IT0006757345 · Marex
48m Wof Memory Phoenix Autocall on Stellantis NV, NIKE Inc, NVIDIA Corp, Moncler SpA in EUR
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 84% 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
| Underlying | Strike | Capital barrier | Coupon barrier | Autocall |
|---|---|---|---|---|
| NikeNKE · USD | 106.52 | 58.58655% | 63.91260% | 89.476884% |
| MonclerMONC · EUR | 63.5 | 34.92555% | 38.160% | 53.3484% |
| NvidiaNVDA · USD | 40.111 | 22.061155% | 24.066660% | 33.693284% |
| StellantisFRSTLA · EUR | 14.7 | 8.08555% | 8.8260% | 12.34884% |
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Open in workspace ↗Observation calendars
Coupon observations · 24
| Observation | Level (% of strike) | Payment |
|---|---|---|
| Jul 31, 2023 | 60% | Not available |
| Oct 2, 2023 | 60% | Not available |
| Nov 30, 2023 | 60% | Not available |
| Jan 30, 2024 | 60% | Not available |
| Apr 2, 2024 | 60% | Not available |
| May 30, 2024 | 60% | Not available |
| Jul 30, 2024 | 60% | Not available |
| Sep 30, 2024 | 60% | Not available |
| Dec 2, 2024 | 60% | Not available |
| Jan 30, 2025 | 60% | Not available |
| Mar 31, 2025 | 60% | Not available |
| May 30, 2025 | 60% | Not available |
| Jul 30, 2025 | 60% | Not available |
| Sep 30, 2025 | 60% | Not available |
| Dec 1, 2025 | 60% | Not available |
| Jan 30, 2026 | 60% | Not available |
| Mar 30, 2026 | 60% | Not available |
| Jun 1, 2026 | 60% | Not available |
| Jul 30, 2026 | 60% | Not available |
| Sep 30, 2026 | 60% | Not available |
| Nov 30, 2026 | 60% | Not available |
| Feb 1, 2027 | 60% | Not available |
| Mar 30, 2027 | 60% | Not available |
| Jun 1, 2027 | 60% | Not available |
Autocall observations · 20
| Observation | Level (% of strike) | Payment |
|---|---|---|
| Apr 2, 2024 | 100% | Not available |
| May 30, 2024 | 99% | Not available |
| Jul 30, 2024 | 98% | Not available |
| Sep 30, 2024 | 97% | Not available |
| Dec 2, 2024 | 96% | Not available |
| Jan 30, 2025 | 95% | Not available |
| Mar 31, 2025 | 94% | Not available |
| May 30, 2025 | 93% | Not available |
| Jul 30, 2025 | 92% | Not available |
| Sep 30, 2025 | 91% | Not available |
| Dec 1, 2025 | 90% | Not available |
| Jan 30, 2026 | 89% | Not available |
| Mar 30, 2026 | 88% | Not available |
| Jun 1, 2026 | 87% | Not available |
| Jul 30, 2026 | 86% | Not available |
| Sep 30, 2026 | 85% | Not available |
| Nov 30, 2026 | 84% | Not available |
| Feb 1, 2027 | 83% | Not available |
| Mar 30, 2027 | 82% | Not available |
| Jun 1, 2027 | 81% | Not available |