CITI 85-65 Memory Income Autocall EUR JUL 2024

INVESTMENT DESCRIPTION

CURRENCY EUR

STRIKE DATE 23/07/2024

ISIN XS2828710330

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: EUR: 3.20% Semi-Annual (6.40% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)

MATURITY DATE
23/01/2026