Open in workspace ↗
MarexClassicEURNo longer listed

IT0006756339 · Marex

42m Wof Memory Phoenix Autocall on Bayer AG, Roche Holding AG, Sanofi SA in EUR

Bayer / Roche Holding AG / Sanofi

Coupon per period0.75%Monthly
Capital barrier60%At maturity
ObservationMay 17, 2023Coupon observations
MaturityOct 28, 2026Payment

How to read this structure

On the coupon observation dates, the conditional payment requires every underlying to be at or above the published coupon barrier (60% of its initial level).

The next published autocall level is 100% of the initial levels. Automatic redemption depends on every underlying being at or above its applicable level on the observation date. Later levels and dates are listed in the calendar.

These conditions do not describe every feature of the final repayment. The official documents define the complete payoff, costs, issuer risk, and any exceptions.

Underlyings and levels

UnderlyingStrikeCapital barrierCoupon barrierAutocall
BayerBAYN · EUR61.5236.91260%36.91260%61.52100%
Roche Holding AGROP · CHF277.95166.7760%166.7760%277.95100%
SanofiSAN · EUR102.4861.48860%61.48860%102.48100%

Prices and distances require current market data. Open the workspace for market information and your personal tools.

Open in workspace ↗

Observation calendars

Coupon observations · 42
ObservationLevel (% of strike)Payment
May 17, 202360%Not available
Jun 19, 202360%Not available
Jul 17, 202360%Not available
Aug 17, 202360%Not available
Sep 18, 202360%Not available
Oct 17, 202360%Not available
Nov 17, 202360%Not available
Dec 18, 202360%Not available
Jan 17, 202460%Not available
Feb 19, 202460%Not available
Mar 18, 202460%Not available
Apr 17, 202460%Not available
May 17, 202460%Not available
Jun 17, 202460%Not available
Jul 17, 202460%Not available
Aug 19, 202460%Not available
Sep 17, 202460%Not available
Oct 17, 202460%Not available
Nov 18, 202460%Not available
Dec 17, 202460%Not available
Jan 17, 202560%Not available
Feb 17, 202560%Not available
Mar 17, 202560%Not available
Apr 17, 202560%Not available
May 19, 202560%Not available
Jun 17, 202560%Not available
Jul 17, 202560%Not available
Aug 18, 202560%Not available
Sep 17, 202560%Not available
Oct 17, 202560%Not available
Nov 17, 202560%Not available
Dec 17, 202560%Not available
Jan 19, 202660%Not available
Feb 17, 202660%Not available
Mar 17, 202660%Not available
Apr 17, 202660%Not available
May 18, 202660%Not available
Jun 17, 202660%Not available
Jul 17, 202660%Not available
Aug 17, 202660%Not available
Sep 17, 202660%Not available
Oct 19, 202660%Not available
Autocall observations · 28
ObservationLevel (% of strike)Payment
Jul 17, 2024100%Not available
Aug 19, 202499%Not available
Sep 17, 202498%Not available
Oct 17, 202497%Not available
Nov 18, 202496%Not available
Dec 17, 202495%Not available
Jan 17, 202594%Not available
Feb 17, 202593%Not available
Mar 17, 202592%Not available
Apr 17, 202591%Not available
May 19, 202590%Not available
Jun 17, 202589%Not available
Jul 17, 202588%Not available
Aug 18, 202587%Not available
Sep 17, 202586%Not available
Oct 17, 202585%Not available
Nov 17, 202584%Not available
Dec 17, 202583%Not available
Jan 19, 202682%Not available
Feb 17, 202681%Not available
Mar 17, 202680%Not available
Apr 17, 202679%Not available
May 18, 202678%Not available
Jun 17, 202677%Not available
Jul 17, 202676%Not available
Aug 17, 202675%Not available
Sep 17, 202674%Not available
Oct 19, 202673%Not available