This is a 4 year autocall paying in Euro issued by BNP Paribas linked to the performance of FTSEMIB Index and EURO STOXX 50 Index between 5/26/2016 and 5/22/2020. Although the latest maturity date is 5/22/2020, 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 5% (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 20% so long as the worst performing underlying is at or above 100%. If the European protection barrier of 65% 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 Buffer FTSEMIB SX5E - 22.05.2020
The product has matured at 5/22/2017. Investing in this product at issue price would have resulted in a total return of 5.00%
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