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PRODUCT VALUATION REPORT

Goldman Sachs Diversified Markets Classic Autocall Dec 2020 GBP

Strike Date: 15/12/2020
Next Observation Date: 15/06/2026
Final Observation Date: 15/12/2026
Returns and Barriers: 
Investment Structure: Classic Autocall
Autocall Opportunities: Semi-Annual
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Coupon Rate: GBP = 5.75% Semi-Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
ISIN: XS2019669493
Currency: GBP
Current Price: 99.02% (as at 05/06/2026 10:12 UK Time)
Coupons Paid to Date: 0.0000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
S&P/ASX 2006,631.348,686.1330.99%
HSCEI10,399.568,501.91-18.25%
IBEX 358,152.4018,276.00124.18%
MSCI Taiwan564.552,049.19262.98%
Source: Bloomberg