INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 23/10/2020
ISIN XS2105977198
COUNTERPARTY Goldman Sachs
TYPE Note
RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 90% of initial level
Memory Income Rate: USD = 3.55% Quarterly
Income Trigger: 50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 50% Final level (European style)
MATURITY DATE
23/04/2021
