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

Product Details

ISIN IT0006749631 UNDERLYINGS EURO STOXX 50®, FTSE 100, S&P 500®, SWISS MARKET INDEX AIRBAG AUTOCALLABLE EUR EUROLTX INDEX LOW STRIKE MULTI UNDERLYING QUANTO SECONDARY MARKET YIELD ENHANCEMENT ISSUER Marex Financial (S&P BBB) CURRENCY EUR ISSUE PRICE 1000 EUR LISTING MARKET EuroTLX COUPON RATE P.A. 6.20% FREQUENCY Quarterly MEMORY EFFECT Yes COUPON BARRIER 60% AUTOCALL BARRIER 100% AUTOCALL AMOUNT 1000 EUR FIRST AUTOCALL DATE 06.10.2022 STRIKE 60% CAPITAL BARRIER 60% BARRIER TYPE European 1005.44BID 1011.99ASK Price on 17:45 CET 23 September 2023

Product Lifecycle

06.04.2022 INITIAL FIXING DATE
06.04.2022 ISSUE DATE
06.04.2026 FINAL FIXING DATE
15.04.2026 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 3824.69 EUR 2294.814 EUR 2294.814 EUR
SWISS MARKET INDEX SMI 12320.10 CHF 7392.06 CHF 7392.06 CHF
FTSE 100 UKX 7587.70 GBP 4552.62 GBP 4552.62 GBP
S&P 500® SPX 4481.15 USD 2688.69 USD 2688.69 USD

Coupon calendar

Observation date Ex-date Payment date Coupon amount Coupon Barrier
06.07.2022 13.07.2022 15.07.2022 15.5 EUR 60%
06.10.2022 13.10.2022 17.10.2022 15.5 EUR 60%
06.01.2023 16.01.2023 18.01.2023 15.5 EUR 60%
06.04.2023 14.04.2023 18.04.2023 15.5 EUR 60%
06.07.2023 13.07.2023 17.07.2023 15.5 EUR 60%
06.10.2023 13.10.2023 17.10.2023 15.5 EUR 60%
08.01.2024 16.01.2024 18.01.2024 15.5 EUR 60%
08.04.2024 15.04.2024 17.04.2024 15.5 EUR 60%
08.07.2024 15.07.2024 17.07.2024 15.5 EUR 60%
07.10.2024 14.10.2024 16.10.2024 15.5 EUR 60%
06.01.2025 13.01.2025 15.01.2025 15.5 EUR 60%
07.04.2025 14.04.2025 16.04.2025 15.5 EUR 60%
07.07.2025 14.07.2025 16.07.2025 15.5 EUR 60%
06.10.2025 13.10.2025 15.10.2025 15.5 EUR 60%
06.01.2026 13.01.2026 15.01.2026 15.5 EUR 60%
06.04.2026 13.04.2026 15.04.2026 15.5 EUR 60%
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Early redemption calendar

Observation date Early redemption date Early redemption amount Early redemption trigger
06.10.2022 17.10.2022 1000 EUR 100%
06.01.2023 18.01.2023 1000 EUR 97%
06.04.2023 18.04.2023 1000 EUR 94%
06.07.2023 17.07.2023 1000 EUR 91%
06.10.2023 17.10.2023 1000 EUR 88%
08.01.2024 18.01.2024 1000 EUR 85%
08.04.2024 17.04.2024 1000 EUR 82%
08.07.2024 17.07.2024 1000 EUR 79%
07.10.2024 16.10.2024 1000 EUR 76%
06.01.2025 15.01.2025 1000 EUR 73%
07.04.2025 16.04.2025 1000 EUR 70%
07.07.2025 16.07.2025 1000 EUR 67%
06.10.2025 15.10.2025 1000 EUR 64%
06.01.2026 15.01.2026 1000 EUR 61%
06.04.2026 15.04.2026 1000 EUR 60%
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