INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 19/02/2021
ISIN XS2274390504
COUNTERPARTY Goldman Sachs
TYPE Note
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level then reduced by 2% every 6 months, floored at 85%
Memory Income Rate: USD = 4.40% Semi-Annually
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
MATURITY DATE
22/02/2022
