Open in workspace ↗
CitigroupClassicEURActive

XS2474840274 · Citigroup

Memory Coupon Barrier Autocall Notes su worst of iSTOXX Single Stock su AXA GR Decrement 1.69 Price EUR, iSTOXX Single Stock su Bayer GR Decrement 2.32 Price EUR, iSTOXX Single Stock su Societe Generale GR Decrement 2.08 Price EUR e iSTOXX Single Stock su Stellantis GR Decrement 1 Price EUR

iSTOXX Single Stock on Bayer GR Decrement 2.32 Price EUR / iSTOXX Single Stock on Stellantis GR Decrement 1 Price EUR / iSTOXX Single Stock on AXA GR Decrement 1.69 Price EUR / iSTOXX Single Stock on Societe Generale GR Decrement 2.08 Price EUR

Maxi coupon10%One-off payment
Capital barrier60%At maturity
ObservationDec 2, 2026Maxi coupon
MaturitySep 10, 2027Payment

The maxi coupon is a separate payment. Its observation and payment dates are shown separately from any recurring coupons. Observation: Not available. Payment: Not available.

How to read this structure

On the coupon observation dates, the conditional payment requires every underlying to be at or above the published coupon barrier (60% of its initial level).

The next published autocall level is 100% of the initial levels. Automatic redemption depends on every underlying being at or above its applicable level on the observation date. Later levels and dates are listed in the calendar.

These conditions do not describe every feature of the final repayment. The official documents define the complete payoff, costs, issuer risk, and any exceptions.

Underlyings and levels

UnderlyingStrikeCapital barrierCoupon barrierAutocall
iSTOXX Single Stock on Bayer GR Decrement 2.32 Price EURIXBAY232 · EUR52.9131.74660%31.74660%52.91100%
iSTOXX Single Stock on Stellantis GR Decrement 1 Price EURIXSTL1 · EUR137.860%7.860%13100%
iSTOXX Single Stock on AXA GR Decrement 1.69 Price EURIXCS169 · EUR23.9914.39460%14.39460%23.99100%
iSTOXX Single Stock on Societe Generale GR Decrement 2.08 Price EURIXGLE208 · EUR22.3313.39860%13.39860%22.33100%

Prices and distances require current market data. Open the workspace for market information and your personal tools.

