Phoenix Memory Autocall Airbag on Euro Stoxx 50, Swiss Market Index and S&P 500

Product Details

ISIN IT0006759457 UNDERLYINGS EURO STOXX 50®, S&P 500®, SWISS MARKET INDEX AIRBAG AUTOCALLABLE EUR EUROLTX INDEX LOW STRIKE MULTI UNDERLYING PHOENIX QUANTO SECONDARY MARKET YIELD ENHANCEMENT ISSUER Marex Financial (S&P BBB) CURRENCY EUR ISSUE PRICE 1000 EUR LISTING MARKET EuroTLX COUPON RATE P.A. 6.50% FREQUENCY Semestrale MEMORY EFFECT Si COUPON BARRIER 50% AUTOCALL BARRIER 100% AUTOCALL AMOUNT 1000 EUR FIRST AUTOCALL DATE 07.10.2024 STRIKE 50% CAPITAL BARRIER 50% BARRIER TYPE Europea 1006.03BID 1016.04ASK Price on 17:45 CET 1 May 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

Product Documentation

Document Date
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Underlyings

Underlying Bloomberg Ticker Initial fixing Coupon Barrier Level Capital Barrier Level
EURO STOXX 50® SX5E 4144.43 EUR 2072.215 EUR 2072.215 EUR
SWISS MARKET INDEX SMI 10837.59 CHF 5418.795 CHF 5418.795 CHF
S&P 500® SPX 4308.50 USD 2154.25 USD 2154.25 USD

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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