INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 15/05/2026
ISIN XS3164573985
COUNTERPARTY Citi
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Monthly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP: 0.775% Monthly (9.30% p.a.)
Income Trigger: 90% of the initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
MATURITY DATE
24/05/2027
FINAL MATURITY DATE
08/06/2032
