This is a 3 year autocall paying in Euro issued by BNP Paribas linked to the performance of FTSEMIB Index between 5/25/2015 and 5/25/2018. Although the latest maturity date is 5/25/2018, 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 4.5% and 9% (at the relevant date when the autocall is triggered). Not paid coupons will be accumulated and will be paid when the condition will verify. If the product runs to maturity, the product will repay the initial investment plus a coupon of 13.5% so long as the worst performing underlying is at or above 70%. If the European protection barrier of 70% 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 Certificate FTSEMIB Index 4.5 - 01.06.2018
Key Investment Document (KID)
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