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PRODUCT VALUATION REPORT

BNP Paribas 3 Year Defensive Autocall Feb 2025 EUR

Strike Date: 21/02/2025
Next Observation Date:
Final Observation Date:
Returns and Barriers: 
Maximum Term: 3 years
Investment Structure: Defensive Autocall
Autocall Opportunities: Quarterly (First Observation at 12 months)
Autocall Trigger: 90% of initial level
Coupon Rate: 3.68% Quarterly (14.72% p.a.)
Capital Risk: Not capital protected
Capital Protection Barrier: 65% Final level (European style)
ISIN: XS2959034906
Currency: EUR
Current Price:
Coupons Paid to Date:
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
AIA Group Ltd58.0088.5052.59%
Daikin Industries Ltd15,970.0020,280.0026.99%
Samsung Electronics58,200.00203,000.00248.80%
Source: Bloomberg