BNP PARIBAS ARBITRAGE ISSUANCE
AVVISO n.926 | 19 Gennaio 2016 | SeDeX - LEV. CERTIFICATES |
Mittente del comunicato : BORSA ITALIANA
Societa' oggetto dell'Avviso
: BNP PARIBAS ARBITRAGE ISSUANCE
Oggetto : Inizio negoziazione 'Leverage Certificates - Classe A' 'BNP PARIBAS ARBITRAGE
Testo del comunicato
ISSUANCE' emessi nell'ambito di un Programma
Si veda allegato.
Disposizioni della Borsa
Strumenti finanziari: Turbo on Index - November 2015
Emittente: BNP PARIBAS ARBITRAGE ISSUANCE
Garante: BNP Paribas
Rating Garante: Società di Rating Long Term Data Report Moody's A1 28/05/2015
Standard & Poor's A+ 03/07/2014
Fitch Ratings A+ 19/05/2015
Oggetto: INIZIO NEGOZIAZIONI IN BORSA
Data di inizio negoziazioni: 20/01/2016
Mercato di quotazione: Borsa - Comparto SEDEX 'Leverage Certificates - Classe
A'
Orari e modalità di negoziazione: Negoziazione continua e l'orario stabilito dall'art. IA.7.3.1
delle Istruzioni
Operatore incaricato ad assolvere l'impegno di quotazione:
BNP Paribas Arbitrage SNC Member ID Specialist: IT0540
Limiti di variazione prezzi: Vedi tabella in Allegato 1 in fondo al presente avviso
CARATTERISTICHE SALIENTI DEI TITOLI OGGETTO DI QUOTAZIONE
Turbo on Index - November 2015
Tipo di liquidazione: monetaria
Modalità di esercizio: europeo
DISPOSIZIONI DELLA BORSA ITALIANA
Dal giorno 20/01/2016, gli strumenti finanziari 'Turbo on Index - November 2015' (vedasi scheda riepilogativa delle caratteristiche dei securitised derivatives) verranno inseriti nel Listino Ufficiale, sezione Securitised Derivatives.
Allegati:
- Scheda riepilogativa delle caratteristiche dei securitised derivatives;
- Estratto del prospetto di quotazione dei Securitised Derivatives
Num. Serie | Codice Isin | Trading Code | Instrument Id | Descrizione | Sottostante | Tipologia | Strike | Data Scadenza | Parità | Quantità | Lotto Negoziazione | EMS | Prima Barriera |
29 | NL0011510698 | P10698 | 787058 | BPAFTMIBSLTBSH20000AB20000E180316 | XXXX XXX Xxxxx | Xxxx | 00000 | 18/03/16 | 0,0001 | 5000000 | 1 | 18797 | 20000 |
30 | NL0011510706 | P10706 | 787059 | BPAFTMIBSLTBSH20500AB20500E180316 | XXXX XXX Xxxxx | Xxxx | 00000 | 18/03/16 | 0,0001 | 5000000 | 1 | 13661 | 20500 |
31 | NL0011510714 | P10714 | 787060 | BPAFTMIBSLTBSH21000AB21000E180316 | XXXX XXX Xxxxx | Xxxx | 00000 | 18/03/16 | 0,0001 | 5000000 | 1 | 10730 | 21000 |
32 | NL0011510722 | P10722 | 787085 | BPAFTMIBSLTBSH21500AB21500E180316 | FTSE MIB Index | Bear | 21500 | 18/03/16 | 0,0001 | 5000000 | 1 | 8834 | 21500 |
33 | NL0011510730 | P10730 | 787061 | BPAFTMIBSLTBSH22000AB22000E180316 | FTSE MIB Index | Bear | 22000 | 18/03/16 | 0,0001 | 5000000 | 1 | 7508 | 22000 |
46 | NL0011510862 | P10862 | 787064 | BPADAXSLTBLG8400AB8400E160316 | DAX | Bull | 8400 | 16/03/16 | 0,01 | 30000 | 1 | 198 | 8400 |
47 | NL0011510870 | P10870 | 787065 | BPADAXSLTBLG8800AB8800E160316 | DAX | Bull | 8800 | 16/03/16 | 0,01 | 30000 | 1 | 289 | 8800 |
63 | NL0011511035 | P11035 | 787066 | BPADAXSLTBSH10400AB10400E160316 | DAX | Bear | 10400 | 16/03/16 | 0,01 | 30000 | 1 | 340 | 10400 |
77 | NL0011511175 | P11175 | 787070 | BPAEUS50SLTBSH3300AB3300E160316 | EURO STOXX 50 | Bear | 3300 | 16/03/16 | 0,01 | 30000 | 1 | 796 | 3300 |
89 | NL0011511290 | P11290 | 787071 | BPASP500SLTBSH2000AB2000E160316 | S&P 500 | Bear | 2000 | 16/03/16 | 0,01 | 00000 | 0 | 0000 | 0000 |
96 | NL0011511365 | P11365 | 787072 | BPAN225SLTBLG16000AB16000E160316 | XXXXXX 000 XXXXX | Xxxx | 00000 | 16/03/16 | 0,1 | 30000 | 1 | 3205 | 16000 |
115 | NL0011511555 | P11555 | 787075 | BPAN225SLTBSH18500AB18500E160316 | NIKKEI 225 INDEX | Bear | 18500 | 16/03/16 | 0,1 | 30000 | 1 | 2135 | 18500 |
FINAL TERMS DATED 23 OCTOBER 2015
BNP Paribas Arbitrage Issuance B.V.
(incorporated in The Netherlands) (as Issuer)
BNP Paribas (incorporated in France) (as Guarantor)
(Note, Warrant and Certificate Programme) EUR "Turbo" Certificates relating to an Index BNP Paribas Arbitrage S.N.C.
(as Manager)
PART A - CONTRACTUAL TERMS
Terms used herein shall be deemed to be defined as such for the purposes of the Conditions set forth in the Base Prospectus dated 9 June 2015, each Supplement to the Base Prospectus published and approved on or before the date of these Final Terms (copies of which are available as described below) and any other Supplement to the Base Prospectus which may have been published and approved before the issue of any additional amount of Securities (the "Supplements") (provided that to the extent any such Supplement (i) is published and approved after the date of these Final Terms and (ii) provide for any change to the Conditions of the Securities such changes shall have no effect with respect to the Conditions of the Securities to which these Final Terms relate) which together constitute a base prospectus for the purposes of Directive 2003/71/EC (the "Prospectus Directive") (the "Base Prospectus"). The Base Prospectus has been passported into Italy in compliance with Article 18 of the Prospectus Directive. This document constitutes the Final Terms of the Securities described herein for the purposes of Article 5.4 of the Prospectus Directive and must be read in conjunction with the Base Prospectus.
Full information on BNP Paribas Arbitrage Issuance B.V. (the "Issuer"), BNP Paribas (the "Guarantor") and the offer of the Securities is only available on the basis of the combination of these Final Terms and the Base Prospectus. A summary of the Securities (which comprises the Summary in the Base Prospectus as amended to reflect the provisions of these Final Terms) is annexed to these Final Terms. The Base Prospectus, any Supplement(s) to the Base Prospectus and these Final Terms are available for viewing on the following website: xxx.xxxxxxxxxxxxxxx.xx and copies may be obtained free of charge at the specified offices of the Security Agents. The Base Prospectus and the Supplement(s) to the Base Prospectus will also be available on the AMF website xxx.xxx-xxxxxx.xxx.
References herein to numbered Conditions are to the terms and conditions of the relevant series of Securities and words and expressions defined in such terms and conditions shall bear the same meaning in these Final Terms in so far as they relate to such series of Securities, save as where otherwise expressly provided.
These Final Terms relate to the series of Securities as set out in "Specific Provisions for each Series" below. References herein to "Securities" shall be deemed to be references to the relevant Securities that are the subject of these Final Terms and references to "Security" shall be construed accordingly.
1 / 25
SPECIFIC PROVISIONS FOR EACH SERIES
Series Number / ISIN Code | No. of Securities issued | No. of Securities | Common Code | Trading Code of Borsa Italiana | Issue Price per Security | Call / Put | Strike Price | Knock-out Level | Exercise Date | Exercise Settlement Date | Parity | Multiplier* |
NL0011510417 | 5,000,000 | 5,000,000 | 130068375 | P10417 | EUR 0.59 | Call | EUR 16,500 | EUR 16,500 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510425 | 5,000,000 | 5,000,000 | 130068383 | P10425 | EUR 0.54 | Call | EUR 17,000 | EUR 17,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510433 | 5,000,000 | 5,000,000 | 130068391 | P10433 | EUR 0.49 | Call | EUR 17,500 | EUR 17,500 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510441 | 5,000,000 | 5,000,000 | 130068405 | P10441 | EUR 0.44 | Call | EUR 18,000 | EUR 18,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510458 | 5,000,000 | 5,000,000 | 130068413 | P10458 | EUR 0.39 | Call | EUR 18,500 | EUR 18,500 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510466 | 5,000,000 | 5,000,000 | 130068421 | P10466 | EUR 0.34 | Call | EUR 19,000 | EUR 19,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510474 | 5,000,000 | 5,000,000 | 130068430 | P10474 | EUR 0.29 | Call | EUR 19,500 | EUR 19,500 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510482 | 5,000,000 | 5,000,000 | 130068448 | P10482 | EUR 0.24 | Call | EUR 20,000 | EUR 20,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510490 | 5,000,000 | 5,000,000 | 130068456 | P10490 | EUR 0.19 | Call | EUR 20,500 | EUR 20,500 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510508 | 5,000,000 | 5,000,000 | 130068464 | P10508 | EUR 0.14 | Call | EUR 21,000 | EUR 21,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510516 | 5,000,000 | 5,000,000 | 130068472 | P10516 | EUR 0.09 | Call | EUR 21,500 | EUR 21,500 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510524 | 5,000,000 | 5,000,000 | 130068499 | P10524 | EUR 0.04 | Call | EUR 22,000 | EUR 22,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510532 | 5,000,000 | 5,000,000 | 130068502 | P10532 | EUR 0.01 | Call | EUR 22,500 | EUR 22,500 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510540 | 5,000,000 | 5,000,000 | 130068529 | P10540 | EUR 0.01 | Call | EUR 23,000 | EUR 23,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510557 | 5,000,000 | 5,000,000 | 130068537 | P10557 | EUR 0.01 | Call | EUR 23,500 | EUR 23,500 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510565 | 5,000,000 | 5,000,000 | 130068545 | P10565 | EUR 0.01 | Call | EUR 24,000 | EUR 24,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510573 | 5,000,000 | 5,000,000 | 130068553 | P10573 | EUR 0.01 | Call | EUR 24,500 | EUR 24,500 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510581 | 5,000,000 | 5,000,000 | 130068561 | P10581 | EUR 0.01 | Call | EUR 25,000 | EUR 25,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510599 | 5,000,000 | 5,000,000 | 130068570 | P10599 | EUR 0.01 | Call | EUR 25,000 | EUR 25,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510607 | 5,000,000 | 5,000,000 | 130068588 | P10607 | EUR 0.01 | Call | EUR 25,500 | EUR 25,500 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510615 | 5,000,000 | 5,000,000 | 130068596 | P10615 | EUR 0.01 | Call | EUR 26,000 | EUR 26,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510623 | 5,000,000 | 5,000,000 | 130068600 | P10623 | EUR 0.01 | Call | EUR 26,500 | EUR 26,500 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510631 | 5,000,000 | 5,000,000 | 130068618 | P10631 | EUR 0.01 | Call | EUR 27,000 | EUR 27,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510649 | 5,000,000 | 5,000,000 | 130068626 | P10649 | EUR 0.01 | Put | EUR 17,500 | EUR 17,500 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510656 | 5,000,000 | 5,000,000 | 130068634 | P10656 | EUR 0.01 | Put | EUR 18,000 | EUR 18,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510664 | 5,000,000 | 5,000,000 | 130068642 | P10664 | EUR 0.01 | Put | EUR 18,500 | EUR 18,500 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510672 | 5,000,000 | 5,000,000 | 130068669 | P10672 | EUR 0.01 | Put | EUR 19,000 | EUR 19,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510680 | 5,000,000 | 5,000,000 | 130068677 | P10680 | EUR 0.01 | Put | EUR 19,500 | EUR 19,500 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
Series Number / ISIN Code | No. of Securities issued | No. of Securities | Common Code | Trading Code of Borsa Italiana | Issue Price per Security | Call / Put | Strike Price | Knock-out Level | Exercise Date | Exercise Settlement Date | Parity | Multiplier* |
NL0011510698 | 5,000,000 | 5,000,000 | 130068685 | P10698 | EUR 0.01 | Put | EUR 20,000 | EUR 20,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510706 | 5,000,000 | 5,000,000 | 130068693 | P10706 | EUR 0.01 | Put | EUR 20,500 | EUR 20,500 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510714 | 5,000,000 | 5,000,000 | 130068707 | P10714 | EUR 0.01 | Put | EUR 21,000 | EUR 21,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510722 | 5,000,000 | 5,000,000 | 130068715 | P10722 | EUR 0.01 | Put | EUR 21,500 | EUR 21,500 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510730 | 5,000,000 | 5,000,000 | 130068723 | P10730 | EUR 0.01 | Put | EUR 22,000 | EUR 22,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510748 | 5,000,000 | 5,000,000 | 130068731 | P10748 | EUR 0.01 | Put | EUR 22,500 | EUR 22,500 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510755 | 5,000,000 | 5,000,000 | 130068740 | P10755 | EUR 0.06 | Put | EUR 23,000 | EUR 23,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510763 | 5,000,000 | 5,000,000 | 130068758 | P10763 | EUR 0.11 | Put | EUR 23,500 | EUR 23,500 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510771 | 5,000,000 | 5,000,000 | 130068766 | P10771 | EUR 0.16 | Put | EUR 24,000 | EUR 24,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510789 | 5,000,000 | 5,000,000 | 130068774 | P10789 | EUR 0.21 | Put | EUR 24,500 | EUR 24,500 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510797 | 5,000,000 | 5,000,000 | 130068782 | P10797 | EUR 0.26 | Put | EUR 25,000 | EUR 25,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510805 | 5,000,000 | 5,000,000 | 130068804 | P10805 | EUR 0.26 | Put | EUR 25,000 | EUR 25,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510813 | 5,000,000 | 5,000,000 | 130068812 | P10813 | EUR 0.31 | Put | EUR 25,500 | EUR 25,500 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510821 | 5,000,000 | 5,000,000 | 130068839 | P10821 | EUR 0.36 | Put | EUR 26,000 | EUR 26,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510839 | 5,000,000 | 5,000,000 | 130068847 | P10839 | EUR 0.41 | Put | EUR 26,500 | EUR 26,500 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510847 | 5,000,000 | 5,000,000 | 130068855 | P10847 | EUR 0.46 | Put | EUR 27,000 | EUR 27,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510854 | 30,000 | 30,000 | 130068863 | P10854 | EUR 21.64 | Call | EUR 8,000 | EUR 8,000 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011510862 | 30,000 | 30,000 | 130068871 | P10862 | EUR 17.64 | Call | EUR 8,400 | EUR 8,400 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011510870 | 30,000 | 30,000 | 130068880 | P10870 | EUR 13.64 | Call | EUR 8,800 | EUR 8,800 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011510888 | 30,000 | 30,000 | 130068898 | P10888 | EUR 9.64 | Call | EUR 9,200 | EUR 9,200 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011510896 | 30,000 | 30,000 | 130068901 | P10896 | EUR 5.64 | Call | EUR 9,600 | EUR 9,600 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011510904 | 30,000 | 30,000 | 130068910 | P10904 | EUR 1.64 | Call | EUR 10,000 | EUR 10,000 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011510912 | 30,000 | 30,000 | 130068928 | P10912 | EUR 0.01 | Call | EUR 10,400 | EUR 10,400 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011510920 | 30,000 | 30,000 | 130068936 | P10920 | EUR 0.01 | Call | EUR 10,800 | EUR 10,800 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011510938 | 30,000 | 30,000 | 130068944 | P10938 | EUR 0.01 | Call | EUR 11,200 | EUR 11,200 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011510946 | 30,000 | 30,000 | 130068952 | P10946 | EUR 0.01 | Call | EUR 11,600 | EUR 11,600 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011510953 | 30,000 | 30,000 | 130068979 | P10953 | EUR 0.01 | Call | EUR 12,000 | EUR 12,000 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011510961 | 30,000 | 30,000 | 130068987 | P10961 | EUR 0.01 | Call | EUR 12,400 | EUR 12,400 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011510979 | 30,000 | 30,000 | 130068995 | P10979 | EUR 0.01 | Put | EUR 8,000 | EUR 8,000 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011510987 | 30,000 | 30,000 | 130069002 | P10987 | EUR 0.01 | Put | EUR 8,400 | EUR 8,400 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
