INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 22/05/2020
ISIN XS2061738667
COUNTERPARTY Goldman Sachs
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 2.225% Quarterly
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
MATURITY DATE
24/05/2021