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
XS1577101337
BNP Athena Certificate SX5E Index FTSEMIB Index 4.7 - 30.06.2022
N° 62 of 116 Autocall in Italy | Probability of 71.63% to outperform BTP learn more
Key Investment Document (KID)
Product Sheet
Basic Risk-Return
Risk-Return Map
Interactive risk-reward trade-off map in which is possibile to compare this product w.r.t. other products issued in the same market.
Sign-in to start.
Probabilistic Comparative Returns
Detailed comparison of this product performance with the market banchmark, a domestic bond with the same maturity of the product.
Sign-in to start.
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.
Sign-in to start.
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%.
Sign-in to start.
Similar Products
More options and tools
- Need more detailed information including backtesting, what-if analysis, greeks or the Fairmat independent quantitative report? Request an on-demand analytics.
- Want to assess a custom product similar to this one? Clone this product and modify it.
- Want to Find, Compare and Rank Similar Products? Sign-in to access the Products Ranking And Comparison Tools.
This product have been mapped on /Italy/2017 and have been modelled using the template /Structured Products/Autocall