There is. The banking portability law is even called after your president :)
Most banks offer it, or at least claim to. However there's still no penalty for banks that don't do their job properly. But it shouldn't stop you, transferring all your SEPA direct payments isn't that hard even if you do it yourself.
Get a referral or wait for a promotional offer, the big players (Boursorama, Fortuneo, ...) regularly offer 130~150€ sign-up bonuses, which is a decent compensation for the time you'll invest switching banks.
