetical
Maturity Payment Amount
per Security
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Hypothetical
pre-tax total
rate of return
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200.00
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100.00%
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$2,500.00
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150.00%
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150.00
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50.00%
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$1,750.00
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75.00%
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140.00
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40.00%
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$1,600.00
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60.00%
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130.00
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30.00%
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$1,450.00
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45.00%
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120.00
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20.00%
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$1,300.00
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30.00%
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110.00
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10.00%
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$1,150.00
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15.00%
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105.00
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5.00%
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$1,075.00
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7.50%
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100.00
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0.00%
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$1,000.00
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0.00%
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90.00
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-10.00%
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$1,000.00
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0.00%
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80.00
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-20.00%
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$1,000.00
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0.00%
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79.00
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-21.00%
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$990.00
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-1.00%
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70.00
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-30.00%
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$900.00
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-10.00%
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50.00
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-50.00%
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$700.00
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-30.00%
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25.00
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-75.00%
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$450.00
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-55.00%
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0.00
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-100.00%
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$200.00
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-80.00%
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EURO STOXX 50® Index
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Hypothetical Starting Value:
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100.00
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Hypothetical closing level on the Call Date:
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125.00
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Market Linked Securities— Auto-Callable with Leveraged Upside Participation and Fixed Percentage Buffered Downside
Principal at Risk Securities Linked to the EURO STOXX 50® Index due April 6, 2026
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EURO STOXX 50® Index
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Hypothetical Starting Value:
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100.00
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Hypothetical closing level on the Call Date:
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75.00
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Hypothetical Ending Value:
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120.00
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Hypothetical Threshold Value:
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80.00, which is 80% of the hypothetical Starting Value
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Hypothetical Underlying Return
(Ending Value - Starting Value)/Starting Value:
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20.00%
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EURO STOXX 50® Index
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Hypothetical Starting Value:
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100.00
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Hypothetical closing level on the Call Date:
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75.00
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Hypothetical Ending Value:
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95.00
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Hypothetical Threshold Value:
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80.00, which is 80% of the hypothetical Starting Value
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Hypothetical Underlying Return
(Ending Value - Starting Value)/Starting Value:
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-5.00%
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EURO STOXX 50® Index
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Hypothetical Starting Value:
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100.00
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Hypothetical closing level on the Call Date:
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75.00
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Hypothetical Ending Value:
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50.00
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Hypothetical Threshold Value:
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80.00, which is 80% of the hypothetical starting level
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Hypothetical Underlying Return
(Ending Value - Starting Value)/Starting Value:
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-50.00%
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Market Linked Securities— Auto-Callable with Leveraged Upside Participation and Fixed Percentage Buffered Downside
Principal at Risk Securities Linked to the EURO STOXX 50® Index due April 6, 2026
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Market Linked Securities— Auto-Callable with Leveraged Upside Participation and Fixed Percentage Buffered Downside
Principal at Risk Securities Linked to the EURO STOXX 50® Index due April 6, 2026
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Market Linked Securities— Auto-Callable with Leveraged Upside Participation and Fixed Percentage Buffered Downside
Principal at Risk Securities Linked to the EURO STOXX 50® Index due April 6, 2026
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●
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sponsor, endorse, sell or promote the Securities.
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●
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recommend that any person invest in the Securities or any other securities.
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have any responsibility or liability for or make any decisions about the timing, amount or pricing of the Securities.
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have any responsibility or liability for the administration, management or marketing of the Securities.
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consider the needs of the Securities or the owners of the Securities in determining, composing or calculating the SX5E or have any obligation to do so.
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STOXX, Deutsche Börse Group and their licensors, research partners or data providers do not give any warranty, express or implied, and exclude any liability about:
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The results to be obtained by the Securities, the owner of the Securities or any other person in connection with the use of the SX5E and the data included in the SX5E;
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●
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The accuracy, timeliness, and completeness of the SX5E and its data;
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●
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The merchantability and the fitness for a particular purpose or use of the SX5E and its data;
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The performance of the Securities generally.
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STOXX, Deutsche Börse Group and their licensors, research partners or data providers give no warranty and exclude any liability, for any errors, omissions or interruptions in the SX5E or its data;
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●
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Under no circumstances will STOXX, Deutsche Börse Group or their licensors, research partners or data providers be liable (whether in negligence or otherwise) for any lost profits or indirect, punitive, special or consequential damages or losses, arising as a result of such errors, omissions or interruptions in the SX5E or its data or generally in relation to the Securities, even in circumstances where STOXX, Deutsche Börse Group or their licensors, research partners or data providers are aware that such loss or damage may occur.
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Market Linked Securities— Auto-Callable with Leveraged Upside Participation and Fixed Percentage Buffered Downside
Principal at Risk Securities Linked to the EURO STOXX 50® Index due April 6, 2026
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Market Linked Securities— Auto-Callable with Leveraged Upside Participation and Fixed Percentage Buffered Downside
Principal at Risk Securities Linked to the EURO STOXX 50® Index due April 6, 2026
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●
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There is no statutory, judicial, or administrative authority directly addressing the characterization of the Securities.
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●
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You agree with us (in the absence of an administrative determination, or judicial ruling to the contrary) to characterize and treat the Securities for all tax purposes as single financial contracts with respect to the Underlying. In the opinion of Sidley Austin LLP, our tax counsel, the U.S. federal income tax characterization and treatment of the Securities described herein is a reasonable interpretation of current law.
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Under this characterization and tax treatment of the Securities, a U.S. Holder (as defined beginning on page 71 of the accompanying prospectus) generally will recognize capital gain or loss upon maturity or upon a sale, exchange or redemption of the Securities. This capital gain or loss generally will be long-term capital gain or loss if you held the Securities for more than one year.
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●
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No assurance can be given that the Internal Revenue Service (IRS) or any court will agree with this characterization and tax treatment.
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●
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Under current IRS guidance, withholding on dividend equivalent payments (as discussed in the accompanying product supplement), if any, will not apply to Securities that are issued as of the date of this pricing supplement unless such Securities are delta-one instruments. Based on our determination that the Securities are not delta-one instruments, Non-U.S. Holders should not be subject to withholding on dividend equivalent payments, if any, under the Securities.
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●
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Under current law, while the matter is not entirely clear, individual Non-U.S. Holders, and entities whose property is potentially includible in those individuals’ gross estates for U.S. federal estate tax purposes (for example, a trust funded by such an individual and with respect to which the individual has retained certain interests or powers), should note that, absent an applicable treaty benefit, the Securities are likely to be treated as U.S. situs property, subject to U.S. federal estate tax. These individuals and entities should consult their own tax advisors regarding the U.S. federal estate tax consequences of investing in the Securities.
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