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CitigroupClassicEURActive

XS2474841835 · Citigroup

EUR 60M Autocall Coupon Barrier .IXENEL03-.IXENI088-.IXISP019-.IXSTL1

iSTOXX Single Stock on Enel GR Decrement 0.38 Price EUR / iSTOXX ISP GR Decrement 0.197 Price EUR / iSTOXX Single Stock on Eni GR Decrement 0.88 Price EUR / iSTOXX Single Stock on Stellantis GR Decrement 1 Price EUR

Maxi coupon9.5%One-off payment
Capital barrier60%At maturity
ObservationJan 28, 2027Maxi coupon
MaturityAug 4, 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 80% 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 Enel GR Decrement 0.38 Price EURIXENEL03 · EUR4.852.9160%2.9160%3.8880%
iSTOXX ISP GR Decrement 0.197 Price EURIXISP019 · EUR1.681.00860%1.00860%1.34480%
iSTOXX Single Stock on Eni GR Decrement 0.88 Price EURIXENI088 · EUR10.956.5760%6.5760%8.7680%
iSTOXX Single Stock on Stellantis GR Decrement 1 Price EURIXSTL1 · EUR12.57.560%7.560%1080%

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Observation calendars

Coupon observations · 20
ObservationLevel (% of strike)Payment
Oct 28, 202260%Nov 4, 2022
Jan 30, 202360%Feb 6, 2023
Apr 28, 202360%May 8, 2023
Jul 28, 202360%Aug 4, 2023
Oct 30, 202360%Nov 6, 2023
Jan 29, 202460%Feb 5, 2024
Apr 29, 202460%May 7, 2024
Jul 29, 202460%Aug 5, 2024
Oct 28, 202460%Nov 4, 2024
Jan 28, 202560%Feb 4, 2025
Apr 28, 202560%May 6, 2025
Jul 28, 202560%Aug 4, 2025
Oct 28, 202560%Nov 4, 2025
Jan 28, 202660%Feb 4, 2026
Apr 28, 202660%May 6, 2026
Jul 28, 202660%Aug 4, 2026
Oct 28, 202660%Nov 4, 2026
Jan 28, 202760%Feb 4, 2027
Apr 28, 202760%May 5, 2027
Jul 28, 202760%Aug 4, 2027
Autocall observations · 16
ObservationLevel (% of strike)Payment
Jul 28, 202395%Aug 4, 2023
Oct 30, 202395%Nov 6, 2023
Jan 29, 202495%Feb 5, 2024
Apr 29, 202495%May 7, 2024
Jul 29, 202490%Aug 5, 2024
Oct 28, 202490%Nov 4, 2024
Jan 28, 202590%Feb 4, 2025
Apr 28, 202590%May 6, 2025
Jul 28, 202585%Aug 4, 2025
Oct 28, 202585%Nov 4, 2025
Jan 28, 202685%Feb 4, 2026
Apr 28, 202685%May 6, 2026
Jul 28, 202680%Aug 4, 2026
Oct 28, 202680%Nov 4, 2026
Jan 28, 202780%Feb 4, 2027
Apr 28, 202780%May 5, 2027