INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 05/10/2026
ISIN XS3413611255
COUNTERPARTY Citi
TYPE Note
RETURN & BARRIERS
Maximum Term: 3.5 Years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 95% of initial level
Memory Income Rate: USD: 3.6875% Quarterly (14.75% p.a.)
Income Trigger: 55% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 55% Final level (European style)
MATURITY DATE
05/10/2027
FINAL MATURITY DATE
05/04/2030
