INVESTMENT DESCRIPTION
CURRENCY GBP
STRIKE DATE 17/05/2024
ISIN XS2795457709
COUNTERPARTY Citigroup Global Markets Limited
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly (First Observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP: 1.65% Quarterly (6.60% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
MATURITY DATE
18/05/2026
