XS3127861683 · Citigroup
Memory Coupon Barrier Autocall Securities Based Upon the Worst Performing of Leonardo S.p.A., Stellantis N.V., STMicroelectronics N.V. and UniCredit S.p.A.
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
| Underlying | Strike | Capital barrier | Coupon barrier | Autocall |
|---|---|---|---|---|
| StellantisFRSTLA · EUR | 4.8835 | 0.976720% | 2.930160% | 4.8835100% |
| LeonardoLDO · EUR | 46.06 | 9.21220% | 27.63660% | 46.06100% |
| STMicroelectronicsSTMPA · EUR | 63.58 | 12.71620% | 38.14860% | 63.58100% |
| UniCreditUCG · EUR | 76.76 | 15.35220% | 46.05660% | 76.76100% |
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Open in workspace ↗Observation calendars
Coupon observations · 30
| Observation | Level (% of strike) | Payment |
|---|---|---|
| Jul 29, 2026 | 60% | Aug 5, 2026 |
| Aug 31, 2026 | 60% | Sep 8, 2026 |
| Sep 29, 2026 | 60% | Oct 6, 2026 |
| Oct 29, 2026 | 60% | Nov 5, 2026 |
| Nov 30, 2026 | 60% | Dec 7, 2026 |
| Dec 29, 2026 | 60% | Jan 6, 2027 |
| Jan 29, 2027 | 60% | Feb 5, 2027 |
| Mar 1, 2027 | 60% | Mar 8, 2027 |
| Mar 30, 2027 | 60% | Apr 6, 2027 |
| Apr 29, 2027 | 60% | May 6, 2027 |
| May 31, 2027 | 60% | Jun 7, 2027 |
| Jun 29, 2027 | 60% | Jul 7, 2027 |
| Jul 29, 2027 | 60% | Aug 5, 2027 |
| Aug 30, 2027 | 60% | Sep 7, 2027 |
| Sep 29, 2027 | 60% | Oct 6, 2027 |
| Oct 29, 2027 | 60% | Nov 5, 2027 |
| Nov 29, 2027 | 60% | Dec 6, 2027 |
| Dec 29, 2027 | 60% | Jan 5, 2028 |
| Jan 31, 2028 | 60% | Feb 7, 2028 |
| Feb 29, 2028 | 60% | Mar 7, 2028 |
| Mar 29, 2028 | 60% | Apr 5, 2028 |
| May 2, 2028 | 60% | May 9, 2028 |
| May 29, 2028 | 60% | Jun 5, 2028 |
| Jun 29, 2028 | 60% | Jul 7, 2028 |
| Jul 31, 2028 | 60% | Aug 7, 2028 |
| Aug 29, 2028 | 60% | Sep 6, 2028 |
| Sep 29, 2028 | 60% | Oct 6, 2028 |
| Oct 30, 2028 | 60% | Nov 6, 2028 |
| Nov 29, 2028 | 60% | Dec 6, 2028 |
| Dec 29, 2028 | 60% | Jan 8, 2029 |
Autocall observations · 24
| Observation | Level (% of strike) | Payment |
|---|---|---|
| Dec 29, 2026 | 100% | Jan 6, 2027 |
| Jan 29, 2027 | 98% | Feb 5, 2027 |
| Mar 1, 2027 | 96% | Mar 8, 2027 |
| Mar 30, 2027 | 94% | Apr 6, 2027 |
| Apr 29, 2027 | 92% | May 6, 2027 |
| May 31, 2027 | 90% | Jun 7, 2027 |
| Jun 29, 2027 | 88% | Jul 7, 2027 |
| Jul 29, 2027 | 86% | Aug 5, 2027 |
| Aug 30, 2027 | 84% | Sep 7, 2027 |
| Sep 29, 2027 | 82% | Oct 6, 2027 |
| Oct 29, 2027 | 80% | Nov 5, 2027 |
| Nov 29, 2027 | 78% | Dec 6, 2027 |
| Dec 29, 2027 | 76% | Jan 5, 2028 |
| Jan 31, 2028 | 74% | Feb 7, 2028 |
| Feb 29, 2028 | 72% | Mar 7, 2028 |
| Mar 29, 2028 | 70% | Apr 5, 2028 |
| May 2, 2028 | 68% | May 9, 2028 |
| May 29, 2028 | 66% | Jun 5, 2028 |
| Jun 29, 2028 | 64% | Jul 7, 2028 |
| Jul 31, 2028 | 62% | Aug 7, 2028 |
| Aug 29, 2028 | 60% | Sep 6, 2028 |
| Sep 29, 2028 | 60% | Oct 6, 2028 |
| Oct 30, 2028 | 60% | Nov 6, 2028 |
| Nov 29, 2028 | 60% | Dec 6, 2028 |