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PRODUCT VALUATION REPORT

BNP Paribas Switch To Autocall November 2025 ZAR

Strike Date: 21/11/2025
Next Observation Date: 21/11/2028
Final Observation Date: 21/11/2030
Returns and Barriers: 
Maximum Term: 5 years
Investment Structure: Switch To Autocall
Autocall Opportunities: Annual
(First Observation at 36 months)
Autocall Trigger: 100% of initial level
Coupon Rate: ZAR: 15.15% p.a.
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style) with a Switch To an Equally Weighted Basket if breached
ISIN: ZAE000355053
Currency: ZAR
Current Price: 105.83% (as at 18/02/2026 08:38 UK Time)
Coupons Paid to Date: 0.0000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
Eurostoxx 505,515.096,021.859.19%
FTSE 1009,539.7110,556.1710.66%
Nikkei 22548,625.8856,566.4916.33%
S&P 5006,602.996,843.223.64%
Source: Bloomberg