Lyfecycle: Matured |  Fair Value: Sign-in

BNP Athena Relax ENI 10 - 30.11.2015


This is a 3 year autocall paying in Euro issued by BNP Paribas linked to the performance of ENI SPA between 11/27/2012 and 11/27/2015. Although the latest maturity date is 11/27/2015, 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 5% and 10% (at the relevant date when the autocall is triggered). Otherwise the product will pay a coupon of 5% 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 15% so long as the worst performing underlying is at or above 100%. If the European protection barrier of 50% 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)

Recorded Performance

The product has matured at 11/30/2015. Investing in this product at issue price would have resulted in a total return of 0.00%

Product Sheet

Free Sign-in to view contract terms.

 More options and tools

  • Need more detailed information including backtesting, what-if analysis, greeks or the Fairmat independent quantitative report? Request an on-demand analytics.
  • Want to assess a custom product similar to this one? Clone this product and modify it.
  • Want to Find, Compare and Rank Similar Products?  Sign-in to access the  Products Ranking And Comparison Tools.

This product have been mapped on /Italy/2012 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.