You should check the key investor document for charges etc. It should be there. From looking at some of the previous structured products offered through Cantor Fitzgerald, the charges were built-in, so the return that they were quoting was after all charges were paid. Not sure whether that is the case here.
I think the main "risk" is what Freelance already called out. No deposit guarantee scheme if anything goes wrong with Goldman Sachs, or the particular legal entity that is actually the counterparty. Again, from looking at a previous prospectus, I recall that the legal entity was part of the Goldman Sachs group and guaranteed by the group, whatever that means in practice. I though the risk was quite low. But up to each person to decide for themselves whether they would be comfortable with this level of risk.