Series Number / ISIN Code | No. of Securities issued | No. of Securities | Common Code | Trading Code of Borsa Italiana | Issue Price per Security | Call / Put | Strike Price | Knock-out Level | Exercise Date | Exercise Settlement Date | Parity | Multiplier* |
NL0011510995 | 30,000 | 30,000 | 130069029 | P10995 | EUR 0.01 | Put | EUR 8,800 | EUR 8,800 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511001 | 30,000 | 30,000 | 130069037 | P11001 | EUR 0.01 | Put | EUR 9,200 | EUR 9,200 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511019 | 30,000 | 30,000 | 130069045 | P11019 | EUR 0.01 | Put | EUR 9,600 | EUR 9,600 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511027 | 30,000 | 30,000 | 130069053 | P11027 | EUR 0.01 | Put | EUR 10,000 | EUR 10,000 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511035 | 30,000 | 30,000 | 130069061 | P11035 | EUR 2.36 | Put | EUR 10,400 | EUR 10,400 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511043 | 30,000 | 30,000 | 130069070 | P11043 | EUR 6.36 | Put | EUR 10,800 | EUR 10,800 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511050 | 30,000 | 30,000 | 130069088 | P11050 | EUR 10.36 | Put | EUR 11,200 | EUR 11,200 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511068 | 30,000 | 30,000 | 130069096 | P11068 | EUR 14.36 | Put | EUR 11,600 | EUR 11,600 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511076 | 30,000 | 30,000 | 130069100 | P11076 | EUR 18.36 | Put | EUR 12,000 | EUR 12,000 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511084 | 30,000 | 30,000 | 130069118 | P11084 | EUR 22.36 | Put | EUR 12,400 | EUR 12,400 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511092 | 30,000 | 30,000 | 130069126 | P11092 | EUR 30.02 | Call | EUR 2,700 | EUR 2,700 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511100 | 30,000 | 30,000 | 130069134 | P11100 | EUR 29.72 | Call | EUR 3,000 | EUR 3,000 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511118 | 30,000 | 30,000 | 130069142 | P11118 | EUR 29.42 | Call | EUR 3,300 | EUR 3,300 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511126 | 30,000 | 30,000 | 130069169 | P11126 | EUR 29.12 | Call | EUR 3,700 | EUR 3,700 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511134 | 30,000 | 30,000 | 130069177 | P11134 | EUR 28.82 | Call | EUR 4,000 | EUR 4,000 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511142 | 30,000 | 30,000 | 130069185 | P11142 | EUR 28.52 | Call | EUR 4,300 | EUR 4,300 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511159 | 30,000 | 30,000 | 130069193 | P11159 | EUR 0.01 | Put | EUR2,700 | EUR2,700 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511167 | 30,000 | 30,000 | 130069207 | P11167 | EUR 0.01 | Put | EUR 3,000 | EUR 3,000 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511175 | 30,000 | 30,000 | 130069215 | P11175 | EUR 0.01 | Put | EUR3,300 | EUR3,300 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511183 | 30,000 | 30,000 | 130069223 | P11183 | EUR 0.01 | Put | EUR 3,700 | EUR 3,700 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511191 | 30,000 | 30,000 | 130069231 | P11191 | EUR 0.01 | Put | EUR 4,000 | EUR 4,000 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511209 | 30,000 | 30,000 | 130069240 | P11209 | EUR 0.01 | Put | EUR 4,300 | EUR 4,300 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511217 | 30,000 | 30,000 | 130069258 | P11217 | EUR 4.90 | Call | USD 1,600 | USD 1,600 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511225 | 30,000 | 30,000 | 130069266 | P11225 | EUR 2.63 | Call | USD 1,800 | USD 1,800 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511233 | 30,000 | 30,000 | 130069274 | P11233 | EUR 0.37 | Call | USD 2,000 | USD 2,000 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511241 | 30,000 | 30,000 | 130069282 | P11241 | EUR 0.01 | Call | USD 2,200 | USD 2,200 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511258 | 30,000 | 30,000 | 130069304 | P11258 | EUR 0.01 | Call | USD 2,400 | USD 2,400 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511266 | 30,000 | 30,000 | 130069312 | P11266 | EUR 0.01 | Call | USD 2,600 | USD 2,600 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511274 | 30,000 | 30,000 | 130069339 | P11274 | EUR 0.01 | Put | USD 1,600 | USD 1,600 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511282 | 30,000 | 30,000 | 130069347 | P11282 | EUR 0.01 | Put | USD 1,800 | USD 1,800 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
Series Number / ISIN Code | No. of Securities issued | No. of Securities | Common Code | Trading Code of Borsa Italiana | Issue Price per Security | Call / Put | Strike Price | Knock-out Level | Exercise Date | Exercise Settlement Date | Parity | Multiplier* |
NL0011511290 | 30,000 | 30,000 | 130069355 | P11290 | EUR 0.01 | Put | USD 2,000 | USD 2,000 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511308 | 30,000 | 30,000 | 130069363 | P11308 | EUR 1.89 | Put | USD 2,200 | USD 2,200 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511316 | 30,000 | 30,000 | 130069371 | P11316 | EUR 4.15 | Put | USD 2,400 | USD 2,400 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511324 | 30,000 | 30,000 | 130069380 | P11324 | EUR 6.41 | Put | USD 2,600 | USD 2,600 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511332 | 30,000 | 30,000 | 130069398 | P11332 | EUR 2.69 | Call | JPY 14,500 | JPY 14,500 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511340 | 30,000 | 30,000 | 130069401 | P11340 | EUR 2.32 | Call | JPY 15,000 | JPY 15,000 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511357 | 30,000 | 30,000 | 130069410 | P11357 | EUR 1.95 | Call | JPY 15,500 | JPY 15,500 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511365 | 30,000 | 30,000 | 130069428 | P11365 | EUR 1.58 | Call | JPY 16,000 | JPY 16,000 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511373 | 30,000 | 30,000 | 130069436 | P11373 | EUR 1.21 | Call | JPY 16,500 | JPY 16,500 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511381 | 30,000 | 30,000 | 130069444 | P11381 | EUR 0.84 | Call | JPY 17,000 | JPY 17,000 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511399 | 30,000 | 30,000 | 130069452 | P11399 | EUR 0.47 | Call | JPY 17,500 | JPY 17,500 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511407 | 30,000 | 30,000 | 130069479 | P11407 | EUR 0.10 | Call | JPY 18,000 | JPY 18,000 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511415 | 30,000 | 30,000 | 130069487 | P11415 | EUR 0.01 | Call | JPY 18,500 | JPY 18,500 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511423 | 30,000 | 30,000 | 130069495 | P11423 | EUR 0.01 | Call | JPY 19,500 | JPY 19,500 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511431 | 30,000 | 30,000 | 130069509 | P11431 | EUR 0.01 | Call | JPY 20,000 | JPY 20,000 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511449 | 30,000 | 30,000 | 130069517 | P11449 | EUR 0.01 | Call | JPY 20,500 | JPY 20,500 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511456 | 30,000 | 30,000 | 130069525 | P11456 | EUR 0.01 | Call | JPY 21,000 | JPY 21,000 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511464 | 30,000 | 30,000 | 130069533 | P11464 | EUR 0.01 | Call | JPY 21,500 | JPY 21,500 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511472 | 30,000 | 30,000 | 130069541 | P11472 | EUR 0.01 | Put | JPY 14,500 | JPY 14,500 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511480 | 30,000 | 30,000 | 130069550 | P11480 | EUR 0.01 | Put | JPY 15,000 | JPY 15,000 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511498 | 30,000 | 30,000 | 130069568 | P11498 | EUR 0.01 | Put | JPY 15,500 | JPY 15,500 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511506 | 30,000 | 30,000 | 130069576 | P11506 | EUR 0.01 | Put | JPY 16,000 | JPY 16,000 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511514 | 30,000 | 30,000 | 130069584 | P11514 | EUR 0.01 | Put | JPY 16,500 | JPY 16,500 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511522 | 30,000 | 30,000 | 130069592 | P11522 | EUR 0.01 | Put | JPY 17,000 | JPY 17,000 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511530 | 30,000 | 30,000 | 130069606 | P11530 | EUR 0.01 | Put | JPY 17,500 | JPY 17,500 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511548 | 30,000 | 30,000 | 130069614 | P11548 | EUR 0.01 | Put | JPY 18,000 | JPY 18,000 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511555 | 30,000 | 30,000 | 130069622 | P11555 | EUR 0.27 | Put | JPY 18,500 | JPY 18,500 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511563 | 30,000 | 30,000 | 130069649 | P11563 | EUR 1.01 | Put | JPY 19,500 | JPY 19,500 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511571 | 30,000 | 30,000 | 130069657 | P11571 | EUR 1.38 | Put | JPY 20,000 | JPY 20,000 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511589 | 30,000 | 30,000 | 130069665 | P11589 | EUR 1.75 | Put | JPY 20,500 | JPY 20,500 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
Series Number / ISIN Code | No. of Securities issued | No. of Securities | Common Code | Trading Code of Borsa Italiana | Issue Price per Security | Call / Put | Strike Price | Knock-out Level | Exercise Date | Exercise Settlement Date | Parity | Multiplier* |
NL0011511597 | 30,000 | 30,000 | 130069673 | P11597 | EUR 2.12 | Put | JPY 21,000 | JPY 21,000 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511605 | 30,000 | 30,000 | 130069681 | P11605 | EUR 2.49 | Put | JPY 21,500 | JPY 21,500 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
* For the purposes of Borsa Italiana, Multiplier equals to 1/Parity
Series Number / ISIN Code | Index | Index Currency | ISIN of Index | Reuters Code of Index / Reuters Screen Page | Index Sponsor | Index Sponsor Website | Exchange | Exchange Website | Exchange Rate |
NL0011510417 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510425 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510433 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510441 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510458 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510466 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510474 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510482 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510490 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510508 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510516 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510524 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510532 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510540 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International | Borsa Italiana | 1 |
Series Number / ISIN Code | Index | Index Currency | ISIN of Index | Reuters Code of Index / Reuters Screen Page | Index Sponsor | Index Sponsor Website | Exchange | Exchange Website | Exchange Rate |
Limited | (MTA) | ||||||||
NL0011510557 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510565 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510573 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510581 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510599 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510607 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510615 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510623 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510631 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510649 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510656 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510664 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510672 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510680 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510698 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510706 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510714 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510722 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International | Borsa Italiana | 1 |
Series Number / ISIN Code | Index | Index Currency | ISIN of Index | Reuters Code of Index / Reuters Screen Page | Index Sponsor | Index Sponsor Website | Exchange | Exchange Website | Exchange Rate |
Limited | (MTA) | ||||||||
NL0011510730 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510748 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510755 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510763 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510771 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510789 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510797 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510805 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510813 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510821 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510839 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510847 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510854 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011510862 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011510870 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011510888 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 |
Series Number / ISIN Code | Index | Index Currency | ISIN of Index | Reuters Code of Index / Reuters Screen Page | Index Sponsor | Index Sponsor Website | Exchange | Exchange Website | Exchange Rate |
NL0011510896 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011510904 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011510912 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011510920 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011510938 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011510946 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011510953 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011510961 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011510979 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011510987 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011510995 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011511001 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011511019 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 |
Series Number / ISIN Code | Index | Index Currency | ISIN of Index | Reuters Code of Index / Reuters Screen Page | Index Sponsor | Index Sponsor Website | Exchange | Exchange Website | Exchange Rate |
