Goldman Sachs Accelerated FTSE Growth Plan May 2024

INVESTMENT DESCRIPTION

A  5-year investment product linked to the performance of the FTSE 100 index. Initial Level is the close of business level of the Underlying on the product Strike Date. If at 24 months, the closing level of the Underlying is at or above 100% of its initial level the plan will kick out and mature early, paying a coupon of 18%, plus 100% of initial capital. Should the plan not Kick Out, the investor will receive a return of 180% of any growth in the Underlying Index from 90% of its initial level, capped at 130%. Therefore, the max return is 72% of any initial investment.

CURRENCY GBP

STRIKE DATE 31/05/2024

ISIN XS2773466052

COUNTERPARTY Goldman Sachs

TYPE Note

RETURN & BARRIERS
Maximum Term: 5 years
Investment Structure: Accelerator Plan
Autocall Opportunities: 24 months
Autocall Trigger: 100% of Initial Level
Payment: GBP = 18% if autocalled
Discount Strike: 90% of initial Level
Cap: 130% of initial Level
Participation: 180% at maturity if not autocalled
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (Observed at maturity only)

MATURITY DATE
01/06/2026