This is a 5 year autocall paying in Euro issued by BNP Paribas linked to the performance of EURO STOXX 50 Index and FTSEMIB Index between 11/30/2016 and 11/16/2021. Although the latest maturity date is 11/16/2021, 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 98% of its initial level (at the relevant date). In which case, the product will repay the initial investment plus a coupon of 7%, 14%, 21% and 28% (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 35% so long as the worst performing underlying is at or above 98%. 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 SX5E Index FTSEMIB Index 7 - 30.11.2021
Key Investment Document (KID)
The product has matured at 11/16/2017. Investing in this product at issue price would have resulted in a total return of 7.01%
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