INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 17/09/2024
ISIN XS2873371327
COUNTERPARTY CITI
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annually
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP: 3.375% Semi-Annually (6.75% p.a.)
Income Trigger: 70% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
17/09/2025
