INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 26/03/2020
ISIN XS2125678768
COUNTERPARTY Goldman Sachs
TYPE Note
RETURN & BARRIERS
Investment Structure: Structured Note
Autocall Observations: Annual (First Observation at 24 months)
Autocall Trigger: 100% of initial strike level of Underlyings
Coupon Rate: GBP = 16% Annually
Protection Barrier: 65% of the Initial Index Level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
MATURITY DATE
28/03/2022
FINAL MATURITY DATE
03/04/2028