XS0961971016

Lyfecycle: Post-Strike |  Fair Value: Sign-in

BNP Bonus SPX Index 100 - 28.12.2017

N° 591 of 637 Bonus Cap in Italy |  Probability of 58.19% to outperform BTP learn more

Summary

This is a Bonus Cap paying in US Dollars issued by BNP Paribas with strike date at 12/19/2013 and maturing at 12/19/2017 and it is linked to the performance of S&P 500 Index. The capital is exposed to the negative performance of the underlying when it falls below the barrier level of 51% at maturity. Otherwise the product will pay the maximum between the notional plus the underlying performance and the bonus level of 100%

 Key Investment Document (KID)


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/2013 and have been modelled using the template /Structured Products/Bonus Cap



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