XS1068412177

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BNP Athena Relax Double Chance AAL 5.5 - 03.04.2018

N° 256 of 446 Autocall Plus - Income Plan in Italy |  Probability of 39.73% to outperform BTP learn more

Summary

This is a 3 year product paying in Euro issued by BNP Paribas. It is Express Certificate Plus linked to the performance of American Airlines Group Inc from 3/24/2015 to the last observation date 3/22/2018 and will be monitored at annual periods. The product will mature early if on any annual date, from period 1, the worst performing underlying is at or above 100% of its initial level (on the relevant date). In this case the product will repay the initial investment plus a coupon of 5.5% and 11% (on the relevant date when the autocall is triggered). Otherwise the product will pay a coupon of 5.5% if the underlying is at or above the 0% and 60% of its initial level. If the product runs to maturity, it will repay the initial investment plus a coupon of 5.5% 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 5.5% 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

 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

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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/2015 and have been modelled using the template /Structured Products/Autocall Plus - Income Plan



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