NL0011511027 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011511035 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011511043 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011511050 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011511068 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011511076 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011511084 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011511092 | EURO STOXX 50® | EUR | EU0009658145 | .STOXX50E | Stoxx Limited | As set out in Annex 2 for a Composite Index/ Multi-Exchange Index | / | 1 | |
NL0011511100 | EURO STOXX 50® | EUR | EU0009658145 | .STOXX50E | Stoxx Limited | As set out in Annex 2 for a Composite Index/ Multi-Exchange Index | / | 1 | |
NL0011511118 | EURO STOXX 50® | EUR | EU0009658145 | .STOXX50E | Stoxx Limited | As set out in Annex 2 for a Composite Index/ Multi-Exchange Index | / | 1 | |
NL0011511126 | EURO STOXX 50® | EUR | EU0009658145 | .STOXX50E | Stoxx Limited | As set out in Annex 2 for a Composite Index/ Multi-Exchange | / | 1 |
Series Number / ISIN Code | Index | Index Currency | ISIN of Index | Reuters Code of Index / Reuters Screen Page | Index Sponsor | Index Sponsor Website | Exchange | Exchange Website | Exchange Rate |
Index | |||||||||
NL0011511134 | EURO STOXX 50® | EUR | EU0009658145 | .STOXX50E | Stoxx Limited | As set out in Annex 2 for a Composite Index/ Multi-Exchange Index | / | 1 | |
NL0011511142 | EURO STOXX 50® | EUR | EU0009658145 | .STOXX50E | Stoxx Limited | As set out in Annex 2 for a Composite Index/ Multi-Exchange Index | / | 1 | |
NL0011511159 | EURO STOXX 50® | EUR | EU0009658145 | .STOXX50E | Stoxx Limited | As set out in Annex 2 for a Composite Index/ Multi-Exchange Index | / | 1 | |
NL0011511167 | EURO STOXX 50® | EUR | EU0009658145 | .STOXX50E | Stoxx Limited | As set out in Annex 2 for a Composite Index/ Multi-Exchange Index | / | 1 | |
NL0011511175 | EURO STOXX 50® | EUR | EU0009658145 | .STOXX50E | Stoxx Limited | As set out in Annex 2 for a Composite Index/ Multi-Exchange Index | / | 1 | |
NL0011511183 | EURO STOXX 50® | EUR | EU0009658145 | .STOXX50E | Stoxx Limited | As set out in Annex 2 for a Composite Index/ Multi-Exchange Index | / | 1 | |
NL0011511191 | EURO STOXX 50® | EUR | EU0009658145 | .STOXX50E | Stoxx Limited | As set out in Annex 2 for a Composite Index/ Multi-Exchange Index | / | 1 | |
NL0011511209 | EURO STOXX 50® | EUR | EU0009658145 | .STOXX50E | Stoxx Limited | As set out in Annex 2 for a Composite Index/ Multi-Exchange Index | / | 1 |
Series Number / ISIN Code | Index | Index Currency | ISIN of Index | Reuters Code of Index / Reuters Screen Page | Index Sponsor | Index Sponsor Website | Exchange | Exchange Website | Exchange Rate |
NL0011511217 | S&P 500® | USD | US78378X1072 | .SPX | S&P Dow Xxxxx Indices LLC ("SPDJI") | As set out in Annex 2 for a Composite Index/ Multi-Exchange Index | / | EUR / USD | |
NL0011511225 | S&P 500® | USD | US78378X1072 | .SPX | S&P Dow Xxxxx Indices LLC ("SPDJI") | As set out in Annex 2 for a Composite Index/ Multi-Exchange Index | / | EUR / USD | |
NL0011511233 | S&P 500® | USD | US78378X1072 | .SPX | S&P Dow Xxxxx Indices LLC ("SPDJI") | As set out in Annex 2 for a Composite Index / Multi-Exchange Index | / | EUR / USD | |
NL0011511241 | S&P 500® | USD | US78378X1072 | .SPX | S&P Dow Xxxxx Indices LLC ("SPDJI") | As set out in Annex 2 for a Composite Index/ Multi-Exchange Index | / | EUR / USD | |
NL0011511258 | S&P 500® | USD | US78378X1072 | .SPX | S&P Dow Xxxxx Indices LLC ("SPDJI") | As set out in Annex 2 for a Composite Index/ Multi-Exchange Index | / | EUR / USD | |
NL0011511266 | S&P 500® | USD | US78378X1072 | .SPX | S&P Dow Xxxxx Indices LLC ("SPDJI") | As set out in Annex 2 for a Composite Index / Multi-Exchange Index | / | EUR / USD | |
NL0011511274 | S&P 500® | USD | US78378X1072 | .SPX | S&P Dow Xxxxx Indices LLC ("SPDJI") | As set out in Annex 2 for a Composite Index/ Multi-Exchange Index | / | EUR / USD | |
NL0011511282 | S&P 500® | USD | US78378X1072 | .SPX | S&P Dow Xxxxx Indices LLC ("SPDJI") | As set out in Annex 2 for a Composite Index / Multi-Exchange Index | / | EUR / USD | |
NL0011511290 | S&P 500® | USD | US78378X1072 | .SPX | S&P Dow Xxxxx | As set out in | / | EUR / USD |
Series Number / ISIN Code | Index | Index Currency | ISIN of Index | Reuters Code of Index / Reuters Screen Page | Index Sponsor | Index Sponsor Website | Exchange | Exchange Website | Exchange Rate |
Indices LLC ("SPDJI") | Annex 2 for a Composite Index/ Multi-Exchange Index | ||||||||
NL0011511308 | S&P 500® | USD | US78378X1072 | .SPX | S&P Dow Xxxxx Indices LLC ("SPDJI") | As set out in Annex 2 for a Composite Index/ Multi-Exchange Index | / | EUR / USD | |
NL0011511316 | S&P 500® | USD | US78378X1072 | .SPX | S&P Dow Xxxxx Indices LLC ("SPDJI") | As set out in Annex 2 for a Composite Index/ Multi-Exchange Index | / | EUR / USD | |
NL0011511324 | S&P 500® | USD | US78378X1072 | .SPX | S&P Dow Xxxxx Indices LLC ("SPDJI") | As set out in Annex 2 for a Composite Index/ Multi-Exchange Index | / | EUR / USD | |
NL0011511332 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511340 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511357 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511365 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511373 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511381 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511399 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY |
Series Number / ISIN Code | Index | Index Currency | ISIN of Index | Reuters Code of Index / Reuters Screen Page | Index Sponsor | Index Sponsor Website | Exchange | Exchange Website | Exchange Rate |
NL0011511407 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511415 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511423 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511431 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511449 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511456 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511464 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511472 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511480 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511498 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511506 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511514 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511522 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY |
Series Number / ISIN Code | Index | Index Currency | ISIN of Index | Reuters Code of Index / Reuters Screen Page | Index Sponsor | Index Sponsor Website | Exchange | Exchange Website | Exchange Rate |
NL0011511530 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511548 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511555 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511563 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511571 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511589 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511597 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511605 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY |
GENERAL PROVISIONS
The following terms apply to each series of Securities:
1. Issuer: BNP Paribas Arbitrage Issuance B.V.
2. Guarantor: BNP Paribas
3. Trade Date: Not applicable.
4. Issue Date: 23 October 2015.
5. Consolidation: Not applicable.
6. Type of Securities: (a) Certificates.
(b) The Securities are Index Securities. Automatic Exercise applies on the Exercise Date.
The Exercise Date is as set out in "Specific Provisions for each Series" above, or if such day is not a Business Day, the immediately subsequent Business Day.
The Exercise Date will be subject to the same adjustments provided for the Redemption Valuation Date. For the purposes of Borsa Italiana, the Exercise Date shall be deemed to be also the expiration date of the Securities.
The Exercise Settlement Date is as set out in "Specific Provisions for each Series" above.
The minimum number of Securities that may be exercised by the Holder is (1) one Securityand in excess thereof by multiples of (1) one Security.
The provisions of Annex 2 (Additional Terms and Conditions for Index Securities) shall apply.
7. Form of Securities: Italian Dematerialised Securities.
8. Business Day Centre(s): The applicable Business Day Centre for the purposes of the definition of
"Business Day" in Condition 1 is TARGET2.
9. Settlement: Settlement will be by way of cash payment (Cash Settled Securities).
10. Rounding Convention for cash Settlement Amount:
11. Variation of Settlement:
Not applicable.
Issuer's option to vary settlement: The Issuer does not have the option to vary settlement in respect of the
Securities.
12. Final Payout: ETS Final Payout 2200/1.
Call Securities or Put Securities.
Payout Switch: Not applicable.
Aggregation: Not applicable.
13. Relevant Asset(s): Not applicable.
14. Entitlement: Not applicable.
15. Exchange Rate: The Exchange Rate on the Redemption Valuation Date equals one if the relevant Index Currency is the same as the Settlement Currency or otherwise the rate published by the European Central Bank (website: xxx.xxx.xxxxxx.xx) on the Screen Page ECB37 between the relevant Index Currency and the Settlement Currency as determined by the Calculation Agent by reference to such sources and at such time on the relevant day as the Calculation Agent may determine acting in good faith and in a commercially reasonable manner.
16. Settlement Currency: The settlement currency for the payment of the Cash Settlement Amount
is Euro ("EUR").
17. Syndication: The Securities will be distributed on a non-syndicated basis.
18. Minimum Trading Size: Not applicable.
19. Principal Security Agent: BNP Paribas Securities Services, Xxxxx Xxxxxx.
20. Registrar: Not applicable.
21. Calculation Agent: BNP Paribas Arbitrage S.N.C.
000-000 xxxxxxxxx XxxXxxxxx, 00000 Xxxxx, Xxxxxx.
22. Governing law: English law.
23. Masse provisions (Condition 9.4): Not applicable.
PRODUCT SPECIFIC PROVISIONS
24. Hybrid Securities: Not applicable.
25. Index Securities: Applicable.
(a) Index/Basket of Indices/Index Sponsor(s):
See the Specific Provisions for each Series above.
(b) Index Currency: See the Specific Provisions for each Series above.
(c) Exchange(s): See the Specific Provisions for each Series above.
(d) Related Exchange(s): All Exchanges.
(e) Exchange Business Day: Single Index Basis.
(f) Scheduled Trading Day: Single Index Basis.
(g) Weighting: Not applicable.
(h) Settlement Price: - In respect of non Italian indices:
Official closing level.
(i) Specified Maximum Days of Disruption:
- In respect of Italian indices managed by Borsa Italiana: Official opening level.
Twenty (20) Scheduled Trading Days.
(j) Valuation Time: - In respect of non Italian indices:
Conditions apply.
(k) Delayed Redemption on Occurrence of an Index Adjustments Event:
- In respect of Italian indices managed by Borsa Italiana:
The time when the official opening level of the Underlying Index is determined by the Exchange.
Not applicable.
(l) Index Correction Period: As per Conditions.
(m) Additional provisions
applicable to Custom Indices:
(n) Additional provisions applicable to Futures Price Valuation:
Not applicable.
Not applicable.
26. Share Securities: Not applicable.
27. ETI Securities: Not applicable.
28. Debt Securities: Not applicable.
29. Commodity Securities: Not applicable.
30. Inflation Index Securities: Not applicable.
31. Currency Securities: Not applicable.
32. Fund Securities: Not applicable.
33. Futures Securities: Not applicable.
34. Credit Securities: Not applicable.
35. Underlying Interest Rate Securities: Not applicable.
36. Preference Share Certificates: Not applicable.
37. OET Certificates: Not applicable.
38. Additional Disruption Events: Applicable.
Hedging Disruption does not apply to the Securities.
39. Optional Additional Disruption Events:
(a) The following Optional Additional Disruption Events apply to the Securities: Not applicable.
(b) Delayed Redemption on Occurrence of an Additional Disruption Event and/or Optional Additional Disruption Event: Not applicable.
40. Knock-in Event: Not applicable.
41. Knock-out Event: Applicable.
In respect of Call Securities:
"less than or equal to" the Knock-out Level.
(a) SPS Knock-out Valuation:
In respect of Put Securities:
"greater than or equal to" the Knock-out Level. Not applicable.
(b) Level: Official level.
(c) Knock-out Level/Knock- out Range Level:
(d) Knock-out Period Beginning Date:
(e) Knock-out Period Beginning Date Day Convention:
(f) Knock-out Determination Period:
(g) Knock-out Determination Day(s):
(h) Knock-out Period Ending Date:
(i) Knock-out Period Ending Date Day Convention:
(j) Knock-out Valuation Time:
(k) Knock-out Observation Price Source:
(l) Disruption Consequences:
See the Specific Provisions for each Series above. Listing Date.
Applicable.
The period beginning on (and including) the Knock-out Period Beginning Date and ending on (and including) the Knock-out Period Ending Date.
Each Scheduled Trading Day in the Knock-out Determination Period. The Redemption Valuation Date.
Applicable.
Any time on a Knock-out Determination Day. Index Sponsor.
Not applicable.
PROVISIONS RELATING TO WARRANTS
42. Provisions relating to Warrants: Not applicable.
PROVISIONS RELATING TO CERTIFICATES
43. Provisions relating to Certificates: Applicable.
(a) Notional Amount of each Certificate:
Not applicable.
(b) Partly Paid Certificates: The Certificates are not Partly Paid Certificates.
(c) Interest: Not applicable.
(d) Instalment Certificates: The Certificates are not Instalment Certificates.
(e) Issuer Call Option: Not applicable.
(f) Holder Put Option: Not applicable.
(g) Automatic Early Redemption:
(i) Automatic Early Redemption Event:
(ii) Automatic Early Redemption Payout:
(iii) Automatic Early Redemption Date(s):
(iv) Observation Price Source:
(v) Underlying Reference Level:
(vi) Automatic Early Redemption Level:
(vii) Automatic Early Redemption Percentage:
(viii) Automatic Early Redemption Percentage Up:
(ix) Automatic Early Redemption Percentage Down:
Applicable.
AER Knock-out: Knock-out Event. Automatic Early Redemption Payout 2200/1. Not applicable.
Not applicable. Not applicable. Knock-out Level.
Not applicable.
Not applicable.
Not applicable.
(x) AER Rate: Not applicable.
(xi) AER Exit Rate: Not applicable.
(xii) Automatic Early
Redemption Valuation Date(s):
(h) Renouncement Notice Cut-off Time:
AER Knock-out Date.
- In respect of non Italian indices:
5.00 p.m. (Milan Time).
- In respect of Italian indices managed by Borsa Italiana:
10.00 am (Milan Time).
(i) Strike Date: Not applicable.
(j) Strike Price: See the "Specific Provisions for each Series" above.
(k) Redemption Valuation Date:
The Exercise Date.
(l) Averaging: Averaging does not apply to the Securities.
(m) Observation Dates: Not applicable.
(n) Observation Period: Not applicable.
(o) Settlement Business Day: Not applicable.
(p) Cut-off Date: Not applicable.
(q) Identification information
of Holders as provided by Condition 29:
Not applicable.
DISTRIBUTION AND US SALES ELIGIBILITY
44. U.S. Selling Restrictions: Not applicable.
45. Additional U.S. Federal income tax consequences:
Not applicable.
