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LIVEXS3404183793USD

Autocallable with Memory★

CITIGROUP INC
18%P.A. · stated coupon

How this product works

Autocallable with Memory★ issued by CITIGROUP INC, denominated in USD. Its payout is linked to AMD UQ Equity, NVDA UQ Equity, MU UQ Equity.

The stated annual coupon rate is 18%, with monthly payments. Coupon eligibility is linked to a 50% trigger, subject to the observation rules. The memory feature may pay previously missed coupons if a later qualifying observation occurs.

This product can redeem early when its autocall conditions are met at the 100% trigger on monthly observations. Early redemption ends the investment and future coupon opportunities. In a multi-asset autocall, the weakest-performing asset generally governs the conditions; confirm the exact reference method in the final terms.

The stated protection barrier is 50% (European). A barrier is conditional protection, not a guarantee. If its conditions fail, repayment can be exposed to losses in the reference asset. European barriers are generally assessed at a final observation; the term sheet determines the exact calculation.

Underlying securities & reference assets

ADVANCED MICRO DEVICES

AMD UQ Equity

ADVANCED MICRO DEVICES is an equity reference asset: a share in the named company. Its value can change with company earnings, sector conditions, market sentiment and currency movements. In this structured product, share performance affects the contractual coupon or repayment tests; holding the note does not mean owning the shares.

Implied volatility
63.13%

NVIDIA CORP

NVDA UQ Equity

NVIDIA CORP is an equity reference asset: a share in the named company. Its value can change with company earnings, sector conditions, market sentiment and currency movements. In this structured product, share performance affects the contractual coupon or repayment tests; holding the note does not mean owning the shares.

Implied volatility
36.54%
Dividend yield
22.97%

MICRON TECHNOLOGY INC

MU UQ Equity

MICRON TECHNOLOGY INC is an equity reference asset: a share in the named company. Its value can change with company earnings, sector conditions, market sentiment and currency movements. In this structured product, share performance affects the contractual coupon or repayment tests; holding the note does not mean owning the shares.

Implied volatility
74.43%
Dividend yield
5.71%

Risks & important information

Structured products carry issuer credit risk, market risk and liquidity risk. You may lose part or all of your investment. Barrier levels and quoted coupons do not guarantee a return. Early sale may result in a loss, and currency movements may affect returns.

This explanation summarizes the available feed data; it is not the complete legal term sheet, personalized investment advice or a recommendation. Exact observation rules, credit-event definitions, fees, settlement terms and the full payout formula must be verified in the issuer’s final documentation. Request the final terms before investing.