This is a 6 year autocall paying in Sterlings issued by BNP Paribas linked to the performance of FTSE 100 Index and EURO STOXX 50 Index between 03/15/2015 and 03/15/2021. Although the latest maturity date is 03/15/2021, 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%, 85%, 100%, 85%, ... ,100%, 85% and 100% of its initial level (at the relevant date). In which case, the product will repay the initial investment plus a coupon of 11.2%, 11.2%, 22.4%, 22.4%, ... ,56%, 67.2% and 67.2% (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 56% so long as the worst performing underlying is at or above 85%. 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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6Y GBP Metis Autocall Eu and UK 11.2pc
Key Investment Document (KID)
The product has matured at 3/15/2017. Investing in this product at issue price would have resulted in a total return of 11.18%
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