XS2990394806 · Citigroup
Memory Coupon Barrier Autocall Securities Based Upon the Worst Performing of Banca Monte Dei Paschi Di Siena and Banco BPM
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 (65% 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 |
|---|---|---|---|---|
| Banca Monte dei Paschi di SienaBMPS · EUR | 8.142 | 8.142100% | 5.292365% | 8.142100% |
| Banco BPMBAMI · EUR | 10.2 | 10.2100% | 6.6365% | 10.2100% |
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Open in workspace ↗Observation calendars
Coupon observations · 20
| Observation | Level (% of strike) | Payment |
|---|---|---|
| Aug 18, 2025 | 65% | Aug 25, 2025 |
| Nov 17, 2025 | 65% | Nov 24, 2025 |
| Feb 16, 2026 | 65% | Feb 23, 2026 |
| May 15, 2026 | 65% | May 22, 2026 |
| Aug 17, 2026 | 65% | Aug 24, 2026 |
| Nov 16, 2026 | 65% | Nov 23, 2026 |
| Feb 15, 2027 | 65% | Feb 22, 2027 |
| May 17, 2027 | 65% | May 24, 2027 |
| Aug 16, 2027 | 65% | Aug 23, 2027 |
| Nov 15, 2027 | 65% | Nov 22, 2027 |
| Feb 15, 2028 | 65% | Feb 23, 2028 |
| May 15, 2028 | 65% | May 22, 2028 |
| Aug 16, 2028 | 65% | Aug 23, 2028 |
| Nov 15, 2028 | 65% | Nov 22, 2028 |
| Feb 15, 2029 | 65% | Feb 23, 2029 |
| May 15, 2029 | 65% | May 22, 2029 |
| Aug 16, 2029 | 65% | Aug 23, 2029 |
| Nov 15, 2029 | 65% | Nov 23, 2029 |
| Feb 15, 2030 | 65% | Feb 25, 2030 |
| May 15, 2030 | 65% | May 22, 2030 |
Autocall observations · 16
| Observation | Level (% of strike) | Payment |
|---|---|---|
| May 15, 2026 | 100% | May 22, 2026 |
| Aug 17, 2026 | 100% | Aug 24, 2026 |
| Nov 16, 2026 | 100% | Nov 23, 2026 |
| Feb 15, 2027 | 100% | Feb 22, 2027 |
| May 17, 2027 | 95% | May 24, 2027 |
| Aug 16, 2027 | 95% | Aug 23, 2027 |
| Nov 15, 2027 | 95% | Nov 22, 2027 |
| Feb 15, 2028 | 95% | Feb 23, 2028 |
| May 15, 2028 | 90% | May 22, 2028 |
| Aug 16, 2028 | 90% | Aug 23, 2028 |
| Nov 15, 2028 | 90% | Nov 22, 2028 |
| Feb 15, 2029 | 90% | Feb 23, 2029 |
| May 15, 2029 | 85% | May 22, 2029 |
| Aug 16, 2029 | 85% | Aug 23, 2029 |
| Nov 15, 2029 | 85% | Nov 23, 2029 |
| Feb 15, 2030 | 85% | Feb 25, 2030 |