NL0013038060

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BNP Bonus Cap SX5E Index 117.75 - 15.12.2021

N° 350 of 890 Bonus Cap in Italy |  Probability of 91.3% to outperform BTP learn more

Summary

Bonus Cap issued by BNP Paribas, expressed in Euro and linked to the performance of the underlying EURO STOXX 50 Index. This product has strike date 10/25/2018 and maturity 12/15/2021. Investing in this certificate exposes the capital to a potential negative performance of the underlying, in the event that the worst performance of the underlying during the entire life of the instrument (i.e. from strike date to maturity), drops below the protection level (equal to 70%). If this is not the case, the settlement will be given by the maximum amount between the notional plus the worst performance of the underlying, and the bonus level of 117.75%, up to a maximum cap equal to 117.75%

Product Sheet

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 Basic Risk-Return


Forward Annualized and total return vs volatility and semideviation

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Risk-Return Map

Interactive risk-reward trade-off map in which is possibile to compare this product w.r.t. other products issued in the same market.


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 Probabilistic Comparative Returns

Detailed comparison of this product performance with the market banchmark, a domestic bond with the same maturity of the product.


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 Early Redemption and Barriers

Find below the probability of early redemption on the next observation, the probability of losing the capital protection and the expected returns conditioned to these events.


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 Tail Risk

Here the expected return of the product conditional upon the occurence of extreme events whose probability of occurence is equal to 1% and 5%.


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This product have been mapped on /Italy/2018 and have been modelled using the template /Structured Products/Bonus Cap



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