This is a 3 year autocall paying in Euro issued by BNP Paribas linked to the performance of ArcelorMittal SA between 1/31/2014 and 2/1/2017. Although the latest maturity date is 2/1/2017, 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% and 80% of its initial level (at the relevant date). In which case, the product will repay the initial investment plus a coupon of 4.55% and 8% (at the relevant date when the autocall is triggered). Otherwise the product will pay a coupon of 4.55% 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 12% so long as the worst performing underlying is at or above 60%. If the European protection barrier of 60% 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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BNP Athena Fast Plus MT 4.55 - 01.02.2017
Key Investment Document (KID)
The product has matured at 12/7/2016. Investing in this product at issue price would have resulted in a total return of -14.36%
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