XS3127858119 · Citigroup
Memory Coupon Barrier Autocall Securities Based Upon the Worst Performing of Banca Monte Dei Paschi Di Siena, Stellantis and UniCredit
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 (50% 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 |
|---|---|---|---|---|
| StellantisFRSTLA · EUR | 6.998 | 2.799240% | 3.49950% | 6.998100% |
| UniCreditUCG · EUR | 72.91 | 29.16440% | 36.45550% | 72.91100% |
| Banca Monte dei Paschi di SienaBMPS · EUR | 9.12 | 3.64840% | 4.5650% | 9.12100% |
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Open in workspace ↗Observation calendars
Coupon observations · 36
| Observation | Level (% of strike) | Payment |
|---|---|---|
| Jun 29, 2026 | 50% | Jul 6, 2026 |
| Jul 28, 2026 | 50% | Aug 4, 2026 |
| Aug 28, 2026 | 50% | Sep 4, 2026 |
| Sep 28, 2026 | 50% | Oct 5, 2026 |
| Oct 28, 2026 | 50% | Nov 4, 2026 |
| Nov 30, 2026 | 50% | Dec 7, 2026 |
| Dec 28, 2026 | 50% | Jan 5, 2027 |
| Jan 28, 2027 | 50% | Feb 4, 2027 |
| Mar 1, 2027 | 50% | Mar 8, 2027 |
| Mar 30, 2027 | 50% | Apr 6, 2027 |
| Apr 28, 2027 | 50% | May 5, 2027 |
| May 28, 2027 | 50% | Jun 7, 2027 |
| Jun 28, 2027 | 50% | Jul 6, 2027 |
| Jul 28, 2027 | 50% | Aug 4, 2027 |
| Aug 30, 2027 | 50% | Sep 7, 2027 |
| Sep 28, 2027 | 50% | Oct 5, 2027 |
| Oct 28, 2027 | 50% | Nov 4, 2027 |
| Nov 29, 2027 | 50% | Dec 6, 2027 |
| Dec 28, 2027 | 50% | Jan 4, 2028 |
| Jan 28, 2028 | 50% | Feb 4, 2028 |
| Feb 28, 2028 | 50% | Mar 6, 2028 |
| Mar 28, 2028 | 50% | Apr 4, 2028 |
| Apr 28, 2028 | 50% | May 8, 2028 |
| May 29, 2028 | 50% | Jun 5, 2028 |
| Jun 28, 2028 | 50% | Jul 6, 2028 |
| Jul 28, 2028 | 50% | Aug 4, 2028 |
| Aug 28, 2028 | 50% | Sep 5, 2028 |
| Sep 28, 2028 | 50% | Oct 5, 2028 |
| Oct 30, 2028 | 50% | Nov 6, 2028 |
| Nov 28, 2028 | 50% | Dec 5, 2028 |
| Dec 28, 2028 | 50% | Jan 5, 2029 |
| Jan 29, 2029 | 50% | Feb 5, 2029 |
| Feb 28, 2029 | 50% | Mar 7, 2029 |
| Mar 28, 2029 | 50% | Apr 6, 2029 |
| Apr 30, 2029 | 50% | May 8, 2029 |
| May 28, 2029 | 50% | Jun 4, 2029 |
Autocall observations · 29
| Observation | Level (% of strike) | Payment |
|---|---|---|
| Dec 28, 2026 | 100% | Jan 5, 2027 |
| Jan 28, 2027 | 100% | Feb 4, 2027 |
| Mar 1, 2027 | 100% | Mar 8, 2027 |
| Mar 30, 2027 | 100% | Apr 6, 2027 |
| Apr 28, 2027 | 100% | May 5, 2027 |
| May 28, 2027 | 100% | Jun 7, 2027 |
| Jun 28, 2027 | 100% | Jul 6, 2027 |
| Jul 28, 2027 | 100% | Aug 4, 2027 |
| Aug 30, 2027 | 100% | Sep 7, 2027 |
| Sep 28, 2027 | 100% | Oct 5, 2027 |
| Oct 28, 2027 | 100% | Nov 4, 2027 |
| Nov 29, 2027 | 100% | Dec 6, 2027 |
| Dec 28, 2027 | 100% | Jan 4, 2028 |
| Jan 28, 2028 | 100% | Feb 4, 2028 |
| Feb 28, 2028 | 100% | Mar 6, 2028 |
| Mar 28, 2028 | 100% | Apr 4, 2028 |
| Apr 28, 2028 | 100% | May 8, 2028 |
| May 29, 2028 | 100% | Jun 5, 2028 |
| Jun 28, 2028 | 100% | Jul 6, 2028 |
| Jul 28, 2028 | 100% | Aug 4, 2028 |
| Aug 28, 2028 | 100% | Sep 5, 2028 |
| Sep 28, 2028 | 100% | Oct 5, 2028 |
| Oct 30, 2028 | 100% | Nov 6, 2028 |
| Nov 28, 2028 | 100% | Dec 5, 2028 |
| Dec 28, 2028 | 100% | Jan 5, 2029 |
| Jan 29, 2029 | 100% | Feb 5, 2029 |
| Feb 28, 2029 | 100% | Mar 7, 2029 |
| Mar 28, 2029 | 100% | Apr 6, 2029 |
| Apr 30, 2029 | 100% | May 8, 2029 |