XS1716044943

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BNP Athena Certificate SPX Index 3 - 01.03.2021

Summary

This is a 3 year autocall paying in US Dollars issued by BNP Paribas linked to the performance of S&P 500 Index between 2/28/2018 and 3/1/2021. Although the latest maturity date is 3/1/2021, the product will be monitored at semiannual periods. The product will mature early if at any semiannual date, from period , 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 3%, 6%, 9%, 12% and 15% (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 18% so long as the worst performing underlying is at or above 100%. If the European protection barrier of 70% 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

Product Sheet

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This product have been mapped on /Italy/2018 and have been modelled using the template /Structured Products/Autocall



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