This is a 3 year autocall paying in Euro issued by BNP Paribas linked to the performance of Intesa Sanpaolo SpA between 08/07/2018 and 08/02/2021. Although the latest maturity date is 08/02/2021, 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 100% of its initial level (at the relevant date). In which case, the product will repay the initial investment plus a coupon of 8.5%, 17%, 25.5%, 34% and 42.5% (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 51% so long as the worst performing underlying is at or above 100%. 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
NL0012877039
BNP Athena Certificate ISP 8.5 - 09.08.2021
N° 77 of 119 Autocall in Italy | Probability of 79.57% to outperform BTP learn more
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/2018 and have been modelled using the template /Structured Products/Autocall