INVESTMENT DESCRIPTION
CURRENCY EUR
STRIKE DATE 04/11/2022
ISIN XS2550492677
COUNTERPARTY Citi
TYPE Note
RETURN & BARRIERS
Maximum Term: 6 years
Investment Structure: Annual Reducing Autocall
Autocall Opportunities: Annually (First Observation at 24 months)
Autocall Trigger: 100% of initial level then reduced by 10% per Semester
Autocall Rate: USD = 6.90% Semi-Annual
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
04/11/2024
