NL0011007562

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

BNP Athena Certificate SX5E Index 7 - 26.03.2019

N° 115 of 237 Autocall in Italy |  Probability of 54.75% to outperform BTP learn more

Summary

This is a 4 year autocall paying in Euro issued by BNP Paribas linked to the performance of EURO STOXX 50 Index between 17/03/2015 and 19/03/2019. Although the latest maturity date is 19/03/2019, 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 7%, 14% and 21% (at the relevant date when the autocall is triggered). If the product runs to maturity, the product will repay the initial investment plus a coupon of 28% so long as the worst performing underlying is at or above 100%. 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

 Key Investment Document (KID)


Product Sheet

Free Sign-in to view contract terms.

 Basic Risk-Return


Forward Annualized and total return vs volatility and semideviation

Free Sign-in to view daily updated expected annualized and total return, volatility and semideviation.

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.


Sign-in to start.

 Probabilistic Comparative Returns

Detailed comparison of this product performance with the market banchmark, a domestic bond with the same maturity of the product.


Sign-in to start.


 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.


Sign-in to start.

 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%.


Sign-in to start.



 Similar Products



 More options and tools

  • Need more detailed information including backtesting, what-if analysis, greeks or the Fairmat independent quantitative report? Request an on-demand analytics.
  • Want to assess a custom product similar to this one? Clone this product and modify it.
  • Want to Find, Compare and Rank Similar Products?  Sign-in to access the  Products Ranking And Comparison Tools.

This product have been mapped on /Italy/2015 and have been modelled using the template /Structured Products/Autocall



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.