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BNP Bonus Cap SX5E Index 124 - 13.12.2017

N° 16 of 620 Bonus Cap in Italy |  Probability of 0% to outperform BTP learn more

Summary

This is a Bonus Cap paying in Euro issued by BNP Paribas with strike date at 3/3/2016 and maturing at 12/13/2017 and it is linked to the performance of EURO STOXX 50 Index. The capital is exposed to the negative performance of the underlying when it falls below the barrier level of 80% in the observation period between the strike date and the final observation date. Otherwise the product will pay the maximum between the notional plus the underlying performance and the bonus level of 124% up to a cap of 124%

 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/2016 and have been modelled using the template /Structured Products/Bonus Cap



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