46. Registered broker/dealer: Not applicable.
47. TEFRA C or TEFRA Not Applicable: TEFRA Not Applicable.
48. Non exempt Offer: Not applicable
PROVISIONS RELATING TO COLLATERAL AND SECURITY
49. Collateral Security Conditions: Not applicable.
Responsibility
The Issuer accepts responsibility for the information contained in these Final Terms. To the best of the knowledge of the Issuer (who has taken all reasonable care to ensure that such is the case), the information contained herein is in accordance with the facts and does not omit anything likely to affect the import of such information.
Signed on behalf of BNP Paribas Arbitrage Issuance B.V. As Issuer:
By: ..Xxxxxxx XXXXXXX, Duly authorised
PART B - OTHER INFORMATION
1. Listing and Admission to trading - De listing
Application will be made to list the Securities on the Italian Stock Exchange and to admit the Securities described herein for trading on the electronic "Securitised Derivatives Market" (the "SeDeX"), organised and managed by Borsa Italiana S.p.A.
2. Ratings
The Securities have not been rated.
The rating of the Issuer is A+ from Standard and Poor's.
The rating of the Guarantor is A1 from Moody's and A+ from Standard and Poor's.
As defined by Moody's, an "A" rating means that the obligations of the Issuer and the Guarantor under the Programme are judged to be upper-medium grade and are subject to low credit risk. Moody's appends numerical modifiers 1, 2, and 3 to each generic rating classification from Aaa through Caa. The modifier 1 indicates that the obligation ranks in the higher end of its generic rating category.
As defined by Standard & Poor's, an obligation rated 'A' is somewhat more susceptible to the adverse effects of changes in circumstances and economic conditions than obligations in higher-rated categories. However, the relevant Issuer and Guarantor's capacity to meet its financial commitment on the obligation is still strong. The addition of a plus (+) or minus (-) sign shows relative standing within the major rating category.
Moody's and Standard & Poor's are established in the European Union and are registered under Regulation (EC) No. 1060/2009 (as amended).
3. Interests of Natural and Legal Persons Involved in the Issue
Save as described above and discussed in "Risk Factors" in the Base Prospectus, so far as the Issuer is aware, no person involved in the offer of the Securities has an interest material to the offer.
4. Performance of Underlying/Formula/Other Variable and Other Information concerning the Underlying Reference
See Base Prospectus for an explanation of effect on value of Investment and associated risks in investing in Securities.
Information on each Index shall be available on the relevant Index Sponsor website as set out in "Specific Provisions for each Series" in Part A.
Past and further performances of each Index are available on the relevant Index Sponsor website as set out in "Specific Provisions for each Series" in Part A and the volatility of each Index may be obtained from the Calculation Agent by emailing xx_xxx_xxxxx@xxxxxxxxxx.xxx.
The Issuer does not intend to provide post-issuance information.
Index Disclaimer
Neither the Issuer nor the Guarantor shall have any liability for any act or failure to act by an Index Sponsor in connection with the calculation, adjustment or maintenance of an Index. Except as disclosed prior to the Issue Date, neither the Issuer, the Guarantor nor their affiliates has any affiliation with or control over an Index or Index Sponsor or any control over the computation, composition or dissemination of an Index. Although the Calculation Agent will obtain information concerning an Index from publicly available sources it believes reliable, it will not independently verify this information. Accordingly, no representation, warranty or undertaking (express or implied) is made and no responsibility is accepted by the Issuer, the Guarantor, their affiliates or the Calculation Agent as to the accuracy, completeness and timeliness of information concerning an Index.
DAX® Index
This financial instrument is neither sponsored nor promoted, distributed or in any other manner supported by Deutsche Börse AG (the "Licensor"). The Licensor does not give any explicit or implicit warranty or representation, neither regarding the results deriving from the use of the Index and/or the Index Trademark nor regarding the Index value at a certain point in time or on a certain date nor in any other respect. The Index is calculated and published by the Licensor. Nevertheless, as far as admissible under statutory law the Licensor will not be liable vis-à-vis third parties for potential errors in the Index. Moreover, there is no obligation for the Licensor vis-à-vis third parties, including investors, to point out potential errors in the Index.
Neither the publication of the Index by the Licensor nor the granting of a license regarding the Index as well as the Index Trademark for the utilization in connection with the financial instrument or other securities or financial products, which one derived from the Index, represents a recommendation by the Licensor for a capital investment or contains in any manner a warranty or opinion by the Licensor with respect to the attractiveness of an investment in this product.
In its capacity as sole owner of all rights to the Index and the Index Trademark the Licensor has solely licensed to the issuer of the financial instrument and its affiliates the utilization of the Index and the Index Trademark as well as any reference to the Index and the Index Trademark in connection with the financial instrument.
EURO STOXX 50® Index
STOXX and its licensors (the "Licensors") have no relationship to BNP Paribas, other than the licensing of the EURO STOXX 50® Index and the related trademarks for use in connection with the Securities.
STOXX and its Licensors do not:
• Sponsor, endorse, sell or promote the Securities.
• Recommend that any person invest in the Securities or any other securities.
• Have any responsibility or liability for or make any decisions about the timing, amount or pricing of Securities.
• Have any responsibility or liability for the administration, management or marketing of the Securities.
• Consider the needs of the Securities or the owners of the Securities in determining, composing or calculating the EURO STOXX 50® Index or have any obligation to do so.
STOXX and its Licensors will not have any liability in connection with the Securities. Specifically,
• STOXX and its Licensors do not make any warranty, express or implied and disclaim any and all warranty about:
- The results to be obtained by the Securities, the owner of the Securities or any other person in connection with the use of the EURO STOXX 50® Index and the data included in the EURO STOXX 50® Index;
- The accuracy or completeness of the EURO STOXX 50® Index and its data;
- The merchantability and the fitness for a particular purpose or use of the EURO STOXX 50® Index and its data;
• STOXX and its Licensors will have no liability for any errors, omissions or interruptions in the EURO STOXX 50® Index or its data;
• Under no circumstances will STOXX or its Licensors be liable for any lost profits or indirect, punitive, special or consequential damages or losses, even if STOXX or its Licensors knows that they might occur.
The licensing agreement between BNP PARIBAS ARBITRAGE ISSUANCE B.V. (the "Issuer") and STOXX is solely for their benefit and not for the benefit of the owners of the Securities or any other third parties.
FTSE MIB index
These Certificates are not in any way sponsored, endorsed, sold or promoted by FTSE International Limited ("FTSE"), the London Stock Exchange Plc (the "Exchange"), The Financial Times Limited ("FT") or Borsa Italiana SpA ("Borsa Italiana") (collectively the "Licensor Parties") and none of the Licensor Parties make any warranty or representation whatsoever, expressly or impliedly, either as to the results to be obtained from the use of the FTSE MIB Index (the "Index") and/or the figure at which the said Index stands at any particular time on any particular day or otherwise. The Index is calculated by FTSE with the assistance of Borsa Italiana. None of the Licensor Parties shall be liable (whether in negligence or otherwise) to any person for any error in the Index and none of the Licensor Parties shall be under any obligation to advise any person of any error therein.
"FTSE®" is a trade mark of the Exchange and the FT, "MIB®" is a trade mark of Borsa Italiana and both are used by FTSE
under licence.
Nikkei 225 Index
The Nikkei 225 Index is a copyrighted material calculated using a methodology independently developed and created by Japan Exchange Group, Inc. and Tokyo Stock Exchange, Inc. (hereinafter collectively referred to as the "JPX Group") and Nikkei Inc. (hereinafter referred to as "Nikkei"), and the JPX Group and Nikkei jointly own the copyrights and other intellectual property rights subsisting in the Nikkei 225 Index itself and the methodology used to calculate the Nikkei 225 Index;
Ownership of trademarks and any other intellectual property rights with respect to the marks to indicate the Nikkei 225 Index belong to the JPX Group and Nikkei;
The JPX Group and Nikkei shall not be obligated to continuously publish the Nikkei 225 Index Index and shall not be liable for any errors, delays or suspensions of the publication of the Nikkei 225 Index; and
The JPX Group and Nikkei shall have the right to change the composition of the stocks included in the Nikkei 225 Index, the calculation methodology of the Nikkei 225 Index or any other details of the Nikkei 225 Index and shall have the right to discontinue the publication of the Nikkei 225 Index.
S&P 500® Index
The S&P 500® (the "Index") is a product of S&P Dow Xxxxx Indices LLC ("SPDJI"), and has been licensed for use by BNP Paribas (the "Licensee"). Standard & Poor's® and S&P® are registered trademarks of Standard & Poor's Financial Services LLC ("S&P"); Dow Xxxxx® is a registered trademark of Dow Xxxxx Trademark Holdings LLC ("Dow Xxxxx"); S&P 500® is a trademark of the SPDJI; and these trademarks have been licensed for use by SPDJI and sublicensed for certain purposes by the Licensee. The issue of Securities (the "Licensee's Product(s)") are not sponsored, endorsed, sold or promoted by SPDJI, Xxx Xxxxx, S&P, any of their respective affiliates (collectively, "S&P Dow Xxxxx Indices"). S&P Dow Xxxxx Indices makes no representation or warranty, express or implied, to the owners of the Licensee's Product(s) or any member of the public regarding the advisability of investing in securities generally or in Licensee's Product(s) particularly or the ability of the Index to track general market performance. S&P Dow Xxxxx Indices' only relationship to the Licensee with respect to the Index is the licensing of the Index and certain trademarks, service marks and/or trade names of S&P Dow Xxxxx Indices and/or its licensors. The Index is determined, composed and calculated by S&P Dow Xxxxx Indices without regard to the Licensee or the Licensee's Product(s). S&P Dow Xxxxx Indices have no obligation to take the needs of the Licensee or the owners of Licensee's Product(s) into consideration in determining, composing or calculating the Index. S&P Dow Xxxxx Indices are not responsible for and have not participated in the determination of the prices, and amount of Licensee's Product(s) or the timing of the issuance or sale of Licensee's Product(s) or in the determination or calculation of the equation by which Licensee's Product(s) is to be converted into cash, surrendered or redeemed, as the case may be. S&P Dow Xxxxx Indices have no obligation or liability in connection with the administration, marketing or trading of Licensee's Product(s). There is no assurance that investment products based on the Index will accurately track index performance or provide positive investment returns. S&P Dow Xxxxx Indices LLC is not an investment advisor. Inclusion of a security within an index is not a recommendation by S&P Dow Xxxxx Indices to buy, sell, or hold such security, nor is it considered to be investment advice.
S&P DOW XXXXX INDICES DOES NOT GUARANTEE THE ADEQUACY, ACCURACY, TIMELINESS AND/OR THE COMPLETENESS OF THE INDEX OR ANY DATA RELATED THERETO OR ANY COMMUNICATION, INCLUDING BUT NOT LIMITED TO, ORAL OR WRITTEN COMMUNICATION (INCLUDING ELECTRONIC COMMUNICATIONS) WITH RESPECT THERETO. S&P DOW XXXXX INDICES SHALL NOT BE SUBJECT TO ANY DAMAGES OR LIABILITY FOR ANY ERRORS, OMISSIONS, OR DELAYS THEREIN. S&P DOW XXXXX INDICES MAKE NO EXPRESS OR IMPLIED WARRANTIES, AND EXPRESSLY DISCLAIMS ALL WARRANTIES, OF MERCHANTABILITY OR FITNESS FOR A PARTICULAR PURPOSE OR USE OR AS TO RESULTS TO BE OBTAINED BY LICENSEE, OWNERS OF THE LICENSEE'S PRODUCT(S), OR ANY OTHER PERSON OR ENTITY FROM THE USE OF THE INDEX OR WITH RESPECT TO ANY DATA RELATED THERETO. WITHOUT LIMITING ANY OF THE FOREGOING, IN NO EVENT WHATSOEVER SHALL S&P DOW XXXXX INDICES BE LIABLE FOR ANY INDIRECT, SPECIAL, INCIDENTAL, PUNITIVE, OR CONSEQUENTIAL DAMAGES INCLUDING BUT NOT LIMITED TO, LOSS OF PROFITS, TRADING LOSSES, LOST TIME OR GOODWILL, EVEN IF THEY HAVE BEEN ADVISED OF THE POSSIBLITY OF SUCH DAMAGES, WHETHER IN CONTRACT, TORT, STRICT LIABILITY, OR OTHERWISE. THERE ARE NO THIRD PARTY BENEFICIARIES OF ANY AGREEMENTS OR ARRANGEMENTS BETWEEN S&P DOW XXXXX INDICES AND THE LICENSEE, OTHER THAN THE LICENSORS OF S&P DOW XXXXX INDICES.
5. Operational Information
Relevant Clearing System(s): Monte Titoli.
6. Form of Renouncement Notice
RENOUNCEMENT NOTICE
(to be completed by the Holder of the Security)
BNP Paribas Arbitrage Issuance B.V.
EUR "Turbo" Certificates relating to an Index
(the "Securities") To: BNP Paribas Securities Services, Xxxxx Xxxxxx
Xxx Xxxxxxxx 0, 00000, Xxxxxx, Xxxxx
Fax No:(00) 00 00000 000
We/I the undersigned Holder(s) of the Securities
hereby communicate that we are renouncing the automatic exercise on the Exercise Date of the rights granted by the Securities in accordance with the Terms and Conditions of the Securities, as amended and/or supplemented by the applicable Final Terms (the Security Terms).
Series No. of the Securities:
Number of Securities the subject of this notice:
The undersigned understands that if this Renouncement Notice is not completed and delivered as provided in the Security Terms or is determined to be incomplete or not in proper form (in the determination of the Italian Security Agent), it will be treated as null and void.
If this Renouncement Notice is subsequently corrected to the satisfaction of the Italian Security Agent, it will be deemed to be a new Renouncement Notice submitted at the time such correction was delivered to the Italian Security Agent.
Expressions defined in the Security Terms shall bear the same meanings in this Renouncement Notice. Place and date:
Signature of the Holder
Name of beneficial owner of the Securities
Signature
ISSUE SPECIFIC SUMMARY OF THE PROGRAMME IN RELATION TO THIS BASE PROSPECTUS
Summaries are made up of disclosure requirements known as "Elements". These Elements are numbered in Sections A – E (A.1 – E.7). This Summary contains all the Elements required to be included in a summary for this type of Securities, Issuer and Guarantor. Because some Elements are not required to be addressed, there may be gaps in the numbering sequence of the Elements. Even though an Element may be required to be inserted in the summary because of the type of Securities, Issuer and Guarantor(s), it is possible that no relevant information can be given regarding the Element. In this case a short description of the Element should be included in the summary explaining why it is not applicable.
