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 06/30/2017 and 06/16/2022. Although the latest maturity date is 06/16/2022, 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 100% of its initial level (at the relevant date). In which case, the product will repay the initial investment plus a coupon of 4.7%, 9.4%, 14.1% and 18.8% (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 23.5% 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