This is a 5 year autocall paying in Euro issued by BNP Paribas linked to the performance of Microsoft Corp, AT&T Inc, Exxon Mobil Corp, Hewlett-Packard Co, PepsiCo Inc and JPMorgan Chase & Co between 5/31/2011 and 5/31/2016. Although the latest maturity date is 5/31/2016, the product will be monitored at annual periods. The product will mature early if at any annual date, from period 1, the worst performing underlying is at or above 100% of its initial level (at the relevant date). In which case, the product will repay the initial investment plus a coupon of 4.5%, 4.5%, 9% and 13.5% (at the relevant date when the autocall is triggered). Otherwise the product will pay a coupon of 4.5%, 0%, 0% and 0% if the underlying is at or above the 0% of its initial level. If the product runs to maturity, the product will repay the initial investment plus a coupon of 18% so long as the worst performing underlying is at or above 100%. If the European protection barrier of 0.1% has not been breached, the nominal value will be paid, otherwise the product will repay the initial investment less any negative worst performing underlying measured over the term of the product
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Athena Sicurezza Certificate BASKET USA - 31.05.2016
Key Investment Document (KID)
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