Section A - Introduction and warnings
Element | Title | |
A.1 | Warning that the summary should be read as an introduction and provision as to claims | ● This summary should be read as an introduction to the Base Prospectus and the applicable Final Terms. In this summary, unless otherwise specified and except as used in the first paragraph of Element D.3, "Base Prospectus" means the Base Prospectus of BNPP B.V., BNPP, BP2F, BNPPF and BGL dated 9 June 2015 as supplemented from time to time. In the first paragraph of Element D.3, "Base Prospectus" means the Base Prospectus of BNPP B.V., BNPP, BP2F, BNPPF and BGL dated 9 June 2015. |
● Any decision to invest in any Securities should be based on a consideration of the Base Prospectus as a whole, including any documents incorporated by reference and the applicable Final Terms. | ||
● Where a claim relating to information contained in the Base Prospectus and the applicable Final Terms is brought before a court in a Member State of the European Economic Area, the plaintiff may, under the national legislation of the Member State where the claim is brought, be required to bear the costs of translating the Base Prospectus and the applicable Final Terms before the legal proceedings are initiated. | ||
● No civil liability will attach to the Issuer or the Guarantor in any such Member State solely on the basis of this summary, including any translation hereof, unless it is misleading, inaccurate or inconsistent when read together with the other parts of the Base Prospectus and the applicable Final Terms or, following the implementation of the relevant provisions of Directive 2010/73/EU in the relevant Member State, it does not provide, when read together with the other parts of the Base Prospectus and the applicable Final Terms, key information (as defined in Article 2.1(s) of the Prospectus Directive) in order to aid investors when considering whether to invest in the Securities. | ||
A.2 | Consent as to use | Not applicable - the Securities are not being offered to the public as part of a Non- |
the Base | exempt Offer. | |
Prospectus, period | ||
of validity and other | ||
conditions attached |
Section B - Issuer and Guarantor
Element | Title | |
B.1 | Legal and commercial name of the Issuer | BNP Paribas Arbitrage Issuance B.V. ("BNPP B.V." or the "Issuer"). |
B.2 | Domicile/ legal form/ legislation/ country of incorporation | The Issuer was incorporated in the Netherlands as a private company with limited liability under Dutch law having its registered office at Xxxxxxxxxxx 000, 0000 XX Xxxxxxxxx, the Netherlands. |
B.4b | Trend information | BNPP B.V. is dependent upon BNPP. BNPP B.V. is a wholly owned subsidiary of BNPP specifically involved in the issuance of securities such as Notes, Warrants or Certificates or other obligations which are developed, setup and sold to investors by other companies in the BNPP Group (including BNPP). The securities are hedged by acquiring hedging instruments from BNP Paribas and BNP Paribas entities as described in Element D.2 below. As a consequence, the Trend Information described with respect to BNPP shall also apply to BNPP B.V. |
Element | Title | |||
B.5 | Description of the Group | BNPP B.V. is a wholly owned subsidiary of BNP Paribas. BNP Paribas is the ultimate holding company of a group of companies and manages financial operations for those subsidiary companies (together the "BNPP Group"). | ||
B.9 | Profit forecast or estimate | The Group's 2014-2016 business development plan confirms the universal bank business model. The goal of the 2014-2016 business development plan is to support clients in a changing environment. The Group has defined the five following strategic priorities for 2016: ● enhance client focus and services; ● simple: simplify our organisation and how we operate; ● efficient: continue improving operating efficiency; ● adapt certain businesses to their economic and regulatory environment ● implement business development initiatives. BNPP continues to implement its 2014-2016 development plan in a low interest rate context and has to take into account new taxes and regulations. | ||
B.10 | Audit report qualifications | Not applicable, there are no qualifications in any audit report on the historical financial information included in the Base Prospectus. | ||
B.12 | Selected historical key financial information: Comparative Annual Financial Data - In EUR | |||
31/12/2014 | 31/12/2013 | |||
Revenues | 432,263 | 397,608 | ||
Net Income, Group Share | 29,043 | 26,749 | ||
Total balance sheet | 64,804,833,465 | 48,963,076,836 | ||
Shareholders' equity (Group Share) | 445,206 | 416,163 | ||
Comparative Interim Financial Data - In EUR | ||||
30/06/2015 | 30/06/2014 | |||
Revenues | 158,063 | 218,961 | ||
Net Income, Group Share | 10,233 | 14,804 | ||
30/06/2015 | 31/12/2014 | |||
Total balance sheet | 51,184,742,227 | 64,804,833,465 | ||
Shareholders' equity (Group Share) | 455,439 | 445,206 | ||
Statements of no significant or material adverse change There has been no significant change in the financial or trading position of the BNPP Group since 30 June 2015 (being the end of the last financial period for which interim financial statements have been published). There has been no material adverse change in the prospects of BNPP or the BNPP Group since 31 December 2014 (being the end of the last financial period for which audited financial statements have been published). | ||||
Element | Title | |
There has been no significant change in the financial or trading position of BNPP B.V. since 30 June 2015 and there has been no material adverse change in the prospects of BNPP B.V. since 31 December 2014. | ||
B.13 | Events impacting the Issuer's solvency | Not applicable, as at 10 September 2015 and to the best of the Issuer's knowledge, there have not been any recent events which are to a material extent relevant to the evaluation of the Issuer's solvency since 30 June 2015. |
B.14 | Dependence upon other group entities | The Issuer is dependent upon BNPP and other members of the BNPP Group. See also Element B.5 above. BNPP B.V. is dependent upon BNPP. BNPP B.V. is a wholly owned subsidiary of BNPP specifically involved in the issuance of securities such as Notes, Warrants or Certificates or other obligations which are developed, setup and sold to investors by other companies in the BNPP Group (including BNPP). The securities are hedged by acquiring hedging instruments from BNP Paribas and BNP Paribas entities as described in Element D.2 below. |
B.15 | Principal activities | The principal activity of the Issuer is to issue and/or acquire financial instruments of any nature and to enter into related agreements for the account of various entities within the BNPP Group. |
B.16 | Controlling shareholders | BNP Paribas holds 100 per cent. of the share capital of the Issuer. |
B.17 | Solicited credit ratings | BNPP B.V.'s long term credit rating are A+ with a negative outlook (Standard & Poor's Credit Market Services France SAS) and BNPP B.V.'s short term credit rating are A-1 (Standard & Poor's Credit Market Services France SAS). The Securities have not been rated. A security rating is not a recommendation to buy, sell or hold securities and may be subject to suspension, reduction or withdrawal at any time by the assigning rating agency. |
B.18 | Description of the Guarantee | The Securities will be unconditionally and irrevocably guaranteed by BNP Paribas ("BNPP" or the "Guarantor") pursuant to an English law deed of guarantee executed by BNPP on or around 9 June 2015 (the "Guarantee"). In the event of a bail-in of BNPP B.V. but not BNPP, the obligations and/or amounts owed by BNPP under the guarantee shall be reduced to reflect any such reduction or modification resulting from the application of a bail-in of BNPP B.V. by a relevant regulator. In the event of a bail-in of BNPP but not BNPP B.V., the obligations and/or amounts owed by BNPP under the guarantee shall be reduced to reflect any such modification or reduction applied to securities issued by BNPP resulting from the application of a bail-in of BNPP by any relevant regulator. The obligations under the guarantee are direct unconditional, unsecured and unsubordinated obligations of BNPP and rank and will rank pari passu among themselves and at least pari passu with all other direct, unconditional, unsecured and unsubordinated indebtedness of BNPP (save for statutorily preferred exceptions). |
B.19 | Information about the Guarantor | |
B.19/ B.1 | Legal and commercial name of the Guarantor | BNP Paribas. |
B.19/ B.2 | Domicile/ legal form/ legislation/ country of incorporation | The Guarantor was incorporated in France as a société anonyme under French law and licensed as a bank having its head office at 00, xxxxxxxxx xxx Xxxxxxxx - 00000 Xxxxx, Xxxxxx. |
Element | Title | |
B.19/ B.4b | Trend information | Macroeconomic risk Macroeconomic and market conditions affect BNPP's results. The nature of BNPP's business makes it particularly sensitive to macroeconomic and market conditions in Europe, which have been difficult and volatile in recent years. In 2014, the global economy continued its slow recovery but there remain uncertainties, in particular in Europe where the economic performance during the second half of 2014 was weaker than expected. IMF and OECDIn 2014, the global economy continued its slow recovery but there remain uncertainties, in particular in Europe where the economic performance during the second half of 2014 was weaker than expected. IMF and OECD1 economic forecasts for 2015 indicate a continuation of moderate growth in developed economies but with differences between countries, including in the euro-zone, where growth is forecast to be weak in certain countries (including France and Italy). The forecast is similar for emerging markets (i.e., moderate growth but with areas of weakness). Short term risks to macroeconomic growth highlighted by the IMF include heightened geopolitical tensions and increased financial market volatility; medium-term risks highlighted include weak economic growth or stagnation in developed countries. Deflation remains a risk in the euro-zone, although the risk has been reduced through the ECB's announcement of non- conventional policy measures. Legislation and Regulation applicable to Financial Institutions. Laws and regulations applicable to financial institutions that have an impact on BNPP have significantly evolved. The measures that have been proposed and/or adopted in recent years include more stringent capital and liquidity requirements (particularly for large global banking groups such as the BNPP Group), taxes on financial transactions, restrictions and taxes on employee compensation, limits on the types of activities that commercial banks can undertake and ring-fencing or even prohibition of certain activities considered as speculative within separate subsidiaries, restrictions on certain types of financial products, increased internal control and reporting requirements, more stringent conduct of business rules, mandatory clearing and reporting of derivative transactions, requirements to mitigate risks in relation to over- the-counter derivative transactions and the creation of new and strengthened regulatory bodies. The measures that were recently adopted, or that are (or whose implementation measures are) in some cases proposed and still under discussion, that have affected or are likely to affect BNPP, include in particular the French Ordinance of 27 June 2013 relating to credit institutions and financing companies ("Sociétés de financement"), which came into force on 1 January 2014, the French banking law of 26 July 2013 on the separation and regulation of banking activities and the related implementing decrees and orders and the Ordinance of 20 February 2014 for the adaptation of French law to EU law with respect to financial matters; the Directive and Regulation of the European Parliament and of the Council on prudential requirements "CRD 4/CRR" dated 26 June 2013 (and the related delegated and implementing acts) and many of whose provisions have been applicable since January 1, 2014; the regulatory and implementing technical standards relating to the Directive and Regulation CRD 4/CRR published by the European Banking Authority; the designation of BNPP as a systemically important financial institution by the Financial Stability Board and the consultation for a common international standard on total loss- absorbing capacity ("TLAC") for global systemically important banks; the public consultation for the reform of the structure of the EU banking sector of 2013 and the proposal for a Regulation of the European Parliament and of the Council of 29 January 2014 on structural measures to improve the resilience of EU credit institutions; the proposal for a Regulation of the European Parliament and of the Council of 18 September 2013 on indices used as benchmarks in financial instruments and financial contracts; the Regulation of the European Parliament and of the Council |
1See in particular: International Monetary Fund. World Economic Outlook (WEO) Update, January 2015: Gross Currents; International Monetary Fund. 2014 ; International Monetary Fund. World Economic Outlook: Legacies, Clouds, Uncertainties. Washington (October 2014) ; OECD - Putting the Euro area on a road to recovery - X. Xxxx - 25 November 2014
Element | Title | |
of 16 April 2014 on market abuse and the Directive of the European Parliament and of the Council of 16 April 2014 on criminal sanctions for market abuse; the Directive and the Regulation of the European Parliament and of the Council on markets in financial instruments of 15 May 2014; the European Single Supervisory Mechanism led by the European Central Bank adopted in October 2013 (Council Regulation of October 2013 conferring specific tasks on the European Central Bank concerning policies relating to the prudential supervision of credit institutions and the Regulation of the European Parliament and of the Council of 22 October 2013 establishing a European Supervisory Authority as regards the conferral of specific tasks on the European Central Bank (and the related delegated and implementing acts)), as well as the related French Ordinance of 6 November 2014 for the adaptation of French law to the single supervisory mechanism of the credit institutions; the Directive of the European Parliament and of the Council of 16 April 2014 on deposit guarantee schemes, which strengthens the protection of citizens' deposits in case of bank failures (and the related delegated and implementing acts); the Directive of the European Parliament and of the Council of 15 May 2014 establishing a framework for the recovery and resolution of credit institutions and investment firms, which harmonizes the tools to address potential bank crises; the Single Resolution Mechanism adopted by the European Parliament on 15 April 2014 (Regulation of the European Parliament and of the Council of 15 July 2014 establishing uniform rules and a uniform procedure for the resolution of credit institutions and certain investment firms in the framework of a single resolution mechanism and a single resolution fund, and the related delegated and implementing acts), which provides for the establishment of a Single Resolution Board as the authority in charge of the implementation of the Single Resolution Mechanism and the establishment of the Single Resolution Fund; the Delegated Regulation on the provisional system of installments on contributions to cover the administrative expenditures of the Single Resolution Board during the provisional period adopted by the European Commission on 8 October 2014, the implementing Regulation of the Council of 19 December 2014 specifying uniform conditions for the ex-ante contribution to the Single Resolution Fund; the U.S. Federal Reserve's final rule imposing enhanced prudential standards on the U.S. operations of large foreign banks; the "Xxxxxxx Rule" imposing certain restrictions on investments in or sponsorship of hedge funds and private equity funds and proprietary trading activities of U.S. banks and non-U.S. banks adopted by the U.S. regulatory authorities in December 2013; and the final U.S. credit risk retention rule adopted on 22 October 2014. More generally, regulators and legislators in any country may, at any time, implement new or different measures that could have a significant impact on the financial system in general or BNPP in particular. | ||