Open in workspace ↗

Observation calendars

Coupon observations · 60
ObservationLevel (% of strike)Payment
Oct 3, 202260%Oct 11, 2022
Nov 2, 202260%Nov 9, 2022
Dec 2, 202260%Dec 9, 2022
Jan 2, 202360%Jan 9, 2023
Feb 2, 202360%Feb 9, 2023
Mar 2, 202360%Mar 9, 2023
Apr 3, 202360%Apr 12, 2023
May 2, 202360%May 9, 2023
Jun 2, 202360%Jun 9, 2023
Jul 3, 202360%Jul 11, 2023
Aug 2, 202360%Aug 9, 2023
Sep 4, 202360%Sep 11, 2023
Oct 2, 202360%Oct 10, 2023
Nov 2, 202360%Nov 9, 2023
Dec 4, 202360%Dec 11, 2023
Jan 2, 202460%Jan 9, 2024
Feb 2, 202460%Feb 9, 2024
Mar 4, 202460%Mar 11, 2024
Apr 2, 202460%Apr 9, 2024
May 2, 202460%May 9, 2024
Jun 3, 202460%Jun 10, 2024
Jul 2, 202460%Jul 10, 2024
Aug 2, 202460%Aug 9, 2024
Sep 2, 202460%Sep 9, 2024
Oct 2, 202460%Oct 9, 2024
Nov 4, 202460%Nov 12, 2024
Dec 2, 202460%Dec 9, 2024
Jan 2, 202560%Jan 9, 2025
Feb 3, 202560%Feb 10, 2025
Mar 3, 202560%Mar 10, 2025
Apr 2, 202560%Apr 9, 2025
May 2, 202560%May 9, 2025
Jun 2, 202560%Jun 9, 2025
Jul 2, 202560%Jul 10, 2025
Aug 4, 202560%Aug 11, 2025
Sep 2, 202560%Sep 9, 2025
Oct 2, 202560%Oct 9, 2025
Nov 3, 202560%Nov 10, 2025
Dec 2, 202560%Dec 9, 2025
Jan 2, 202660%Jan 9, 2026
Feb 2, 202660%Feb 9, 2026
Mar 2, 202660%Mar 9, 2026
Apr 2, 202660%Apr 13, 2026
May 4, 202660%May 11, 2026
Jun 2, 202660%Jun 9, 2026
Jul 2, 202660%Jul 9, 2026
Aug 3, 202660%Aug 10, 2026
Sep 2, 202660%Sep 10, 2026
Oct 2, 202660%Oct 9, 2026
Nov 2, 202660%Nov 9, 2026
Dec 2, 202660%Dec 9, 2026
Jan 4, 202760%Jan 11, 2027
Feb 2, 202760%Feb 9, 2027
Mar 2, 202760%Mar 9, 2027
Apr 2, 202760%Apr 9, 2027
May 3, 202760%May 10, 2027
Jun 2, 202760%Jun 9, 2027
Jul 2, 202760%Jul 12, 2027
Aug 2, 202760%Aug 9, 2027
Sep 2, 202760%Sep 10, 2027
Autocall observations · 49
ObservationLevel (% of strike)Payment
Sep 4, 2023100%Sep 11, 2023
Oct 2, 2023100%Oct 10, 2023
Nov 2, 2023100%Nov 9, 2023
Dec 4, 2023100%Dec 11, 2023
Jan 2, 2024100%Jan 9, 2024
Feb 2, 2024100%Feb 9, 2024
Mar 4, 2024100%Mar 11, 2024
Apr 2, 2024100%Apr 9, 2024
May 2, 2024100%May 9, 2024
Jun 3, 2024100%Jun 10, 2024
Jul 2, 2024100%Jul 10, 2024
Aug 2, 2024100%Aug 9, 2024
Sep 2, 2024100%Sep 9, 2024
Oct 2, 2024100%Oct 9, 2024
Nov 4, 2024100%Nov 12, 2024
Dec 2, 2024100%Dec 9, 2024
Jan 2, 2025100%Jan 9, 2025
Feb 3, 2025100%Feb 10, 2025
Mar 3, 2025100%Mar 10, 2025
Apr 2, 2025100%Apr 9, 2025
May 2, 2025100%May 9, 2025
Jun 2, 2025100%Jun 9, 2025
Jul 2, 2025100%Jul 10, 2025
Aug 4, 2025100%Aug 11, 2025
Sep 2, 2025100%Sep 9, 2025
Oct 2, 2025100%Oct 9, 2025
Nov 3, 2025100%Nov 10, 2025
Dec 2, 2025100%Dec 9, 2025
Jan 2, 2026100%Jan 9, 2026
Feb 2, 2026100%Feb 9, 2026
Mar 2, 2026100%Mar 9, 2026
Apr 2, 2026100%Apr 13, 2026
May 4, 2026100%May 11, 2026
Jun 2, 2026100%Jun 9, 2026
Jul 2, 2026100%Jul 9, 2026
Aug 3, 2026100%Aug 10, 2026
Sep 2, 2026100%Sep 10, 2026
Oct 2, 2026100%Oct 9, 2026
Nov 2, 2026100%Nov 9, 2026
Dec 2, 2026100%Dec 9, 2026
Jan 4, 2027100%Jan 11, 2027
Feb 2, 2027100%Feb 9, 2027
Mar 2, 2027100%Mar 9, 2027
Apr 2, 2027100%Apr 9, 2027
May 3, 2027100%May 10, 2027
Jun 2, 2027100%Jun 9, 2027
Jul 2, 2027100%Jul 12, 2027
Aug 2, 2027100%Aug 9, 2027
Sep 2, 2027100%Not available