XS1083647005

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BNP Athena Relax Airbag BABA 4.5 - 28.11.2016

Summary

This is a 2 year product paying in Euro issued by BNP Paribas. It is Express Certificate Plus linked to the performance of Alibaba Group Holding Ltd from 11/24/2014 to the last observation date 11/21/2016 and 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 this case the product will repay the initial investment plus a coupon of 4.5% (at the relevant date when the autocall is triggered). Otherwise the product will pay a coupon of 4.5% 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 4.5% so long as the worst performing underlying is at or above 60% and when the underlying level is at or above the 100% an additional coupon of 4.5% will be paid. 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

Recorded Performance

The product has matured at 11/28/2016. Investing in this product at issue price would have resulted in a total return of 4.50%

Product Sheet

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This product have been mapped on /Italy/2014 and have been modelled using the template /Structured Products/Autocall Plus - Income Plan



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