60m Wof Memory Phoenix Autocall on iShares® China Large-Cap ETF, Euro Stoxx 50®, S&P 500®, Nikkei 225 © Nikkei Inc. in EUR

Product Details

ISIN IT0006764945ISIN Copied UNDERLYINGS iShares® China Large-Cap ETF, Euro Stoxx 50®, S&P 500®, Nikkei 225 © Nikkei Inc. Airbag Autocallable Index Low Strike Multi Underlying ISSUER Marex Financial (BBB) CURRENCY EUR LISTING MARKET EuroTLX ISSUE PRICE EUR 1000 ANNUALIZED COUPON 7.00% FREQUENCY Quarterly COUPON BARRIER 55% FIRST AUTOCALL DATE 11.08.2025 STRIKE 55% BARRIER TYPE Airbag CAPITAL BARRIER 55% 1013.90BID 1023.91ASK Price on 21:51 CET 16 September 2024

Product Lifecycle

09.08.2024 INITIAL FIXING DATE
06.08.2024 ISSUE DATE
09.08.2029 FINAL FIXING DATE
21.08.2029 MATURITY DATE

Performance

Underlying Bloomberg Ticker Initial Fixing Closing Price Performance Coupon Barrier Level Capital Barrier Level Distance to Capital Barrier
iShares® China Large-Cap ETF FXI UP Equity 25.45 USD 25.86 USD 1.61% 13.9975 USD 13.9975 USD 45.87% Chart
Euro Stoxx 50® SX5E Index 4675.28 EUR 4843.99 EUR 3.61% 2,571.404 EUR 2,571.404 EUR 46.92% Chart
S&P 500® SPX Index 5344.16 USD 5626.02 USD 5.27% 2,939.288 USD 2,939.288 USD 47.76% Chart
Nikkei 225 © Nikkei Inc. NKY Index 35025 JPY 36581.76 JPY 4.44% 19,263.75 JPY 19,263.75 JPY 47.34% Chart

Product Documentation

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Coupon calendar

Observation date Ex-date Payment date Coupon amount Coupon Barrier
12.11.2024 19.11.2024 21.11.2024 17.5 EUR 55%
10.02.2025 18.02.2025 20.02.2025 17.5 EUR 55%
09.05.2025 16.05.2025 20.05.2025 17.5 EUR 55%
11.08.2025 19.08.2025 21.08.2025 17.5 EUR 55%
10.11.2025 18.11.2025 20.11.2025 17.5 EUR 55%
09.02.2026 17.02.2026 19.02.2026 17.5 EUR 55%
11.05.2026 18.05.2026 20.05.2026 17.5 EUR 55%
10.08.2026 17.08.2026 19.08.2026 17.5 EUR 55%
09.11.2026 17.11.2026 19.11.2026 17.5 EUR 55%
09.02.2027 17.02.2027 19.02.2027 17.5 EUR 55%
10.05.2027 17.05.2027 19.05.2027 17.5 EUR 55%
09.08.2027 16.08.2027 18.08.2027 17.5 EUR 55%
09.11.2027 17.11.2027 19.11.2027 17.5 EUR 55%
09.02.2028 16.02.2028 18.02.2028 17.5 EUR 55%
09.05.2028 16.05.2028 18.05.2028 17.5 EUR 55%
09.08.2028 17.08.2028 21.08.2028 17.5 EUR 55%
09.11.2028 16.11.2028 20.11.2028 17.5 EUR 55%
09.02.2029 19.02.2029 21.02.2029 17.5 EUR 55%
09.05.2029 16.05.2029 18.05.2029 17.5 EUR 55%
09.08.2029 17.08.2029 21.08.2029 17.5 EUR 55%
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Early redemption calendar

Observation date Early redemption date Early redemption amount Early redemption trigger
11.08.2025 21.08.2025 1000 EUR 100%
10.11.2025 20.11.2025 1000 EUR 98%
09.02.2026 19.02.2026 1000 EUR 96%
11.05.2026 20.05.2026 1000 EUR 94%
10.08.2026 19.08.2026 1000 EUR 92%
09.11.2026 19.11.2026 1000 EUR 90%
09.02.2027 19.02.2027 1000 EUR 88%
10.05.2027 19.05.2027 1000 EUR 86%
09.08.2027 18.08.2027 1000 EUR 84%
09.11.2027 19.11.2027 1000 EUR 82%
09.02.2028 18.02.2028 1000 EUR 80%
09.05.2028 18.05.2028 1000 EUR 78%
09.08.2028 21.08.2028 1000 EUR 76%
09.11.2028 20.11.2028 1000 EUR 74%
09.02.2029 21.02.2029 1000 EUR 72%
09.05.2029 18.05.2029 1000 EUR 70%
09.08.2029 21.08.2029 1000 EUR 68%
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