This is a 5 year autocall paying in Euro issued by BNP Paribas linked to the performance of FTSEMIB Index between 7/26/2016 and 1/20/2021. Although the latest maturity date is 1/20/2021, the product will be monitored at semiannual periods. The product will mature early if at any semiannual 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 2.15%, 4.3%, 6.45%, 8.6%, ... ,12.9%, 15.05% and 17.2% (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 19.35% so long as the worst performing underlying is at or above 100%. 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
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BNP Athena Certificate FTSEMIB Index 2.15 - 27.07.2021
Key Investment Document (KID)
The product has matured at 1/20/2017. Investing in this product at issue price would have resulted in a total return of 2.10%
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