48m Wof Memory Phoenix Autocall on Euro Stoxx 50®, SWISS MARKET INDEX, S&P 500® in EUR

Product Details

ISIN IT0006759457ISIN Copied UNDERLYINGS Euro Stoxx 50®, SWISS MARKET INDEX, S&P 500® Airbag Autocallable Index Low Strike Multi Underlying ISSUER Marex Financial (BBB) CURRENCY EUR LISTING MARKET EuroTLX ISSUE PRICE EUR 1000 COUPON RATE P.A. 6.50% FREQUENCY Semi-Annually COUPON BARRIER 50% FIRST AUTOCALL DATE 07.10.2024 STRIKE 50% BARRIER TYPE Airbag CAPITAL BARRIER 50% 1023.35BID 1033.36ASK Price on 20:50 CET 6 July 2024

Product Lifecycle

06.10.2023 INITIAL FIXING DATE
04.10.2023 ISSUE DATE
06.10.2027 FINAL FIXING DATE
18.10.2027 MATURITY DATE

Performance

Underlying Bloomberg Ticker Initial Fixing Closing Price Performance Coupon Barrier Level Capital Barrier Level Distance to Capital Barrier
Euro Stoxx 50® SX5E Index 4144.43 EUR 4979.39 EUR 20.15% 2,072.215 EUR 2,072.215 EUR 58.38% Chart
SWISS MARKET INDEX SMI Index 10837.59 CHF 12006.14 CHF 10.78% 5,418.795 CHF 5,418.795 CHF 54.87% Chart
S&P 500® SPX Index 4308.5 USD 5567.19 USD 29.21% 2,154.25 USD 2,154.25 USD 61.30% Chart

Product Documentation

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Coupon calendar

Observation date Ex-date Payment date Coupon amount Coupon Barrier
08.04.2024 15.04.2024 17.04.2024 32.5 EUR 50%
07.10.2024 15.10.2024 17.10.2024 32.5 EUR 50%
07.04.2025 14.04.2025 16.04.2025 32.5 EUR 50%
06.10.2025 14.10.2025 16.10.2025 32.5 EUR 50%
07.04.2026 14.04.2026 16.04.2026 32.5 EUR 50%
06.10.2026 14.10.2026 16.10.2026 32.5 EUR 50%
06.04.2027 13.04.2027 15.04.2027 32.5 EUR 50%
06.10.2027 14.10.2027 18.10.2027 32.5 EUR 50%
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Early redemption calendar

Observation date Early redemption date Early redemption amount Early redemption trigger
07.10.2024 17.10.2024 1000 EUR 100%
07.04.2025 16.04.2025 1000 EUR 95%
06.10.2025 16.10.2025 1000 EUR 90%
07.04.2026 16.04.2026 1000 EUR 85%
06.10.2026 16.10.2026 1000 EUR 80%
06.04.2027 15.04.2027 1000 EUR 75%
06.10.2027 18.10.2027 1000 EUR 70%
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