INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 09/12/2021
ISIN XS2403751840
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: 100% of initial level
Memory Income Rate: USD = 2.50% Quarterly (10.00% p.a.)
Income Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
10/06/2024