Phoenix Memory Autocall Airbag on S&P 500®, NASDAQ 100, Euro Stoxx 50®, Swiss Market Index and Nikkei

Product Details

ISIN IT0006762584 UNDERLYINGS EURO STOXX 50®, NASDAQ 100 STOCK INDX, NIKKEI 225, 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 Trimestrale MEMORY EFFECT Si COUPON BARRIER 50% AUTOCALL BARRIER 100% AUTOCALL AMOUNT 1000 EUR FIRST AUTOCALL DATE 20.12.2024 STRIKE 50% CAPITAL BARRIER 50% BARRIER TYPE Europea 1000.14BID 1010.15ASK Price on 23:03 CET 1 May 2024

Product Lifecycle

21.03.2024 INITIAL FIXING DATE
13.03.2024 ISSUE DATE
20.03.2029 FINAL FIXING DATE
29.03.2029 MATURITY DATE

Product Documentation

Document Date
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Underlyings

Underlying Bloomberg Ticker Initial fixing Coupon Barrier Level Capital Barrier Level
NIKKEI 225 NKY 40815.66 JPY 20407.83 JPY 20407.83 JPY
NASDAQ 100 STOCK INDX NDX 18320.38 USD 9160.19 USD 9160.19 USD
EURO STOXX 50® SX5E 5052.31 EUR 2526.155 EUR 2526.155 EUR
SWISS MARKET INDEX SMI 11703.66 CHF 5851.83 CHF 5851.83 CHF
S&P 500® SPX 5241.53 USD 2620.765 USD 2620.765 USD

Coupon calendar

Observation date Ex-date Payment date Coupon amount Coupon Barrier
20.06.2024 27.06.2024 01.07.2024 16.25 EUR 50%
20.09.2024 27.09.2024 01.10.2024 16.25 EUR 50%
20.12.2024 03.01.2025 07.01.2025 16.25 EUR 50%
20.03.2025 27.03.2025 31.03.2025 16.25 EUR 50%
20.06.2025 27.06.2025 01.07.2025 16.25 EUR 50%
22.09.2025 29.09.2025 01.10.2025 16.25 EUR 50%
22.12.2025 05.01.2026 07.01.2026 16.25 EUR 50%
20.03.2026 27.03.2026 31.03.2026 16.25 EUR 50%
22.06.2026 29.06.2026 01.07.2026 16.25 EUR 50%
21.09.2026 28.09.2026 30.09.2026 16.25 EUR 50%
21.12.2026 30.12.2026 05.01.2027 16.25 EUR 50%
22.03.2027 31.03.2027 02.04.2027 16.25 EUR 50%
21.06.2027 28.06.2027 30.06.2027 16.25 EUR 50%
20.09.2027 27.09.2027 29.09.2027 16.25 EUR 50%
20.12.2027 28.12.2027 30.12.2027 16.25 EUR 50%
20.03.2028 27.03.2028 29.03.2028 16.25 EUR 50%
20.06.2028 27.06.2028 29.06.2028 16.25 EUR 50%
20.09.2028 27.09.2028 29.09.2028 16.25 EUR 50%
20.12.2028 29.12.2028 03.01.2029 16.25 EUR 50%
20.03.2029 27.03.2029 29.03.2029 16.25 EUR 50%
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Early redemption calendar

Observation date Early redemption date Early redemption amount Early redemption trigger
20.12.2024 07.01.2025 1000 EUR 100%
20.03.2025 31.03.2025 1000 EUR 97%
20.06.2025 01.07.2025 1000 EUR 94%
22.09.2025 01.10.2025 1000 EUR 91%
22.12.2025 07.01.2026 1000 EUR 88%
20.03.2026 31.03.2026 1000 EUR 85%
22.06.2026 01.07.2026 1000 EUR 82%
21.09.2026 30.09.2026 1000 EUR 79%
21.12.2026 05.01.2027 1000 EUR 76%
22.03.2027 02.04.2027 1000 EUR 73%
21.06.2027 30.06.2027 1000 EUR 70%
20.09.2027 29.09.2027 1000 EUR 67%
20.12.2027 30.12.2027 1000 EUR 64%
20.03.2028 29.03.2028 1000 EUR 61%
20.06.2028 29.06.2028 1000 EUR 58%
20.09.2028 29.09.2028 1000 EUR 55%
20.12.2028 03.01.2029 1000 EUR 52%
20.03.2029 29.03.2029 1000 EUR 50%
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