What may happen if I change my app bundle identifier ?
For example, if I go from com.myapps.appname to com.myapps.utilities.appname, or com.myapps.appname.appnameFULL
What may happen for people who have already bought the app ?
What may happen with stored datas ?
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You will not be allowed to change it in iTunesConnect so there is no ramification as there is no possible way to do it. If you create a new app with a new bundle id, obviously old users of the other app will not get the updates. See this related question