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CitigroupClassicEURActive

XS3127843434 · Citigroup

EUR 42M COBA Memory STLAM.MI ( Cpn: 11.08%)

Stellantis

Coupon per period2.77%Quarterly
Capital barrier60%At maturity
ObservationFeb 5, 2027Coupon observations
MaturityMay 13, 2030Payment

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
StellantisFRSTLA · EUR3.96852.381160%2.381160%3.9685100%

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Observation calendars

Coupon observations · 14
ObservationLevel (% of strike)Payment
Feb 5, 202760%Feb 12, 2027
May 5, 202760%May 12, 2027
Aug 5, 202760%Aug 12, 2027
Nov 5, 202760%Nov 15, 2027
Feb 7, 202860%Feb 14, 2028
May 5, 202860%May 12, 2028
Aug 7, 202860%Aug 14, 2028
Nov 6, 202860%Nov 13, 2028
Feb 5, 202960%Feb 12, 2029
May 7, 202960%May 14, 2029
Aug 6, 202960%Aug 13, 2029
Nov 5, 202960%Nov 13, 2029
Feb 5, 203060%Feb 12, 2030
May 6, 203060%May 13, 2030
Autocall observations · 11
ObservationLevel (% of strike)Payment
Aug 5, 2027100%Aug 12, 2027
Nov 5, 202799%Nov 15, 2027
Feb 7, 202898%Feb 14, 2028
May 5, 202897%May 12, 2028
Aug 7, 202896%Aug 14, 2028
Nov 6, 202895%Nov 13, 2028
Feb 5, 202994%Feb 12, 2029
May 7, 202993%May 14, 2029
Aug 6, 202992%Aug 13, 2029
Nov 5, 202991%Nov 13, 2029
Feb 5, 203090%Feb 12, 2030