INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 08/04/2021
ISIN XS2295493162
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: GBP = 3.25% Semi-Annually
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
MATURITY DATE
08/04/2024
