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PRODUCT VALUATION REPORT

BNP Paribas 3 Year Defensive Autocall Feb 2025 EUR

Strike Date: 21/02/2025
Next Observation Date: 24/02/2026
Final Observation Date: 21/02/2028
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: 110.58% (as at 06/11/2025 09:48 UK Time)
Coupons Paid to Date: 0.0000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
AIA Group Ltd58.0079.6037.24%
Daikin Industries Ltd15,970.0017,900.0012.09%
Samsung Electronics58,200.00100,300.0072.34%
Source: Bloomberg