Help pls

TLDR; If it's really that big of an issue just withdraw. You'll likely be fine, just be ready to explain why.

A withdrawal in a non-core class is better than sub-par grades in all your classes, especially leading up to your internship. I can't speak for every group, but I did have a transcript review during one of my FT super days, so I can say this stuff can and does happen. The difference between an imperfect background and landing the offer is your ability to explain the "why" behind whatever smudges are on your record. The way I see it, you have two scenarios, assuming you sincerely can't get your grade up in that class:

1. You stick with the class and get sub-par grades in everything. Your overall GPA and relevant course performance have now ticked downward compared to before. It may or may not come up, and if it does then how will you explain yourself? Why did your GPA go down? Oh, you had a blocker that was not critical to your success and you let it impact your primary goal? That isn't going to translate well to banking, where you will always have too much on your plate and will need to either make it work or prioritize aggressively.
2. You withdraw and this late in the term it shows on your transcript. All your core classes are fine, you just have this one W or whatever for a History class. During a 1:1, your mentor / VP / HR rep asks about it (unlikely). You explain exactly what you said in the post: you had this history class that was notoriously hard, you gave it a full swing and decided to withdraw once you realized it was impacting your core work. After withdrawing, you started meeting your own expectations in your core classes. Whoever asked nods their head and says something like "That makes sense, that must have been a tough call at the time. I remember when..." and then goes on to talk about their own similar experience.

At the end of the day, it comes down to your story and how you communicate your ability to work in a high-paced environment with ambiguous directions, conflicting priorities, and high expectations.