XS2581833394 · Citigroup
EUR 60M COBA Memory .IXCS169-.IXDPW135-.IXTTE276-.IXUCG048 ( Cpn: 5/5/5/1/1/1/1/1/1/1/1/1/1/1/1/1/1/1/1/1/1/1/1/1/1/1/1/1/1/1)
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 |
|---|---|---|---|---|
| iSTOXX DPW GR Decrement 1.35 Price EURIXDPW135 · EUR | 43.79 | 26.27460% | 26.27460% | 39.41190% |
| iSTOXX UCG GR Decrement 0.48 Price EURIXUCG048 · EUR | 19.69 | 11.81460% | 11.81460% | 17.72190% |
| iSTOXX Single Stock on Total GR Decrement 2.76 Price EURIXTTE276 · EUR | 56.29 | 33.77460% | 33.77460% | 50.66190% |
| iSTOXX Single Stock on AXA GR Decrement 1.69 Price EURIXCS169 · EUR | 28.72 | 17.23260% | 17.23260% | 25.84890% |
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Open in workspace ↗Observation calendars
Coupon observations · 30
| Observation | Level (% of strike) | Payment |
|---|---|---|
| Jul 24, 2023 | 60% | Jul 31, 2023 |
| Sep 22, 2023 | 60% | Sep 29, 2023 |
| Nov 22, 2023 | 60% | Nov 30, 2023 |
| Jan 22, 2024 | 60% | Jan 29, 2024 |
| Mar 22, 2024 | 60% | Apr 2, 2024 |
| May 22, 2024 | 60% | May 30, 2024 |
| Jul 22, 2024 | 60% | Jul 29, 2024 |
| Sep 23, 2024 | 60% | Sep 30, 2024 |
| Nov 22, 2024 | 60% | Dec 2, 2024 |
| Jan 22, 2025 | 60% | Jan 29, 2025 |
| Mar 24, 2025 | 60% | Mar 31, 2025 |
| May 22, 2025 | 60% | May 30, 2025 |
| Jul 22, 2025 | 60% | Jul 29, 2025 |
| Sep 22, 2025 | 60% | Sep 29, 2025 |
| Nov 24, 2025 | 60% | Dec 2, 2025 |
| Jan 22, 2026 | 60% | Jan 29, 2026 |
| Mar 23, 2026 | 60% | Mar 30, 2026 |
| May 22, 2026 | 60% | Jun 1, 2026 |
| Jul 22, 2026 | 60% | Jul 29, 2026 |
| Sep 22, 2026 | 60% | Sep 29, 2026 |
| Nov 23, 2026 | 60% | Dec 1, 2026 |
| Jan 22, 2027 | 60% | Jan 29, 2027 |
| Mar 22, 2027 | 60% | Mar 31, 2027 |
| May 24, 2027 | 60% | Jun 1, 2027 |
| Jul 22, 2027 | 60% | Jul 29, 2027 |
| Sep 22, 2027 | 60% | Sep 29, 2027 |
| Nov 22, 2027 | 60% | Nov 30, 2027 |
| Jan 24, 2028 | 60% | Jan 31, 2028 |
| Mar 22, 2028 | 60% | Mar 29, 2028 |
| May 22, 2028 | 60% | May 30, 2028 |
Autocall observations · 26
| Observation | Level (% of strike) | Payment |
|---|---|---|
| Jan 22, 2024 | 100% | Jan 29, 2024 |
| Mar 22, 2024 | 100% | Apr 2, 2024 |
| May 22, 2024 | 100% | May 30, 2024 |
| Jul 22, 2024 | 100% | Jul 29, 2024 |
| Sep 23, 2024 | 100% | Sep 30, 2024 |
| Nov 22, 2024 | 100% | Not available |
| Jan 22, 2025 | 95% | Jan 29, 2025 |
| Mar 24, 2025 | 95% | Mar 31, 2025 |
| May 22, 2025 | 95% | May 30, 2025 |
| Jul 22, 2025 | 95% | Jul 29, 2025 |
| Sep 22, 2025 | 95% | Sep 29, 2025 |
| Nov 24, 2025 | 95% | Dec 2, 2025 |
| Jan 22, 2026 | 90% | Jan 29, 2026 |
| Mar 23, 2026 | 90% | Mar 30, 2026 |
| May 22, 2026 | 90% | Jun 1, 2026 |
| Jul 22, 2026 | 90% | Jul 29, 2026 |
| Sep 22, 2026 | 90% | Sep 29, 2026 |
| Nov 23, 2026 | 90% | Dec 1, 2026 |
| Jan 22, 2027 | 85% | Jan 29, 2027 |
| Mar 22, 2027 | 85% | Mar 31, 2027 |
| May 24, 2027 | 85% | Jun 1, 2027 |
| Jul 22, 2027 | 85% | Jul 29, 2027 |
| Sep 22, 2027 | 85% | Sep 29, 2027 |
| Nov 22, 2027 | 85% | Nov 30, 2027 |
| Jan 24, 2028 | 80% | Jan 31, 2028 |
| Mar 22, 2028 | 80% | Mar 29, 2028 |