INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 09/07/2024
ISIN XS2814638701
COUNTERPARTY Citi
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP: 1.735% Quarterly (6.94% p.a.)
Income Trigger: 60% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
09/07/2025
FINAL MATURITY DATE
09/07/2026