B.19/B.5 | Description of the Group | BNPP is a European leading provider of banking and financial services and has four domestic retail banking markets in Europe, namely in Belgium, France, Italy and Luxembourg. It is present in 75 countries and has almost 188,000 employees, including over 147,000 in Europe. BNPP is the parent company of the BNP Paribas Group (the "BNPP Group"). |
B.19/B.9 | Profit forecast or estimate | The Group's 2014-2016 business development plan confirms the universal bank business model. The goal of the 2014-2016 business development plan is to support clients in a changing environment. The Group has defined the five following strategic priorities for 2016: ● enhance client focus and services; ● simple: simplify our organisation and how we operate; ● efficient: continue improving operating efficiency; ● adapt certain businesses to their economic and regulatory environment ● implement business development initiatives. BNPP continues to implement its 2014-2016 development plan in a low interest rate context and has to take into account new taxes and regulations. |
Element | Title | |||
B.19/ B.10 | Audit report qualifications | Not applicable, there are no qualifications in any audit report on the historical financial information included in the Base Prospectus. | ||
B.19/ B.12 | Selected historical key financial information: Comparative Annual Financial Data - In millions of EUR | |||
31/12/2014 (audited) | 31/12/201 * 3 (audited) | |||
Revenues | 39,168 | 37,286 | ||
Cost of risk | (3,705) | (3,643) | ||
Net income, Group share | 157 | 4,818 | ||
*Restated following the application of accounting standards IFRS10, IFRS11 and IAS32 revised | ||||
31/12/2014 | * 31/12/2013 | |||
Common Equity Tier 1 ratio (Basel 3 fully loaded, CRD4) | 10.30% | 10.30% | ||
31/12/2014 (audited) | 31/12/201 * 3 (audited) | |||
Total consolidated balance sheet | 2,077,759 | 1,810,522 | ||
Consolidated loans and receivables due from customers | 657,403 | 612,455 | ||
Consolidated items due to customers | 641,549 | 553,497 | ||
Shareholders' equity (Group share) | 89,410 | 87,433 | ||
* Restated following the application of accounting standards IFRS10, IFRS11 and IAS32 revised Comparative Interim Financial Data for the six month period ended 30 June 2015 - In millions of EUR | ||||
1H15 | * 1H14 | |||
Revenues | 22,144 | 19,480 | ||
Cost of risk | (1,947) | (1,939) | ||
Net income, Group share | 4,203 | 2,815 | ||
30/06/2015 | * 31/12/2014 | |||
Common Equity Tier 1 ratio (Basel 3 fully loaded, CRD4) | 10.60% | 10.30% | ||
Total consolidated balance sheet | 2,138,509 | 2,077,758 | ||
Consolidated loans and receivables due from customers | 697,405 | 657,403 | ||
Consolidated items due to customers | 687,365 | 641,549 | ||
Shareholders' equity (Group share) | 92,078 | 89,458 | ||
* Restated according to the IFRIC 21 interpretation | ||||
Element | Title | |
Statements of no significant or material adverse change There has been no significant change in the financial or trading position of the BNPP Group since 30 June 2015 (being the end of the last financial period for which interim financial statements have been published). There has been no material adverse change in the prospects of BNPP or the BNPP Group since 31 December 2014 (being the end of the last financial period for which audited financial statements have been published). | ||
B.19/ B.13 | Events impacting the Guarantor's solvency | As at 6 August 2015 and to the best of the Guarantor's knowledge, there have not been any recent events which are to a material extent relevant to the evaluation of the Guarantor's solvency since 30 June 2015. |
B.19/ B.14 | Dependence upon other Group entities | Subject to the following paragraph, BNPP is not dependent upon other members of the BNPP Group. In April 2004, BNPP began outsourcing IT Infrastructure Management Services to the BNP Paribas Partners for Innovation (BP²I) joint venture set up with IBM France at the end of 2003. BP²I provides IT Infrastructure Management Services for BNPP and several BNPP subsidiaries in France (including BNP Paribas Personal Finance, BP2S, and BNP Paribas Cardif), Switzerland, and Italy. In mid-December 2011 BNPP renewed its agreement with IBM France for a period lasting until end-2017. At the end of 2012, the parties entered into an agreement to gradually extend this arrangement to BNP Paribas Fortis as from 2013. BP²I is under the operational control of IBM France. BNP Paribas has a strong influence over this entity, which is 50/50 owned with IBM France. The BNP Paribas staff made available to BP²I make up half of that entity's permanent staff, its buildings and processing centres are the property of the Group, and the governance in place provides BNP Paribas with the contractual right to monitor the entity and bring it back into the Group if necessary. ISFS, a fully-owned IBM subsidiary, handles IT Infrastructure Management for BNP Paribas Luxembourg. BancWest's data processing operations are outsourced to Fidelity Information Services. Cofinoga France's data processing is outsourced to SDDC, a fully-owned IBM subsidiary. See Element B.5 above. |
B.19/ B.15 | Principal activities | BNP Paribas holds key positions in its two main businesses: ● Retail Banking and Services, which includes: ● Domestic Markets, comprising: ● French Retail Banking (FRB), ● BNL banca commerciale (BNL bc), Italian retail banking, ● Belgian Retail Banking (BRB), ● Other Domestic Markets activities, including Luxembourg Retail Banking (LRB); ● International Financial Services, comprising: ● Europe-Mediterranean, ● BancWest, |
Element | Title | |
● Personal Finance, ● Insurance, ● Wealth and Asset Management; ● Corporate and Institutional Banking (CIB), which includes: ● Corporate Banking, ● Global Markets, ● Securities Services. | ||
B.19/ B.16 | Controlling shareholders | None of the existing shareholders controls, either directly or indirectly, BNPP. The main shareholders are Société Fédérale de Participations et d'Investissement (SFPI) a public-interest société anonyme (public limited company) acting on behalf of the Belgian government holding 10.3% of the share capital as at 31 December 2014 and Grand Duchy of Luxembourg holding 1.0% of the share capital as at 31 December 2014. To BNPP's knowledge, no shareholder other than SFPI owns more than 5% of its capital or voting rights. |
B.19/ B.17 | Solicited credit ratings | BNPP's long term credit ratings are A+ with a negative outlook (Standard & Poor's Credit Market Services France SAS), A1 with a stable outlook (Moody's Investors Service Ltd.) and A+ with a stable outlook (Fitch France S.A.S.) and BNPP's short- term credit ratings are A-1 (Standard & Poor's Credit Market Services France SAS), P- 1 (Moody's Investors Service Ltd.) and F1 (Fitch France S.A.S.). A security rating is not a recommendation to buy, sell or hold securities and may be subject to suspension, reduction or withdrawal at any time by the assigning rating agency. |
Section C - Securities
Element | Title | |
C.1 | Type and class of Securities/ISIN | The Securities are certificates ("Certificates") and are issued in Series. The Series Number of the Securities is as set out in the table in Element C.20 below. The Tranche number is as set out in the table in Element C.20 below. The ISIN is as set out in the table in Element C.20 below. The Common Code is as set out in the table in Element C.20 below. The Trading Code of Borsa Italiana is as set out in the table in Element C.20 below. The Securities are cash settled Securities. |
C.2 | Currency | The currency of this Series of Securities is Euro ("EUR"). |
C.5 | Restrictions on free transferability | The Securities will be freely transferable, subject to the offering and selling restrictions in the United States, the European Economic Area, Austria, Belgium, the Czech Republic, Denmark, France, Finland, Germany, Hungary, Ireland, Portugal, Spain, Sweden, the Republic of Italy, Poland, the United Kingdom, Japan and Australia and under the Prospectus Directive and the laws of any jurisdiction in which the relevant Securities are offered or sold. |
C.8 | Rights attaching to the Securities | Securities issued under the Programme will have terms and conditions relating to, |
Element | Title | |
among other matters: Status The Certificates are issued on a unsecured basis. Securities issued on an unsecured basis constitute direct, unconditional, unsecured and unsubordinated obligations of the Issuer and rank and will rank pari passu among themselves and at least pari passu with all other direct, unconditional, unsecured and unsubordinated indebtedness of the Issuer (save for statutorily preferred exceptions). | ||
Taxation The Holder must pay all taxes, duties and/or expenses arising from the exercise and settlement or redemption of the W&C Securities and/or the delivery or transfer of the Entitlement. The Issuer shall deduct from amounts payable or assets deliverable to Holders certain taxes and expenses not previously deducted from amounts paid or assets delivered to Holders, as the Calculation Agent determines are attributable to the W&C Securities. | ||
Negative pledge The terms of the Securities will not contain a negative pledge provision. | ||
Events of Default The terms of the Securities will not contain events of default. | ||
Meetings The terms of the Securities will contain provisions for calling meetings of holders of such Securities to consider matters affecting their interests generally. These provisions permit defined majorities to bind all holders, including holders who did not attend and vote at the relevant meeting and holders who voted in a manner contrary to the majority. Governing law The W&C Securities, the English Law Agency Agreement (as amended or supplemented from time to time), the Related Guarantee in respect of the W&C Securities and any non-contractual obligations arising out of or in connection with the W&C Securities, the English Law Agency Agreement (as amended or supplemented from time to time) and the Guarantee in respect of the W&C Securities will be governed by and shall be construed in accordance with English law. | ||
C.9 | Interest/Redemption | Interest The Securities do not bear or pay interest. Redemption Unless previously redeemed or cancelled, each Security will be redeemed on the Redemption Date as set out in the table in Element C.20 below. The Certificates may also be redeemed early on occurrence of an Additional Disruption Event, an Optional Additional Disruption Event, an Extraordinary Event, a Potential Adjustment Event or if performance of the Issuer's obligations under the Securities becomes illegal, or becomes illegal or impractical by reason of force majeure or act of state. The amount payable under the Securities on early redemption will be the fair market value of each Security. Representative of Holders |
Element | Title | |
No representative of the Holders has been appointed by the Issuer. Please also refer to item C.8 above for rights attaching to the Securities. | ||
C.10 | Derivative component in the interest payment | Not applicable. |
C.11 | Admission to Trading | Application will be made by the Issuer (or on its behalf) for the Securities to be admitted to trading on the Italian Stock Exchange and to admit the Securities described herein for trading on the electronic "Securitised Derivatives Market" (the "SeDeX"). |
C.15 | How the value of the investment in the derivative securities is affected by the value of the underlying assets | The amount payable on redemption is calculated by reference to the Underlying Reference(s). See item C.9 above and C.18 below. |
C.16 | Maturity of the derivative Securities | The Exercise Date of the Securities and the Exercise Settlement Date are as set out in the table in Element C.20 below. |
C.17 | Settlement Procedure | This Series of Securities is cash settled. The Issuer does not have the option to vary settlement. |
C.18 | Return on derivative securities | See Element C.8 above for the rights attaching to the Securities. Final Redemption Unless previously redeemed or purchased and cancelled, each Security entitles its holder to receive from the Issuer on the Redemption Date a Cash Settlement Amount equal to: ETS Final Payout 2200/1 (i) if the Securities are specified as being Call Securities: (ii) if the Securities are specified as being Put Securities: Description of the Payout The Payout will be equal to (i) in the case of Call Securities, the excess (if any) of the Settlement Price on the Valuation Date over the Strike Price, or (ii) in the case of Put Securities, the excess (if any) of the Strike Price over the Settlement Price on the Valuation Date, in each case divided by the product of the Exchange Rate and Parity. Where: Redemption Valuation Date means the Exercise Date. Strike Price means as set out in Element C.20. Parity means as set out in Element C.20. Settlement Price Final means the Settlement Price on the Redemption Valuation |
Element | Title | |
Date. Settlement Price means: In respect of non italian indices : Official closing level In respect of italian index managed by Borsa Italiana: Official opening level Exchange Rate Final on the Redemption Valuation Date equals one if the relevant Index Currency is the same as the Currency or otherwise the rate published by the European Central Bank (website: xxx.xxx.xxxxxx.xx) on the Screen Page ECB37 between the relevant Index Currency and the Currency as determined by the Calculation Agent by reference to such sources and at such time on the relevant day as the Calculation Agent may determine acting in good faith and in a commercially reasonable manner. | ||
Automatic Early Redemption If on any Automatic Early Redemption Valuation Date an Automatic Early Redemption Event occurs, the Securities will be redeemed early at the Automatic Early Redemption Amount (if any) on the Automatic Early Redemption Date. The Automatic Early Redemption Amount will be an amount equal to: Automatic Early Redemption Payout 2200/1: 0 (zero). "Automatic Early Redemption Event" means the occurrence of an AER Knock-out. "AER Knock-out" means the occurrence of a Knock-out Event. "Knock-out Event": In respect of Call Securities: Level is "less than or equal to" the Knock-out Level. In respect of Put Securities: Level is "greater than or equal to" the Knock-out Level. "Level" means Official level. "Knock-out Level": as set out in the table below. The above provisions are subject to adjustment as provided in the conditions of the Securities to take into account events in relation to the Underlying Reference or the Securities. This may lead to adjustments being made to the Securities or in some cases the Securities being terminated early at an early redemption amount (see item C.9). | ||
C.19 | Final reference price of the Underlying | The final reference price of the underlying will be determined in accordance with the valuation mechanics set out in Element C.18 above |
C.20 | Underlying | The Underlying Reference is as set out in the table below. Information on the |
Element | Title | |
Underlying Reference can be obtained from the source as set out in the table below. |
Series Number / Tranche number / ISIN Code | No. of Securities issued | No. of Securities | Common Code | Trading Code of Borsa Italiana | Issue Price per Security | Call / Put | Strike Price | Knock-out Level | Exercise Date | Exercise Settlement Date | Parity | Multiplier* |
