XS1061693575

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BNP Bonus Autocallable Plus ISP - 17.09.2018

N° 3 of 3 Autocall Bonus Plus in Italy |  Probability of 98.06% to outperform BTP learn more

Summary

This is a 4 year bonus plus autocall product paying in Euro issued by BNP Paribas linked to the performance of Intesa Sanpaolo SpA between dates 10/09/2014 and 10/09/2018. Although the latest maturity date is 10/09/2018, the product will be monitored at annual periods. The product pays 2 additional annual 8,5% coupons. This "plus coupon" doesn't depend on path of the underlying assets. The product will mature early if at any annual date, from period 2, 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 8,5% and 17% (at the relevant date when the autocall is triggered). If the product runs to maturity will repay the greater of the bonus level of 100% and the underlying performance

 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/2014 and have been modelled using the template /Structured Products/Autocall Bonus Plus



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.