According to Collins Dictionary, coup de grâce means:
- a mortal or finishing blow, esp one delivered as an act of mercy to a sufferer
- a final or decisive stroke
The French word grâce conveys the idea that it's a blow of mercy (perhaps as a euphemism), i.e., with the purpose of putting someone out of their misery.
However, it's often used simply to mean a death blow, and it's not easy to capture the full meaning of coup de grâce in Latin with the same conciseness.
So here's a translation for just death blow:
This is actually an expression used by Cicero:
mortiferam plagam inflixisses auguratus tui
(you had added the deadly blow of your augurship)
If it's important to convey the idea of mercy as well, I believe the best way to do that would be to add an adjective:
plaga mortifera misericors
You might be able to use just plaga misericors, but I'm not sure that it would be as clearly understood.