IT0006761545 · Marex
54m Wof Memory Phoenix Autocall on Kraft Heinz Co/The, Procter & Gamble Co/The, L'Oreal SA, Danone SA 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 (50% of its initial level).
The next published autocall level is 80% 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 |
|---|---|---|---|---|
| Procter & GamblePG · USD | 147.57 | 73.78550% | 73.78550% | 118.05680% |
| L'OréalOR · EUR | 426.2 | 213.150% | 213.150% | 340.9680% |
| DanoneBN · EUR | 61.6 | 30.850% | 30.850% | 49.2880% |
| KRAFT HEINZ COKHC · USD | 37.08 | 18.5450% | 18.5450% | 29.66480% |
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Open in workspace ↗Observation calendars
Coupon observations · 18
| Observation | Level (% of strike) | Payment |
|---|---|---|
| Apr 19, 2024 | 50% | Not available |
| Jul 19, 2024 | 50% | Not available |
| Oct 21, 2024 | 50% | Not available |
| Jan 21, 2025 | 50% | Not available |
| Apr 22, 2025 | 50% | Not available |
| Jul 21, 2025 | 50% | Not available |
| Oct 20, 2025 | 50% | Not available |
| Jan 20, 2026 | 50% | Not available |
| Apr 20, 2026 | 50% | Not available |
| Jul 20, 2026 | 50% | Not available |
| Oct 19, 2026 | 50% | Not available |
| Jan 19, 2027 | 50% | Not available |
| Apr 19, 2027 | 50% | Not available |
| Jul 19, 2027 | 50% | Not available |
| Oct 19, 2027 | 50% | Not available |
| Jan 19, 2028 | 50% | Not available |
| Apr 19, 2028 | 50% | Not available |
| Jul 19, 2028 | 50% | Not available |
Autocall observations · 17
| Observation | Level (% of strike) | Payment |
|---|---|---|
| Jul 19, 2024 | 100% | Not available |
| Oct 21, 2024 | 98% | Not available |
| Jan 21, 2025 | 96% | Not available |
| Apr 22, 2025 | 94% | Not available |
| Jul 21, 2025 | 92% | Not available |
| Oct 20, 2025 | 90% | Not available |
| Jan 20, 2026 | 88% | Not available |
| Apr 20, 2026 | 86% | Not available |
| Jul 20, 2026 | 84% | Not available |
| Oct 19, 2026 | 82% | Not available |
| Jan 19, 2027 | 80% | Not available |
| Apr 19, 2027 | 78% | Not available |
| Jul 19, 2027 | 76% | Not available |
| Oct 19, 2027 | 74% | Not available |
| Jan 19, 2028 | 72% | Not available |
| Apr 19, 2028 | 70% | Not available |
| Jul 19, 2028 | 68% | Not available |