Name   Underlying Maturity Strike price Cap Discount % Maximum yield p.a. %  
Citi Discount Zert EXPE 10.06.2020   Expedia Group, Inc. 6/10/2020 - 100.00 26.19% 3.84%
Citi Discount Zert EXPE 10.06.2020   Expedia Group, Inc. 6/10/2020 - 110.00 19.95% 5.78%
Citi Discount Zert EXPE 10.06.2020   Expedia Group, Inc. 6/10/2020 - 120.00 14.31% 8.45%
Citi Discount Zert EXPE 10.06.2020   Expedia Group, Inc. 6/10/2020 - 140.00 5.97% 17.40%
Citi Discount Zert EXPE 10.06.2020   Expedia Group, Inc. 6/10/2020 - 125.00 11.80% 10.14%
Citi Discount Zert EXPE 10.06.2020   Expedia Group, Inc. 6/10/2020 - 130.00 9.53% 12.14%
Citi Discount Zert EXPE 10.06.2020   Expedia Group, Inc. 6/10/2020 - 100.00 26.19% 3.84%
Citi Discount Zert EXPE 10.06.2020   Expedia Group, Inc. 6/10/2020 - 130.00 9.53% 12.14%
Citi Discount Zert EXPE 10.06.2020   Expedia Group, Inc. 6/10/2020 - 120.00 14.31% 8.45%
Citi Discount Zert EXPE 10.06.2020   Expedia Group, Inc. 6/10/2020 - 110.00 19.95% 5.78%
Citi Discount Zert EXPE 10.06.2020   Expedia Group, Inc. 6/10/2020 - 140.00 5.97% 17.40%
Citi Discount Zert EXPE 10.06.2020   Expedia Group, Inc. 6/10/2020 - 125.00 11.80% 10.14%
Citi Discount Zert EXPE 24.06.2020   Expedia Group, Inc. 6/24/2020 - 100.00 27.09% 5.26%
Citi Discount Zert EXPE 24.06.2020   Expedia Group, Inc. 6/24/2020 - 130.00 10.69% 13.34%
Citi Discount Zert EXPE 24.06.2020   Expedia Group, Inc. 6/24/2020 - 120.00 15.48% 9.89%
Citi Discount Zert EXPE 24.06.2020   Expedia Group, Inc. 6/24/2020 - 110.00 20.94% 7.15%
Citi Discount Zert EXPE 24.06.2020   Expedia Group, Inc. 6/24/2020 - 140.00 7.16% 18.39%
Citi Discount Zert EXPE 24.06.2020   Expedia Group, Inc. 6/24/2020 - 125.00 13.06% 11.62%
Citi Discount Zert EXPE 24.06.2020   Expedia Group, Inc. 6/24/2020 - 130.00 10.69% 13.34%
Citi Discount Zert EXPE 24.06.2020   Expedia Group, Inc. 6/24/2020 - 120.00 15.48% 9.89%
Citi Discount Zert EXPE 24.06.2020   Expedia Group, Inc. 6/24/2020 - 110.00 20.94% 7.15%
Citi Discount Zert EXPE 24.06.2020   Expedia Group, Inc. 6/24/2020 - 100.00 27.09% 5.26%
Citi Discount Zert EXPE 24.06.2020   Expedia Group, Inc. 6/24/2020 - 125.00 13.06% 11.62%
Citi Discount Zert EXPE 24.06.2020   Expedia Group, Inc. 6/24/2020 - 140.00 7.16% 18.39%
Citi Discount Zert EXPE 09.09.2020   Expedia Group, Inc. 9/9/2020 - 100.00 27.31% 4.45%
Citi Discount Zert EXPE 09.09.2020   Expedia Group, Inc. 9/9/2020 - 110.00 21.34% 6.17%
Citi Discount Zert EXPE 09.09.2020   Expedia Group, Inc. 9/9/2020 - 125.00 13.61% 9.83%
Citi Discount Zert EXPE 09.09.2020   Expedia Group, Inc. 9/9/2020 - 110.00 21.34% 6.17%
Citi Discount Zert EXPE 09.09.2020   Expedia Group, Inc. 9/9/2020 - 100.00 27.31% 4.45%
Citi Discount Zert EXPE 09.09.2020   Expedia Group, Inc. 9/9/2020 - 125.00 13.61% 9.83%