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BNP Athena Relax Airbag GPRO 6 - 31.03.2017


This is a 2 year product paying in EUR issued by BNP Paribas. It is an autocall plus product linked to the Long performance of GoPro Inc from 03/24/2015 to the last observation date 03/24/2017 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 6% (at the relevant date when the autocall is triggered). Otherwise the product will pay a coupon of 6% 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 6% so long as the worst performing underlying is at or above 50% and when the underlying level is at or above the 100% an additional coupon of 6% will be paid. If the European protection barrier of 50% 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 3/31/2017. Investing in this product at issue price would have resulted in a total return of -80.16%

Product Sheet

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

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.