NL0011510417 | 5,000,000 | 5,000,000 | 130068375 | P10417 | EUR 0.59 | Call | EUR 16,500 | EUR 16,500 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510425 | 5,000,000 | 5,000,000 | 130068383 | P10425 | EUR 0.54 | Call | EUR 17,000 | EUR 17,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510433 | 5,000,000 | 5,000,000 | 130068391 | P10433 | EUR 0.49 | Call | EUR 17,500 | EUR 17,500 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510441 | 5,000,000 | 5,000,000 | 130068405 | P10441 | EUR 0.44 | Call | EUR 18,000 | EUR 18,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510458 | 5,000,000 | 5,000,000 | 130068413 | P10458 | EUR 0.39 | Call | EUR 18,500 | EUR 18,500 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510466 | 5,000,000 | 5,000,000 | 130068421 | P10466 | EUR 0.34 | Call | EUR 19,000 | EUR 19,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510474 | 5,000,000 | 5,000,000 | 130068430 | P10474 | EUR 0.29 | Call | EUR 19,500 | EUR 19,500 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510482 | 5,000,000 | 5,000,000 | 130068448 | P10482 | EUR 0.24 | Call | EUR 20,000 | EUR 20,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510490 | 5,000,000 | 5,000,000 | 130068456 | P10490 | EUR 0.19 | Call | EUR 20,500 | EUR 20,500 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510508 | 5,000,000 | 5,000,000 | 130068464 | P10508 | EUR 0.14 | Call | EUR 21,000 | EUR 21,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510516 | 5,000,000 | 5,000,000 | 130068472 | P10516 | EUR 0.09 | Call | EUR 21,500 | EUR 21,500 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510524 | 5,000,000 | 5,000,000 | 130068499 | P10524 | EUR 0.04 | Call | EUR 22,000 | EUR 22,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510532 | 5,000,000 | 5,000,000 | 130068502 | P10532 | EUR 0.01 | Call | EUR 22,500 | EUR 22,500 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510540 | 5,000,000 | 5,000,000 | 130068529 | P10540 | EUR 0.01 | Call | EUR 23,000 | EUR 23,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510557 | 5,000,000 | 5,000,000 | 130068537 | P10557 | EUR 0.01 | Call | EUR 23,500 | EUR 23,500 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510565 | 5,000,000 | 5,000,000 | 130068545 | P10565 | EUR 0.01 | Call | EUR 24,000 | EUR 24,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510573 | 5,000,000 | 5,000,000 | 130068553 | P10573 | EUR 0.01 | Call | EUR 24,500 | EUR 24,500 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510581 | 5,000,000 | 5,000,000 | 130068561 | P10581 | EUR 0.01 | Call | EUR 25,000 | EUR 25,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510599 | 5,000,000 | 5,000,000 | 130068570 | P10599 | EUR 0.01 | Call | EUR 25,000 | EUR 25,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510607 | 5,000,000 | 5,000,000 | 130068588 | P10607 | EUR 0.01 | Call | EUR 25,500 | EUR 25,500 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510615 | 5,000,000 | 5,000,000 | 130068596 | P10615 | EUR 0.01 | Call | EUR 26,000 | EUR 26,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510623 | 5,000,000 | 5,000,000 | 130068600 | P10623 | EUR 0.01 | Call | EUR 26,500 | EUR 26,500 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510631 | 5,000,000 | 5,000,000 | 130068618 | P10631 | EUR 0.01 | Call | EUR 27,000 | EUR 27,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510649 | 5,000,000 | 5,000,000 | 130068626 | P10649 | EUR 0.01 | Put | EUR 17,500 | EUR 17,500 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510656 | 5,000,000 | 5,000,000 | 130068634 | P10656 | EUR 0.01 | Put | EUR 18,000 | EUR 18,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510664 | 5,000,000 | 5,000,000 | 130068642 | P10664 | EUR 0.01 | Put | EUR 18,500 | EUR 18,500 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510672 | 5,000,000 | 5,000,000 | 130068669 | P10672 | EUR 0.01 | Put | EUR 19,000 | EUR 19,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510680 | 5,000,000 | 5,000,000 | 130068677 | P10680 | EUR 0.01 | Put | EUR 19,500 | EUR 19,500 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510698 | 5,000,000 | 5,000,000 | 130068685 | P10698 | EUR 0.01 | Put | EUR 20,000 | EUR 20,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510706 | 5,000,000 | 5,000,000 | 130068693 | P10706 | EUR 0.01 | Put | EUR 20,500 | EUR 20,500 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
Series Number / Tranche number / ISIN Code | No. of Securities issued | No. of Securities | Common Code | Trading Code of Borsa Italiana | Issue Price per Security | Call / Put | Strike Price | Knock-out Level | Exercise Date | Exercise Settlement Date | Parity | Multiplier* |
NL0011510714 | 5,000,000 | 5,000,000 | 130068707 | P10714 | EUR 0.01 | Put | EUR 21,000 | EUR 21,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510722 | 5,000,000 | 5,000,000 | 130068715 | P10722 | EUR 0.01 | Put | EUR 21,500 | EUR 21,500 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510730 | 5,000,000 | 5,000,000 | 130068723 | P10730 | EUR 0.01 | Put | EUR 22,000 | EUR 22,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510748 | 5,000,000 | 5,000,000 | 130068731 | P10748 | EUR 0.01 | Put | EUR 22,500 | EUR 22,500 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510755 | 5,000,000 | 5,000,000 | 130068740 | P10755 | EUR 0.06 | Put | EUR 23,000 | EUR 23,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510763 | 5,000,000 | 5,000,000 | 130068758 | P10763 | EUR 0.11 | Put | EUR 23,500 | EUR 23,500 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510771 | 5,000,000 | 5,000,000 | 130068766 | P10771 | EUR 0.16 | Put | EUR 24,000 | EUR 24,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510789 | 5,000,000 | 5,000,000 | 130068774 | P10789 | EUR 0.21 | Put | EUR 24,500 | EUR 24,500 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510797 | 5,000,000 | 5,000,000 | 130068782 | P10797 | EUR 0.26 | Put | EUR 25,000 | EUR 25,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510805 | 5,000,000 | 5,000,000 | 130068804 | P10805 | EUR 0.26 | Put | EUR 25,000 | EUR 25,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510813 | 5,000,000 | 5,000,000 | 130068812 | P10813 | EUR 0.31 | Put | EUR 25,500 | EUR 25,500 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510821 | 5,000,000 | 5,000,000 | 130068839 | P10821 | EUR 0.36 | Put | EUR 26,000 | EUR 26,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510839 | 5,000,000 | 5,000,000 | 130068847 | P10839 | EUR 0.41 | Put | EUR 26,500 | EUR 26,500 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510847 | 5,000,000 | 5,000,000 | 130068855 | P10847 | EUR 0.46 | Put | EUR 27,000 | EUR 27,000 | 18 March 2016 | 25 March 2016 | 10,000 | 0.0001 |
NL0011510854 | 30,000 | 30,000 | 130068863 | P10854 | EUR 21.64 | Call | EUR 8,000 | EUR 8,000 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011510862 | 30,000 | 30,000 | 130068871 | P10862 | EUR 17.64 | Call | EUR 8,400 | EUR 8,400 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011510870 | 30,000 | 30,000 | 130068880 | P10870 | EUR 13.64 | Call | EUR 8,800 | EUR 8,800 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011510888 | 30,000 | 30,000 | 130068898 | P10888 | EUR 9.64 | Call | EUR 9,200 | EUR 9,200 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011510896 | 30,000 | 30,000 | 130068901 | P10896 | EUR 5.64 | Call | EUR 9,600 | EUR 9,600 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011510904 | 30,000 | 30,000 | 130068910 | P10904 | EUR 1.64 | Call | EUR 10,000 | EUR 10,000 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011510912 | 30,000 | 30,000 | 130068928 | P10912 | EUR 0.01 | Call | EUR 10,400 | EUR 10,400 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011510920 | 30,000 | 30,000 | 130068936 | P10920 | EUR 0.01 | Call | EUR 10,800 | EUR 10,800 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011510938 | 30,000 | 30,000 | 130068944 | P10938 | EUR 0.01 | Call | EUR 11,200 | EUR 11,200 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011510946 | 30,000 | 30,000 | 130068952 | P10946 | EUR 0.01 | Call | EUR 11,600 | EUR 11,600 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011510953 | 30,000 | 30,000 | 130068979 | P10953 | EUR 0.01 | Call | EUR 12,000 | EUR 12,000 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011510961 | 30,000 | 30,000 | 130068987 | P10961 | EUR 0.01 | Call | EUR 12,400 | EUR 12,400 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011510979 | 30,000 | 30,000 | 130068995 | P10979 | EUR 0.01 | Put | EUR 8,000 | EUR 8,000 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011510987 | 30,000 | 30,000 | 130069002 | P10987 | EUR 0.01 | Put | EUR 8,400 | EUR 8,400 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011510995 | 30,000 | 30,000 | 130069029 | P10995 | EUR 0.01 | Put | EUR 8,800 | EUR 8,800 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511001 | 30,000 | 30,000 | 130069037 | P11001 | EUR 0.01 | Put | EUR 9,200 | EUR 9,200 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
Series Number / Tranche number / ISIN Code | No. of Securities issued | No. of Securities | Common Code | Trading Code of Borsa Italiana | Issue Price per Security | Call / Put | Strike Price | Knock-out Level | Exercise Date | Exercise Settlement Date | Parity | Multiplier* |
NL0011511019 | 30,000 | 30,000 | 130069045 | P11019 | EUR 0.01 | Put | EUR 9,600 | EUR 9,600 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511027 | 30,000 | 30,000 | 130069053 | P11027 | EUR 0.01 | Put | EUR 10,000 | EUR 10,000 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511035 | 30,000 | 30,000 | 130069061 | P11035 | EUR 2.36 | Put | EUR 10,400 | EUR 10,400 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511043 | 30,000 | 30,000 | 130069070 | P11043 | EUR 6.36 | Put | EUR 10,800 | EUR 10,800 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511050 | 30,000 | 30,000 | 130069088 | P11050 | EUR 10.36 | Put | EUR 11,200 | EUR 11,200 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511068 | 30,000 | 30,000 | 130069096 | P11068 | EUR 14.36 | Put | EUR 11,600 | EUR 11,600 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511076 | 30,000 | 30,000 | 130069100 | P11076 | EUR 18.36 | Put | EUR 12,000 | EUR 12,000 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511084 | 30,000 | 30,000 | 130069118 | P11084 | EUR 22.36 | Put | EUR 12,400 | EUR 12,400 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511092 | 30,000 | 30,000 | 130069126 | P11092 | EUR 30.02 | Call | EUR 2,700 | EUR 2,700 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511100 | 30,000 | 30,000 | 130069134 | P11100 | EUR 29.72 | Call | EUR 3,000 | EUR 3,000 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511118 | 30,000 | 30,000 | 130069142 | P11118 | EUR 29.42 | Call | EUR 3,300 | EUR 3,300 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511126 | 30,000 | 30,000 | 130069169 | P11126 | EUR 29.12 | Call | EUR 3,700 | EUR 3,700 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511134 | 30,000 | 30,000 | 130069177 | P11134 | EUR 28.82 | Call | EUR 4,000 | EUR 4,000 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511142 | 30,000 | 30,000 | 130069185 | P11142 | EUR 28.52 | Call | EUR 4,300 | EUR 4,300 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511159 | 30,000 | 30,000 | 130069193 | P11159 | EUR 0.01 | Put | EUR2,700 | EUR2,700 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511167 | 30,000 | 30,000 | 130069207 | P11167 | EUR 0.01 | Put | EUR 3,000 | EUR 3,000 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511175 | 30,000 | 30,000 | 130069215 | P11175 | EUR 0.01 | Put | EUR3,300 | EUR3,300 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511183 | 30,000 | 30,000 | 130069223 | P11183 | EUR 0.01 | Put | EUR 3,700 | EUR 3,700 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511191 | 30,000 | 30,000 | 130069231 | P11191 | EUR 0.01 | Put | EUR 4,000 | EUR 4,000 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511209 | 30,000 | 30,000 | 130069240 | P11209 | EUR 0.01 | Put | EUR 4,300 | EUR 4,300 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511217 | 30,000 | 30,000 | 130069258 | P11217 | EUR 4.90 | Call | USD 1,600 | USD 1,600 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511225 | 30,000 | 30,000 | 130069266 | P11225 | EUR 2.63 | Call | USD 1,800 | USD 1,800 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511233 | 30,000 | 30,000 | 130069274 | P11233 | EUR 0.37 | Call | USD 2,000 | USD 2,000 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511241 | 30,000 | 30,000 | 130069282 | P11241 | EUR 0.01 | Call | USD 2,200 | USD 2,200 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511258 | 30,000 | 30,000 | 130069304 | P11258 | EUR 0.01 | Call | USD 2,400 | USD 2,400 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511266 | 30,000 | 30,000 | 130069312 | P11266 | EUR 0.01 | Call | USD 2,600 | USD 2,600 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511274 | 30,000 | 30,000 | 130069339 | P11274 | EUR 0.01 | Put | USD 1,600 | USD 1,600 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511282 | 30,000 | 30,000 | 130069347 | P11282 | EUR 0.01 | Put | USD 1,800 | USD 1,800 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511290 | 30,000 | 30,000 | 130069355 | P11290 | EUR 0.01 | Put | USD 2,000 | USD 2,000 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511308 | 30,000 | 30,000 | 130069363 | P11308 | EUR 1.89 | Put | USD 2,200 | USD 2,200 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
Series Number / Tranche number / ISIN Code | No. of Securities issued | No. of Securities | Common Code | Trading Code of Borsa Italiana | Issue Price per Security | Call / Put | Strike Price | Knock-out Level | Exercise Date | Exercise Settlement Date | Parity | Multiplier* |
NL0011511316 | 30,000 | 30,000 | 130069371 | P11316 | EUR 4.15 | Put | USD 2,400 | USD 2,400 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511324 | 30,000 | 30,000 | 130069380 | P11324 | EUR 6.41 | Put | USD 2,600 | USD 2,600 | 16 March 2016 | 23 March 2016 | 100 | 0.01 |
NL0011511332 | 30,000 | 30,000 | 130069398 | P11332 | EUR 2.69 | Call | JPY 14,500 | JPY 14,500 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511340 | 30,000 | 30,000 | 130069401 | P11340 | EUR 2.32 | Call | JPY 15,000 | JPY 15,000 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511357 | 30,000 | 30,000 | 130069410 | P11357 | EUR 1.95 | Call | JPY 15,500 | JPY 15,500 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511365 | 30,000 | 30,000 | 130069428 | P11365 | EUR 1.58 | Call | JPY 16,000 | JPY 16,000 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511373 | 30,000 | 30,000 | 130069436 | P11373 | EUR 1.21 | Call | JPY 16,500 | JPY 16,500 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511381 | 30,000 | 30,000 | 130069444 | P11381 | EUR 0.84 | Call | JPY 17,000 | JPY 17,000 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511399 | 30,000 | 30,000 | 130069452 | P11399 | EUR 0.47 | Call | JPY 17,500 | JPY 17,500 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511407 | 30,000 | 30,000 | 130069479 | P11407 | EUR 0.10 | Call | JPY 18,000 | JPY 18,000 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511415 | 30,000 | 30,000 | 130069487 | P11415 | EUR 0.01 | Call | JPY 18,500 | JPY 18,500 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511423 | 30,000 | 30,000 | 130069495 | P11423 | EUR 0.01 | Call | JPY 19,500 | JPY 19,500 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511431 | 30,000 | 30,000 | 130069509 | P11431 | EUR 0.01 | Call | JPY 20,000 | JPY 20,000 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511449 | 30,000 | 30,000 | 130069517 | P11449 | EUR 0.01 | Call | JPY 20,500 | JPY 20,500 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511456 | 30,000 | 30,000 | 130069525 | P11456 | EUR 0.01 | Call | JPY 21,000 | JPY 21,000 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511464 | 30,000 | 30,000 | 130069533 | P11464 | EUR 0.01 | Call | JPY 21,500 | JPY 21,500 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511472 | 30,000 | 30,000 | 130069541 | P11472 | EUR 0.01 | Put | JPY 14,500 | JPY 14,500 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511480 | 30,000 | 30,000 | 130069550 | P11480 | EUR 0.01 | Put | JPY 15,000 | JPY 15,000 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511498 | 30,000 | 30,000 | 130069568 | P11498 | EUR 0.01 | Put | JPY 15,500 | JPY 15,500 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511506 | 30,000 | 30,000 | 130069576 | P11506 | EUR 0.01 | Put | JPY 16,000 | JPY 16,000 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511514 | 30,000 | 30,000 | 130069584 | P11514 | EUR 0.01 | Put | JPY 16,500 | JPY 16,500 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511522 | 30,000 | 30,000 | 130069592 | P11522 | EUR 0.01 | Put | JPY 17,000 | JPY 17,000 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511530 | 30,000 | 30,000 | 130069606 | P11530 | EUR 0.01 | Put | JPY 17,500 | JPY 17,500 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511548 | 30,000 | 30,000 | 130069614 | P11548 | EUR 0.01 | Put | JPY 18,000 | JPY 18,000 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511555 | 30,000 | 30,000 | 130069622 | P11555 | EUR 0.27 | Put | JPY 18,500 | JPY 18,500 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511563 | 30,000 | 30,000 | 130069649 | P11563 | EUR 1.01 | Put | JPY 19,500 | JPY 19,500 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511571 | 30,000 | 30,000 | 130069657 | P11571 | EUR 1.38 | Put | JPY 20,000 | JPY 20,000 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511589 | 30,000 | 30,000 | 130069665 | P11589 | EUR 1.75 | Put | JPY 20,500 | JPY 20,500 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511597 | 30,000 | 30,000 | 130069673 | P11597 | EUR 2.12 | Put | JPY 21,000 | JPY 21,000 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
