IT0006773474 · Marex
36m Wof Memory Phoenix Autocall on S&P 500 INDEX, EURO STOXX 50 Price EUR, Nasdaq-100 Index, Nikkei 225 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 96% 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 |
|---|---|---|---|---|
| S&P 500SPX · USD | 6,836.17 | 4,101.70260% | 4,101.70260% | 6,562.723296% |
| Euro STOXX 50SX5E · EUR | 5,985.23 | 3,591.13860% | 3,591.13860% | 5,745.820896% |
| NASDAQ 100USNDX · USD | 24,732.73 | 14,839.63860% | 14,839.63860% | 23,743.420896% |
| NIKKEI 225 (JPY)NKY · JPY | 56,941.97 | 34,165.18260% | 34,165.18260% | 54,664.291296% |
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Open in workspace ↗Observation calendars
Coupon observations · 12
| Observation | Level (% of strike) | Payment |
|---|---|---|
| May 13, 2026 | 60% | Not available |
| Aug 13, 2026 | 60% | Not available |
| Nov 13, 2026 | 60% | Not available |
| Feb 16, 2027 | 60% | Not available |
| May 13, 2027 | 60% | Not available |
| Aug 13, 2027 | 60% | Not available |
| Nov 15, 2027 | 60% | Not available |
| Feb 14, 2028 | 60% | Not available |
| May 15, 2028 | 60% | Not available |
| Aug 14, 2028 | 60% | Not available |
| Nov 13, 2028 | 60% | Not available |
| Feb 13, 2029 | 60% | Not available |
Autocall observations · 12
| Observation | Level (% of strike) | Payment |
|---|---|---|
| May 13, 2026 | 100% | Not available |
| Aug 13, 2026 | 98% | Not available |
| Nov 13, 2026 | 96% | Not available |
| Feb 16, 2027 | 94% | Not available |
| May 13, 2027 | 92% | Not available |
| Aug 13, 2027 | 90% | Not available |
| Nov 15, 2027 | 88% | Not available |
| Feb 14, 2028 | 86% | Not available |
| May 15, 2028 | 84% | Not available |
| Aug 14, 2028 | 82% | Not available |
| Nov 13, 2028 | 80% | Not available |
| Feb 13, 2029 | 78% | Not available |