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Financial risk management (Tables)

12 Months Ended

Dec. 31, 2023

Derivative Instruments and Hedging Activities Disclosure [Abstract]

Schedule of Foreign Currency Sensitivity

The following table details our sensitivity to a 10.0% strengthening of foreign currencies against the euro. The

sensitivity analysis includes foreign currency denominated monetary items outstanding and adjusts their translation at

the period end for a 10.0% strengthening in foreign currency rates. A positive amount indicates an increase in net

income or equity.

Year ended December 31 (€, in millions)	2022			2023
	Impact on net income	Impact on equity		Impact on net income	Impact on  equity
US dollar	(7.2)	65.3		4.2	78.3
Japanese yen	(0.1)	(16.6)		(2.6)	(3.8)
Taiwanese dollar	(12.8)	—		0.4	—
Other currencies	(1.3)	—		(10.0)	—
Total	(21.4)	48.7		(8.0)	74.5

Schedule of Interest Rate Sensitivity

The sensitivity analysis below has been determined based on the exposure to interest rates for both derivative

financial and non-derivative financial instruments at the balance sheet date with the stipulated change taking place at

the beginning of the financial year and held constant throughout the reporting period. The table below shows the

effect of a 1.0% increase in interest rates on our net income and equity. A positive amount indicates an increase in

net income and equity.

Year ended December 31 (€, in millions)	2022			2023
	Impact on net income	Impact on equity		Impact on net income	Impact on equity
Effect of a 1.0% increase in interest rates	43.8	—		37.6	—

Summary of Notional Amounts and Estimated Fair Values of Financial Instruments

The following table summarizes the notional amounts and estimated fair values of our derivative financial instruments:

Year ended December 31 (€, in millions)	2022			2023
	Notional amount	Fair Value		Notional amount	Fair Value
Forward foreign exchange contracts	158.5	(18.8)		281.1	(6.8)
Interest rate swaps	3,000.0	(225.1)		3,250.0	(118.8)

Derivative Financial Instruments Per Category

The following table summarizes our derivative financial instruments per category:

Year ended December 31 (€, in millions)	2022			2023
	Assets	Liabilities		Assets	Liabilities
Interest rate swaps — fair value hedges	1.7	226.8		11.3	130.1
Forward foreign exchange contracts — cash flow hedges	3.0	18.1		2.9	10.4
Forward foreign exchange contracts — no hedge accounting	12.6	16.3		16.9	16.2
Total	17.3	261.2		31.1	156.7
Less non-current portion:
Interest rate swaps — fair value hedges	—	179.0		11.3	62.7
Total non-current portion	—	179.0		11.3	62.7
Total current portion	17.3	82.2		19.8	94.0

Schedule of Fair Value, Assets and Liabilities Measured on Recurring Basis

The following tables present our financial assets and financial liabilities that are measured at fair value on a recurring

basis:

Year ended December 31, 2023 (€, in millions)	Level 1	Level 2	Level 3		Total
Assets measured at fair value
Derivative financial instruments1	—	31.1	—		31.1
Money market funds2	3,167.4	—	—		3,167.4
Short-term investments3	—	5.4	—		5.4
Total	3,167.4	36.5	—		3,203.9
Liabilities measured at fair value
Derivative financial instruments1	—	156.7	—		156.7
Assets and Liabilities for which fair values are disclosed
Loan receivable	—	—	776.1		776.1
Long-term debt4	4,496.2	—	—		4,496.2

Year ended December 31, 2022 (€, in millions)	Level 1	Level 2	Level 3		Total
Assets measured at fair value
Derivative financial instruments1	—	17.3	—		17.3
Money market funds2	3,196.7	—	—		3,196.7
Short-term investments3	—	107.7	—		107.7
Total	3,196.7	125.0	—		3,321.7
Liabilities measured at fair value
Derivative financial instruments1	—	261.2	—		261.2
Assets and Liabilities for which fair values are disclosed
Loan receivable	—	—	307.9		307.9
Long-term debt4	4,072.8	—	—		4,072.8

1.Derivative financial instruments consist of forward foreign exchange contracts and interest rate swaps.

2.Money market funds are part of our cash and cash equivalents.

3.Short-term investments consist of deposits with original maturities to the entity holding the investments longer than three months, but one year

or less at the date of acquisition. These deposits are valued at amortized costs which is close to their fair value. Their fair value is determined

with reference to quoted market prices in an active market for similar assets or discounted cash flow analysis.

4.Long-term debt mainly relates to Eurobonds.

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