Citi 85-65 Memory Income Autocall Feb 2024 GBP 

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