This is a 3 year product paying in Euro issued by Citigroup Inc. It is Express Certificate Plus linked to the performance of EURO STOXX 50 Index, S&P 500 Index and Swiss Market Index from 09/26/2019 to the last observation date 09/26/2022 and will be monitored at quarterly periods. The product will mature early if on any quarterly date, from period 1, the worst performing underlying is at or above 100% of its initial level (on the relevant date). In this case the product will repay the initial investment plus a coupon of 1.25% (on the relevant date when the autocall is triggered). Otherwise the product will pay a coupon of 1.25% if the underlying is at or above the 75% of its initial level. Unpaid coupons will be accumulated and will be paid when the condition is verified. If the product runs to maturity, it will repay the initial investment plus a coupon of 1.25% so long as the worst performing underlying is at or above 75% . If the European protection barrier of 69% has not been breached, the nominal value will be paid, otherwise the product will repay the initial investment less any negative worst performing underlying measured over the term of the product
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CINC Phoenix Memory SX5E SPX SMI 1.25 - 03.10.2022
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