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CitigroupClassicEURActive

XS2581828980 · Citigroup

EUR 48M COBA Memory EMII.MI-ENI.MI-STLAM.MI-STMPA.PA ( Cpn: 5/5/5/1/1/1/1/1/1/1/1/1/1/1/1/1/1/1/1/1/1/1/1/1)

Stellantis / STMicroelectronics / Eni / Banca Popolare dell'Emilia Romagna

Maxi coupon5%One-off payment
Capital barrier60%At maturity
ObservationNov 24, 2026Maxi coupon
MaturityJun 1, 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 90% 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 · EUR15.3229.193260%9.193260%13.789890%
STMicroelectronicsSTMPA · EUR41.8425.10460%25.10460%37.65690%
EniENI · EUR13.277.96260%7.96260%11.94390%
Banca Popolare dell'Emilia RomagnaBPE · EUR2.6121.567260%1.567260%2.350890%

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Observation calendars

Coupon observations · 24
ObservationLevel (% of strike)Payment
Jul 24, 202360%Jul 31, 2023
Sep 25, 202360%Oct 2, 2023
Nov 24, 202360%Dec 1, 2023
Jan 24, 202460%Jan 31, 2024
Mar 25, 202460%Apr 3, 2024
May 24, 202460%Jun 3, 2024
Jul 24, 202460%Jul 31, 2024
Sep 24, 202460%Oct 1, 2024
Nov 25, 202460%Dec 3, 2024
Jan 24, 202560%Jan 31, 2025
Mar 24, 202560%Mar 31, 2025
May 26, 202560%Jun 2, 2025
Jul 24, 202560%Jul 31, 2025
Sep 24, 202560%Oct 1, 2025
Nov 24, 202560%Dec 2, 2025
Jan 26, 202660%Feb 2, 2026
Mar 24, 202660%Mar 31, 2026
May 25, 202660%Jun 1, 2026
Jul 24, 202660%Jul 31, 2026
Sep 24, 202660%Oct 1, 2026
Nov 24, 202660%Dec 2, 2026
Jan 25, 202760%Feb 1, 2027
Mar 24, 202760%Apr 2, 2027
May 24, 202760%Jun 1, 2027
Autocall observations · 20
ObservationLevel (% of strike)Payment
Jan 24, 2024100%Jan 31, 2024
Mar 25, 2024100%Apr 3, 2024
May 24, 2024100%Jun 3, 2024
Jul 24, 2024100%Jul 31, 2024
Sep 24, 2024100%Oct 1, 2024
Nov 25, 2024100%Dec 3, 2024
Jan 24, 202595%Jan 31, 2025
Mar 24, 202595%Mar 31, 2025
May 26, 202595%Jun 2, 2025
Jul 24, 202595%Jul 31, 2025
Sep 24, 202595%Oct 1, 2025
Nov 24, 202595%Dec 2, 2025
Jan 26, 202690%Feb 2, 2026
Mar 24, 202690%Mar 31, 2026
May 25, 202690%Jun 1, 2026
Jul 24, 202690%Jul 31, 2026
Sep 24, 202690%Oct 1, 2026
Nov 24, 202690%Dec 2, 2026
Jan 25, 202785%Feb 1, 2027
Mar 24, 202785%Apr 2, 2027