INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 28/01/2021
ISIN XS2274013627
COUNTERPARTY Goldman Sachs
TYPE Note
RETURN & BARRIERS
Investment Structure: Memory Income Reducing Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level then reduced by 1% every 3 months, floored at 85%
Memory Income Rate: GBP = 1.55% Quarterly
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
MATURITY DATE
28/07/2023
