INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 24/07/2020
ISIN XS2094019911
COUNTERPARTY Goldman Sachs
TYPE Note
RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 6 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 1.825% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 70% Final level (European style)
MATURITY DATE
25/01/2021
