GS Diversified Markets Memory Income Autocall Feb 2021 GBP

INVESTMENT DESCRIPTION

CURRENCY GBP

STRIKE DATE 05/02/2021

ISIN XS2273845060

COUNTERPARTY Goldman Sachs

TYPE Note

RETURN & BARRIERS
Investment Structure: Quarterly Memory Income Reducing Autocall
Autocall opportunities: Quarterly (First observation at 24 months)
Autocall Trigger: 100% of initial level then reduced 2% per quarter
Memory Income Rate: 1.25% Quarterly
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 55% Final level (European style)

MATURITY DATE
07/05/2024