US & Europe Defensive Step Down Kick Out Plan – Issue 3

INVESTMENT DESCRIPTION

This is a 5 years 2 week plan linked to the performance of the S&P 500 and Eurostoxx 50. The plan is constructed to offer a potential return of 9.23% p.a. if on any annual Observation date, starting at year 2, the Underlying Indices are at or above the relevant Kick Out Level.

CURRENCY GBP

STRIKE DATE 26/08/2026

ISIN XS3180726989

COUNTERPARTY Citigroup

TYPE Plan

RETURN & BARRIERS
Issuer: Citigroup
Investment Term: 5 years 2 weeks
Investment Return: 9.23% p.a. if, on any annual Observation date, starting in year 2, the Underlying Index is at or above the relevant kick-out level.
Capital Protection: Your initial capital will be returned provided the Underlying Index is at or above 65% of the initial strike level at maturity.

NEXT POTENTIAL MATURITY DATE
28/08/2028

FINAL MATURITY DATE
12/09/2031