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)
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
| Underlying | Strike | Capital barrier | Coupon barrier | Autocall |
|---|---|---|---|---|
| StellantisFRSTLA · EUR | 15.322 | 9.193260% | 9.193260% | 13.789890% |
| STMicroelectronicsSTMPA · EUR | 41.84 | 25.10460% | 25.10460% | 37.65690% |
| EniENI · EUR | 13.27 | 7.96260% | 7.96260% | 11.94390% |
| Banca Popolare dell'Emilia RomagnaBPE · EUR | 2.612 | 1.567260% | 1.567260% | 2.350890% |
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Open in workspace ↗Observation calendars
Coupon observations · 24
| Observation | Level (% of strike) | Payment |
|---|---|---|
| Jul 24, 2023 | 60% | Jul 31, 2023 |
| Sep 25, 2023 | 60% | Oct 2, 2023 |
| Nov 24, 2023 | 60% | Dec 1, 2023 |
| Jan 24, 2024 | 60% | Jan 31, 2024 |
| Mar 25, 2024 | 60% | Apr 3, 2024 |
| May 24, 2024 | 60% | Jun 3, 2024 |
| Jul 24, 2024 | 60% | Jul 31, 2024 |
| Sep 24, 2024 | 60% | Oct 1, 2024 |
| Nov 25, 2024 | 60% | Dec 3, 2024 |
| Jan 24, 2025 | 60% | Jan 31, 2025 |
| Mar 24, 2025 | 60% | Mar 31, 2025 |
| May 26, 2025 | 60% | Jun 2, 2025 |
| Jul 24, 2025 | 60% | Jul 31, 2025 |
| Sep 24, 2025 | 60% | Oct 1, 2025 |
| Nov 24, 2025 | 60% | Dec 2, 2025 |
| Jan 26, 2026 | 60% | Feb 2, 2026 |
| Mar 24, 2026 | 60% | Mar 31, 2026 |
| May 25, 2026 | 60% | Jun 1, 2026 |
| Jul 24, 2026 | 60% | Jul 31, 2026 |
| Sep 24, 2026 | 60% | Oct 1, 2026 |
| Nov 24, 2026 | 60% | Dec 2, 2026 |
| Jan 25, 2027 | 60% | Feb 1, 2027 |
| Mar 24, 2027 | 60% | Apr 2, 2027 |
| May 24, 2027 | 60% | Jun 1, 2027 |
Autocall observations · 20
| Observation | Level (% of strike) | Payment |
|---|---|---|
| Jan 24, 2024 | 100% | Jan 31, 2024 |
| Mar 25, 2024 | 100% | Apr 3, 2024 |
| May 24, 2024 | 100% | Jun 3, 2024 |
| Jul 24, 2024 | 100% | Jul 31, 2024 |
| Sep 24, 2024 | 100% | Oct 1, 2024 |
| Nov 25, 2024 | 100% | Dec 3, 2024 |
| Jan 24, 2025 | 95% | Jan 31, 2025 |
| Mar 24, 2025 | 95% | Mar 31, 2025 |
| May 26, 2025 | 95% | Jun 2, 2025 |
| Jul 24, 2025 | 95% | Jul 31, 2025 |
| Sep 24, 2025 | 95% | Oct 1, 2025 |
| Nov 24, 2025 | 95% | Dec 2, 2025 |
| Jan 26, 2026 | 90% | Feb 2, 2026 |
| Mar 24, 2026 | 90% | Mar 31, 2026 |
| May 25, 2026 | 90% | Jun 1, 2026 |
| Jul 24, 2026 | 90% | Jul 31, 2026 |
| Sep 24, 2026 | 90% | Oct 1, 2026 |
| Nov 24, 2026 | 90% | Dec 2, 2026 |
| Jan 25, 2027 | 85% | Feb 1, 2027 |
| Mar 24, 2027 | 85% | Apr 2, 2027 |