This is a 4 year autocall paying in Euro issued by BNP Paribas linked to the performance of Fiat Chrysler Automobiles NV between 02/24/2016 and 02/21/2020. Although the latest maturity date is 02/21/2020, the product will be monitored at annual periods. The product will mature early if at any annual date, from period , 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 4% (at the relevant date when the autocall is triggered). Otherwise the product will pay a coupon of 4% if the underlying is at or above the 70% of its initial level. If the product runs to maturity, the product will repay the initial investment plus a coupon of 4% so long as the worst performing underlying is at or above 70%. 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
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BNP Athena Premium FCA 4 - 28.02.2020
Key Investment Document (KID)
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