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Athena Sicurezza Certificate BASKET USA - 31.05.2016


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 05/31/2011 and 05/31/2016. Although the latest maturity date is 05/31/2016, 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

 Key Investment Document (KID)

Product Sheet

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This product have been mapped on /Italy/2011 and have been modelled using the template /Structured Products/Autocall

Disclaimer: this product sheet has been created by Fairmat Srl and its partners using public available information, hence it represents our interpretation of the product. The information displayed in this page does not represent any recommendation to buy or sell the displayed product.