INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 28/02/2024
ISIN XS2758845023
COUNTERPARTY Citi
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP: 1.835% Quarterly 7.34% p.a.)
Income Trigger: 85.50% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
MATURITY DATE
29/11/2024