XS2544213163 · Citigroup
Memory Coupon Barrier Autocall Notes Based Upon the Worst Performing of the iSTOXX DPW GR Decrement 1.35 Price EUR, the iSTOXX Single Stock on Enel GR Decrement 0.38 Price EUR, the iSTOXX Single Stock on Vinci GR Decrement 3.28 Price EUR and the iSTOXX Single Stock on Volkswagen GR Decrement 7.17 Price EUR
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 85% 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
| Underlying | Strike | Capital barrier | Coupon barrier | Autocall |
|---|---|---|---|---|
| iSTOXX Single Stock on Enel GR Decrement 0.38 Price EURIXENEL03 · EUR | 5.46 | 3.27660% | 3.27660% | 4.64185% |
| iSTOXX Single Stock on Volkswagen GR Decrement 7.17 Price EURIXVOW717 · EUR | 142.37 | 85.42260% | 85.42260% | 121.014585% |
| iSTOXX DPW GR Decrement 1.35 Price EURIXDPW135 · EUR | 37.58 | 22.54860% | 22.54860% | 31.94385% |
| iSTOXX Single Stock on Vinci GR Decrement 3.28 Price EURIXDG328 · EUR | 99.24 | 59.54460% | 59.54460% | 84.35485% |
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Open in workspace ↗Observation calendars
Coupon observations · 30
| Observation | Level (% of strike) | Payment |
|---|---|---|
| Mar 23, 2023 | 60% | Mar 30, 2023 |
| May 23, 2023 | 60% | May 31, 2023 |
| Jul 24, 2023 | 60% | Jul 31, 2023 |
| Sep 25, 2023 | 60% | Oct 2, 2023 |
| Nov 23, 2023 | 60% | Nov 30, 2023 |
| Jan 23, 2024 | 60% | Jan 30, 2024 |
| Mar 25, 2024 | 60% | Apr 3, 2024 |
| May 23, 2024 | 60% | May 31, 2024 |
| Jul 23, 2024 | 60% | Jul 30, 2024 |
| Sep 23, 2024 | 60% | Sep 30, 2024 |
| Nov 25, 2024 | 60% | Dec 3, 2024 |
| Jan 23, 2025 | 60% | Jan 30, 2025 |
| Mar 24, 2025 | 60% | Mar 31, 2025 |
| May 23, 2025 | 60% | Jun 2, 2025 |
| Jul 23, 2025 | 60% | Jul 30, 2025 |
| Sep 23, 2025 | 60% | Sep 30, 2025 |
| Nov 24, 2025 | 60% | Dec 2, 2025 |
| Jan 23, 2026 | 60% | Jan 30, 2026 |
| Mar 23, 2026 | 60% | Mar 30, 2026 |
| May 22, 2026 | 60% | Jun 1, 2026 |
| Jul 23, 2026 | 60% | Jul 30, 2026 |
| Sep 23, 2026 | 60% | Sep 30, 2026 |
| Nov 23, 2026 | 60% | Dec 1, 2026 |
| Jan 25, 2027 | 60% | Feb 1, 2027 |
| Mar 23, 2027 | 60% | Apr 1, 2027 |
| May 24, 2027 | 60% | Jun 1, 2027 |
| Jul 23, 2027 | 60% | Jul 30, 2027 |
| Sep 23, 2027 | 60% | Sep 30, 2027 |
| Nov 23, 2027 | 60% | Dec 1, 2027 |
| Jan 24, 2028 | 60% | Jan 31, 2028 |
Autocall observations · 26
| Observation | Level (% of strike) | Payment |
|---|---|---|
| Sep 25, 2023 | 100% | Oct 2, 2023 |
| Nov 23, 2023 | 100% | Nov 30, 2023 |
| Jan 23, 2024 | 100% | Jan 30, 2024 |
| Mar 25, 2024 | 100% | Apr 3, 2024 |
| May 23, 2024 | 100% | May 31, 2024 |
| Jul 23, 2024 | 100% | Jul 30, 2024 |
| Sep 23, 2024 | 95% | Sep 30, 2024 |
| Nov 25, 2024 | 95% | Dec 3, 2024 |
| Jan 23, 2025 | 95% | Jan 30, 2025 |
| Mar 24, 2025 | 95% | Mar 31, 2025 |
| May 23, 2025 | 95% | Jun 2, 2025 |
| Jul 23, 2025 | 95% | Jul 30, 2025 |
| Sep 23, 2025 | 90% | Sep 30, 2025 |
| Nov 24, 2025 | 90% | Dec 2, 2025 |
| Jan 23, 2026 | 90% | Jan 30, 2026 |
| Mar 23, 2026 | 90% | Mar 30, 2026 |
| May 22, 2026 | 90% | Jun 1, 2026 |
| Jul 23, 2026 | 90% | Jul 30, 2026 |
| Sep 23, 2026 | 85% | Sep 30, 2026 |
| Nov 23, 2026 | 85% | Dec 1, 2026 |
| Jan 25, 2027 | 85% | Feb 1, 2027 |
| Mar 23, 2027 | 85% | Apr 1, 2027 |
| May 24, 2027 | 85% | Jun 1, 2027 |
| Jul 23, 2027 | 85% | Jul 30, 2027 |
| Sep 23, 2027 | 80% | Sep 30, 2027 |
| Nov 23, 2027 | 80% | Dec 1, 2027 |