CITI 70-60 Memory Income Autocall Sep 2024 USD

INVESTMENT DESCRIPTION

CURRENCY USD

STRIKE DATE 17/09/2024

ISIN XS2873368299

COUNTERPARTY BBVA

TYPE Note

RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annually
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 3.525% Semi-Annually (7.05% 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