INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 01/12/2021
ISIN XS2403707784
COUNTERPARTY Goldman Sachs
TYPE Note
RETURN & BARRIERS
Maximum Term: 4 years
Investment Structure: Memory Income Autocall
Autocall opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 90% of initial level
Memory Income Rate: USD = 4.5375% Quarterly (18.15% p.a.)
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
MATURITY DATE
03/03/2025