INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 09/03/2021
ISIN XS2274294532
COUNTERPARTY Goldman Sachs
TYPE Note
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annual (First Observation at 24 months)
Autocall Trigger: 95% of initial level then reduced by 1% every 6 months
Memory Income Rate: GBP = 2.50% Semi-Annually
Income Trigger: 77% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
MATURITY DATE
11/09/2023
