XS3127859430 · Citigroup
Memory Coupon Barrier Autocall Securities Based Upon the Worst Performing of Amplifon, ArcelorMittal, Nexi and Siemens Energy
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 (30% of its initial level).
The next published autocall level is 99% 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 |
|---|---|---|---|---|
| AmplifonAMP · EUR | 9.858 | 2.957430% | 2.957430% | 9.759499% |
| NexiNEXI · EUR | 3.877 | 1.163130% | 1.163130% | 3.838299% |
| ArcelorMittalMT · EUR | 52.26 | 15.67830% | 15.67830% | 51.737499% |
| Siemens EnergyENR · EUR | 178.42 | 53.52630% | 53.52630% | 176.635899% |
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Open in workspace ↗Observation calendars
Coupon observations · 48
| Observation | Level (% of strike) | Payment |
|---|---|---|
| May 22, 2026 | 30% | Jun 1, 2026 |
| Jun 22, 2026 | 30% | Jun 29, 2026 |
| Jul 22, 2026 | 30% | Jul 29, 2026 |
| Aug 24, 2026 | 30% | Aug 31, 2026 |
| Sep 22, 2026 | 30% | Sep 29, 2026 |
| Oct 22, 2026 | 30% | Oct 29, 2026 |
| Nov 23, 2026 | 30% | Dec 1, 2026 |
| Dec 22, 2026 | 30% | Dec 30, 2026 |
| Jan 22, 2027 | 30% | Jan 29, 2027 |
| Feb 22, 2027 | 30% | Mar 1, 2027 |
| Mar 22, 2027 | 30% | Mar 31, 2027 |
| Apr 22, 2027 | 30% | Apr 29, 2027 |
| May 24, 2027 | 30% | Jun 1, 2027 |
| Jun 22, 2027 | 30% | Jun 29, 2027 |
| Jul 22, 2027 | 30% | Jul 29, 2027 |
| Aug 23, 2027 | 30% | Aug 30, 2027 |
| Sep 22, 2027 | 30% | Sep 29, 2027 |
| Oct 22, 2027 | 30% | Oct 29, 2027 |
| Nov 22, 2027 | 30% | Nov 30, 2027 |
| Dec 22, 2027 | 30% | Dec 29, 2027 |
| Jan 24, 2028 | 30% | Jan 31, 2028 |
| Feb 22, 2028 | 30% | Feb 29, 2028 |
| Mar 22, 2028 | 30% | Mar 29, 2028 |
| Apr 24, 2028 | 30% | May 2, 2028 |
| May 22, 2028 | 30% | May 30, 2028 |
| Jun 22, 2028 | 30% | Jun 29, 2028 |
| Jul 24, 2028 | 30% | Jul 31, 2028 |
| Aug 22, 2028 | 30% | Aug 29, 2028 |
| Sep 22, 2028 | 30% | Sep 29, 2028 |
| Oct 23, 2028 | 30% | Oct 30, 2028 |
| Nov 22, 2028 | 30% | Nov 30, 2028 |
| Dec 22, 2028 | 30% | Jan 3, 2029 |
| Jan 22, 2029 | 30% | Jan 29, 2029 |
| Feb 22, 2029 | 30% | Mar 1, 2029 |
| Mar 22, 2029 | 30% | Mar 29, 2029 |
| Apr 23, 2029 | 30% | Apr 30, 2029 |
| May 22, 2029 | 30% | May 30, 2029 |
| Jun 22, 2029 | 30% | Jun 29, 2029 |
| Jul 23, 2029 | 30% | Jul 30, 2029 |
| Aug 22, 2029 | 30% | Aug 29, 2029 |
| Sep 24, 2029 | 30% | Oct 1, 2029 |
| Oct 22, 2029 | 30% | Oct 29, 2029 |
| Nov 22, 2029 | 30% | Nov 29, 2029 |
| Dec 27, 2029 | 30% | Jan 4, 2030 |
| Jan 22, 2030 | 30% | Jan 29, 2030 |
| Feb 22, 2030 | 30% | Mar 1, 2030 |
| Mar 22, 2030 | 30% | Mar 29, 2030 |
| Apr 23, 2030 | 30% | Apr 30, 2030 |
Autocall observations · 42
| Observation | Level (% of strike) | Payment |
|---|---|---|
| Oct 22, 2026 | 100% | Oct 29, 2026 |
| Nov 23, 2026 | 99% | Dec 1, 2026 |
| Dec 22, 2026 | 98% | Dec 30, 2026 |
| Jan 22, 2027 | 97% | Jan 29, 2027 |
| Feb 22, 2027 | 96% | Mar 1, 2027 |
| Mar 22, 2027 | 95% | Mar 31, 2027 |
| Apr 22, 2027 | 94% | Apr 29, 2027 |
| May 24, 2027 | 93% | Jun 1, 2027 |
| Jun 22, 2027 | 92% | Jun 29, 2027 |
| Jul 22, 2027 | 91% | Not available |
| Aug 23, 2027 | 90% | Aug 30, 2027 |
| Sep 22, 2027 | 89% | Sep 29, 2027 |
| Oct 22, 2027 | 88% | Oct 29, 2027 |
| Nov 22, 2027 | 87% | Nov 30, 2027 |
| Dec 22, 2027 | 86% | Dec 29, 2027 |
| Jan 24, 2028 | 85% | Jan 31, 2028 |
| Feb 22, 2028 | 84% | Feb 29, 2028 |
| Mar 22, 2028 | 83% | Mar 29, 2028 |
| Apr 24, 2028 | 82% | May 2, 2028 |
| May 22, 2028 | 81% | May 30, 2028 |
| Jun 22, 2028 | 80% | Jun 29, 2028 |
| Jul 24, 2028 | 79% | Jul 31, 2028 |
| Aug 22, 2028 | 78% | Aug 29, 2028 |
| Sep 22, 2028 | 77% | Sep 29, 2028 |
| Oct 23, 2028 | 76% | Oct 30, 2028 |
| Nov 22, 2028 | 75% | Nov 30, 2028 |
| Dec 22, 2028 | 74% | Jan 3, 2029 |
| Jan 22, 2029 | 73% | Jan 29, 2029 |
| Feb 22, 2029 | 72% | Mar 1, 2029 |
| Mar 22, 2029 | 71% | Mar 29, 2029 |
| Apr 23, 2029 | 70% | Apr 30, 2029 |
| May 22, 2029 | 69% | May 30, 2029 |
| Jun 22, 2029 | 68% | Jun 29, 2029 |
| Jul 23, 2029 | 67% | Jul 30, 2029 |
| Aug 22, 2029 | 66% | Aug 29, 2029 |
| Sep 24, 2029 | 65% | Oct 1, 2029 |
| Oct 22, 2029 | 64% | Oct 29, 2029 |
| Nov 22, 2029 | 63% | Nov 29, 2029 |
| Dec 27, 2029 | 62% | Jan 4, 2030 |
| Jan 22, 2030 | 61% | Jan 29, 2030 |
| Feb 22, 2030 | 60% | Mar 1, 2030 |
| Mar 22, 2030 | 59% | Mar 29, 2030 |