INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 10/03/2020
ISIN XS2114136547
COUNTERPARTY Goldman Sachs
TYPE Note
RETURN & BARRIERS
Maximum Term: 8 years
Investment Structure: Snowballing Reducing Autocall
Autocall Opportunities: Annually (First Observation at 24 months)
Autocall Trigger: 100% of initial level then reducing by 5% annually
Coupon Rate: GBP= 7.4% Annually
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
10/03/2022
FINAL MATURITY DATE
17/03/2028