INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 18/11/2024
ISIN XS2916899144
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: 4.935% Semi-Annual (9.87% p.a.)
Income Trigger: 85% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
18/11/2025
FINAL MATURITY DATE
18/11/2030