This is a 3 year autocall paying in Euro issued by BNP Paribas linked to the performance of Credit Agricole SA and Intesa Sanpaolo SpA between 06/09/2017 and 06/09/2020. Although the latest maturity date is 06/09/2020, 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 0% of its initial level (at the relevant date). In which case, the product will repay the initial investment plus a coupon of 12%, 24%, 36%, 48% and 60% (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 72% so long as the worst performing underlying is at or above 0%. 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 Certificate ACA ISP 12 - 16.06.2020
Key Investment Document (KID)
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