INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 06/08/2024
ISIN XS2828720727
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: USD: 3.00% Quarterly (6.00% p.a.)
Income Trigger: 90% of initial level
Capital Risk: None
Capital Protection: 100% Capital Protected at maturity
MATURITY DATE
06/08/2025
