LIVEXS3469945334USD

Callable with Memory

BNP PARIBAS B.V.

30%P.A. · stated coupon

How this product works

Callable with Memory issued by BNP PARIBAS B.V., denominated in USD. Its payout is linked to SX5E Index, SMI Index, SHSZ300 Index, EWZ UP Equity.

The stated annual coupon rate is 30%, with quarterly payments. Payment conditions are defined in the final terms.

The issuer may have a right to redeem the note early under its call provisions. An issuer call is discretionary and is not the same as an automatic market-triggered autocall.

The stated protection barrier is 100%. A barrier is conditional protection, not a guarantee. If its conditions fail, repayment can be exposed to losses in the reference asset. European barriers are generally assessed at a final observation; the term sheet determines the exact calculation.

The feed quotes 100% capital protection. It is subject to the contractual conditions and issuer creditworthiness, and generally does not protect an early sale.

Participation is quoted at 500%: this is the factor applied to qualifying reference-asset performance, not a guaranteed return.

Underlying securities & reference assets

Euro Stoxx 50 Pr

SX5E Index

The EURO STOXX 50 tracks leading blue-chip companies in the euro area.

Implied volatility: 12.27%
Dividend yield: 347.51%

SWISS MARKET INDEX

SMI Index

The Swiss Market Index tracks leading Swiss large-cap companies. Its sector concentration and Swiss-franc exposure can influence returns.

Implied volatility: 10.97%
Dividend yield: 316.09%

CSI 300 INDEX

SHSZ300 Index

CSI 300 INDEX is an index reference asset representing a basket of constituents. The index methodology and composition determine its exposure. Its performance can affect the product’s observation and repayment conditions; holding the note does not confer ownership of the constituents.

Implied volatility: 18.75%

ISHARES MSCI BRAZIL ETF

EWZ UP Equity

ISHARES MSCI BRAZIL ETF is an equity reference asset: a share in the named company. Its value can change with company earnings, sector conditions, market sentiment and currency movements. In this structured product, share performance affects the contractual coupon or repayment tests; holding the note does not mean owning the shares.

Implied volatility: 32.46%
Dividend yield: 100.39%

Risks & important information

Structured products carry issuer credit risk, market risk and liquidity risk. You may lose part or all of your investment. Barrier levels and quoted coupons do not guarantee a return. Early sale may result in a loss, and currency movements may affect returns.

This explanation summarizes the available feed data; it is not the complete legal term sheet, personalized investment advice or a recommendation. Exact observation rules, credit-event definitions, fees, settlement terms and the full payout formula must be verified in the issuer’s final documentation. Request the final terms before investing.