NL0011511605 | 30,000 | 30,000 | 130069681 | P11605 | EUR 2.49 | Put | JPY 21,500 | JPY 21,500 | 16 March 2016 | 23 March 2016 | 10 | 0.10 |
* For the purposes of Borsa Italiana, Multiplier equals to 1/Parity
Series Number / ISIN Code | Index | Index Currency | ISIN of Index | Reuters Code of Index / Reuters Screen Page | Index Sponsor | Index Sponsor Website | Exchange | Exchange Website | Exchange Rate |
NL0011510417 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510425 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510433 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510441 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510458 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510466 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510474 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510482 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510490 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510508 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510516 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510524 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510532 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510540 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510557 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510565 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510573 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 |
Series Number / ISIN Code | Index | Index Currency | ISIN of Index | Reuters Code of Index / Reuters Screen Page | Index Sponsor | Index Sponsor Website | Exchange | Exchange Website | Exchange Rate |
NL0011510581 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510599 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510607 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510615 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510623 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510631 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510649 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510656 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510664 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510672 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510680 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510698 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510706 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510714 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510722 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510730 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510748 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510755 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 |
Series Number / ISIN Code | Index | Index Currency | ISIN of Index | Reuters Code of Index / Reuters Screen Page | Index Sponsor | Index Sponsor Website | Exchange | Exchange Website | Exchange Rate |
NL0011510763 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510771 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510789 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510797 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510805 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510813 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510821 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510839 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510847 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510854 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011510862 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011510870 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011510888 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011510896 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011510904 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011510912 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / | 1 |
Series Number / ISIN Code | Index | Index Currency | ISIN of Index | Reuters Code of Index / Reuters Screen Page | Index Sponsor | Index Sponsor Website | Exchange | Exchange Website | Exchange Rate |
XETRA | |||||||||
NL0011510920 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011510938 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011510946 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011510953 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011510961 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011510979 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011510987 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011510995 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011511001 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011511019 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011511027 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011511035 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011511043 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / | 1 |
Series Number / ISIN Code | Index | Index Currency | ISIN of Index | Reuters Code of Index / Reuters Screen Page | Index Sponsor | Index Sponsor Website | Exchange | Exchange Website | Exchange Rate |
XETRA | |||||||||
NL0011511050 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011511068 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011511076 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011511084 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011511092 | EURO STOXX 50® | EUR | EU0009658145 | .STOXX50E | Stoxx Limited | As set out in Annex 2 for a Composite Index / Multi-Exchange Index | / | 1 | |
NL0011511100 | EURO STOXX 50® | EUR | EU0009658145 | .STOXX50E | Stoxx Limited | As set out in Annex 2 for a Composite Index/ Multi-Exchange Index | / | 1 | |
NL0011511118 | EURO STOXX 50® | EUR | EU0009658145 | .STOXX50E | Stoxx Limited | As set out in Annex 2 for a Composite Index/ Multi-Exchange Index | / | 1 | |
NL0011511126 | EURO STOXX 50® | EUR | EU0009658145 | .STOXX50E | Stoxx Limited | As set out in Annex 2 for a Composite Index/ Multi-Exchange Index | / | 1 | |
NL0011511134 | EURO STOXX 50® | EUR | EU0009658145 | .STOXX50E | Stoxx Limited | As set out in Annex 2 for a Composite Index/ Multi-Exchange Index | / | 1 | |
NL0011511142 | EURO STOXX 50® | EUR | EU0009658145 | .STOXX50E | Stoxx Limited | As set out in Annex 2 for a | / | 1 |
Series Number / ISIN Code | Index | Index Currency | ISIN of Index | Reuters Code of Index / Reuters Screen Page | Index Sponsor | Index Sponsor Website | Exchange | Exchange Website | Exchange Rate |
Composite Index/ Multi-Exchange Index | |||||||||
NL0011511159 | EURO STOXX 50® | EUR | EU0009658145 | .STOXX50E | Stoxx Limited | As set out in Annex 2 for a Composite Index/ Multi-Exchange Index | / | 1 | |
NL0011511167 | EURO STOXX 50® | EUR | EU0009658145 | .STOXX50E | Stoxx Limited | As set out in Annex 2 for a Composite Index/ Multi-Exchange Index | / | 1 | |
NL0011511175 | EURO STOXX 50® | EUR | EU0009658145 | .STOXX50E | Stoxx Limited | As set out in Annex 2 for a Composite Index/ Multi-Exchange Index | / | 1 | |
NL0011511183 | EURO STOXX 50® | EUR | EU0009658145 | .STOXX50E | Stoxx Limited | As set out in Annex 2 for a Composite Index/ Multi-Exchange Index | / | 1 | |
NL0011511191 | EURO STOXX 50® | EUR | EU0009658145 | .STOXX50E | Stoxx Limited | As set out in Annex 2 for a Composite Index/ Multi-Exchange Index | / | 1 | |
NL0011511209 | EURO STOXX 50® | EUR | EU0009658145 | .STOXX50E | Stoxx Limited | As set out in Annex 2 for a Composite Index/ Multi-Exchange Index | / | 1 | |
NL0011511217 | S&P 500® | USD | US78378X1072 | .SPX | S&P Dow Xxxxx Indices LLC ("SPDJI") | As set out in Annex 2 for a Composite Index / Multi-Exchange Index | / | EUR / USD | |
NL0011511225 | S&P 500® | USD | US78378X1072 | .SPX | S&P Dow Xxxxx Indices LLC ("SPDJI") | As set out in Annex 2 for a Composite Index/ | / | EUR / USD |
Series Number / ISIN Code | Index | Index Currency | ISIN of Index | Reuters Code of Index / Reuters Screen Page | Index Sponsor | Index Sponsor Website | Exchange | Exchange Website | Exchange Rate |
Multi-Exchange Index | |||||||||
NL0011511233 | S&P 500® | USD | US78378X1072 | .SPX | S&P Dow Xxxxx Indices LLC ("SPDJI") | As set out in Annex 2 for a Composite Index / Multi-Exchange Index | / | EUR / USD | |
NL0011511241 | S&P 500® | USD | US78378X1072 | .SPX | S&P Dow Xxxxx Indices LLC ("SPDJI") | As set out in Annex 2 for a Composite Index/ Multi-Exchange Index | / | EUR / USD | |
NL0011511258 | S&P 500® | USD | US78378X1072 | .SPX | S&P Dow Xxxxx Indices LLC ("SPDJI") | As set out in Annex 2 for a Composite Index/ Multi-Exchange Index | / | EUR / USD | |
NL0011511266 | S&P 500® | USD | US78378X1072 | .SPX | S&P Dow Xxxxx Indices LLC ("SPDJI") | As set out in Annex 2 for a Composite Index/ Multi-Exchange Index | / | EUR / USD | |
NL0011511274 | S&P 500® | USD | US78378X1072 | .SPX | S&P Dow Xxxxx Indices LLC ("SPDJI") | As set out in Annex 2 for a Composite Index/ Multi-Exchange Index | / | EUR / USD | |
NL0011511282 | S&P 500® | USD | US78378X1072 | .SPX | S&P Dow Xxxxx Indices LLC ("SPDJI") | As set out in Annex 2 for a Composite Index/ Multi-Exchange Index | / | EUR / USD | |
NL0011511290 | S&P 500® | USD | US78378X1072 | .SPX | S&P Dow Xxxxx Indices LLC ("SPDJI") | As set out in Annex 2 for a Composite Index/ Multi-Exchange Index | / | EUR / USD | |
NL0011511308 | S&P 500® | USD | US78378X1072 | .SPX | S&P Dow Xxxxx Indices LLC ("SPDJI") | As set out in Annex 2 for a Composite Index/ Multi-Exchange | / | EUR / USD |
Series Number / ISIN Code | Index | Index Currency | ISIN of Index | Reuters Code of Index / Reuters Screen Page | Index Sponsor | Index Sponsor Website | Exchange | Exchange Website | Exchange Rate |
Index | |||||||||
NL0011511316 | S&P 500® | USD | US78378X1072 | .SPX | S&P Dow Xxxxx Indices LLC ("SPDJI") | As set out in Annex 2 for a Composite Index/ Multi-Exchange Index | / | EUR / USD | |
NL0011511324 | S&P 500® | USD | US78378X1072 | .SPX | S&P Dow Xxxxx Indices LLC ("SPDJI") | As set out in Annex 2 for a Composite Index/ Multi-Exchange Index | / | EUR / USD | |
NL0011511332 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511340 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511357 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511365 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511373 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511381 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511399 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511407 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511415 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511423 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and | Tokyo Stock | EUR / JPY |
Series Number / ISIN Code | Index | Index Currency | ISIN of Index | Reuters Code of Index / Reuters Screen Page | Index Sponsor | Index Sponsor Website | Exchange | Exchange Website | Exchange Rate |
Nikkei Digital Media Inc. | Exchange | ||||||||
NL0011511431 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511449 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511456 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511464 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511472 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511480 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511498 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511506 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511514 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511522 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511530 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511548 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511555 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and | Tokyo Stock | EUR / JPY |
Series Number / ISIN Code | Index | Index Currency | ISIN of Index | Reuters Code of Index / Reuters Screen Page | Index Sponsor | Index Sponsor Website | Exchange | Exchange Website | Exchange Rate |
Nikkei Digital Media Inc. | Exchange | ||||||||
NL0011511563 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511571 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511589 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511597 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY | ||
NL0011511605 | Nikkei 225 | JPY | JP9010C00002 | .N225 | Nikkei Inc. and Nikkei Digital Media Inc. | Tokyo Stock Exchange | EUR / JPY |
Section D - Risks
Element | Title | |
D.2 | Key risks regarding the Issuer and the Guarantor | There are certain factors that may affect the Issuer's ability to fulfil its obligations under the Securities issued under the Programme and the Guarantor's obligations under the Guarantee. |
Eleven main categories of risk are inherent in BNPP's activities: | ||
a) Credit Risk; | ||
b) Counterparty Risk; | ||
c) Securitisation; | ||
d) Market Risk; | ||
e) Operational Risk; | ||
f) Compliance and Reputation Risk; | ||
g) Concentration Risk; | ||
h) Banking Book Interest Rate Risk; | ||
i) Strategy Risk and Business-Related Risk; | ||
j) Liquidity Risk; | ||
k) Insurance subscription Risk. | ||
Difficult market and economic conditions have had and may continue to have a material adverse effect on the operating environment for financial institutions and hence on BNPP's financial condition, results of operations and cost of risk. | ||
BNPP's access to and cost of funding could be adversely affected by a resurgence of the euro-zone sovereign debt crisis, worsening economic conditions, rating downgrades, increases in credit spreads or other factors. | ||
Significant interest rate changes could adversely affect BNPP's revenues or profitability. | ||
The soundness and conduct of other financial institutions and market participants could adversely affect BNPP. | ||
BNPP may incur significant losses on its trading and investment activities due to market fluctuations and volatility. | ||
BNPP may generate lower revenues from brokerage and other commission and fee- based businesses during market downturns. | ||
Protracted market declines can reduce liquidity in the markets, making it harder to sell assets and possibly leading to material losses. | ||
Laws and regulations adopted in response to the global financial crisis may materially impact BNPP and the financial and economic environment in which it operates. | ||
BNPP is subject to extensive and evolving regulatory regimes in the juridictions in which it operates. | ||
BNPP may incur substantial fines and other administrative and criminal penalties for non-compliance with applicable laws and regulations. |
Element | Title | |
There are risks related to the implementation of BNPP's strategic plan. BNPP may experience difficulties integrating acquired companies and may be unable to realise the benefits expected from its acquisitions. Intense competition by banking and non-banking operators could adversely affect BNPP's revenues and profitability. A substantial increase in new provisions or a shortfall in the level of previously recorded provisions could adversely affect BNPP's results of operations and financial condition. Notwithstanding BNPP's risk management policies, procedures and methods, it could still be exposed to unidentified or unanticipated risks, which could lead to material losses. BNPP's hedging strategies may not prevent losses. BNPP's competitive position could be harmed if its reputation is damaged. An interruption in or a breach of BNPP's information systems may result in material losses of client or customer information, damage to BNPP's reputation and lead to financial losses. Unforeseen external events may disrupt BNPP's operations and cause substantial losses and additional costs. The following risk factors relate to BNPP B.V.: BNPP B.V. is an operating company. BNPP B.V.'s sole business is the raising and borrowing of money by issuing securities such as Notes, Warrants or Certificates or other obligations. BNPP B.V. has, and will have, no assets other than hedging agreements (OTC contracts mentioned in the Annual Reports), cash and fees payable to it, or other assets acquired by it, in each case in connection with the issue of securities or entry into other obligations related thereto from time to time. BNPP B.V. has a small equity and limited profit base. The net proceeds from each issue of Securities issued by the Issuer will become part of the general funds of BNPP B.V. BNPP B.V. uses such proceeds to hedge its market risk by acquiring hedging instruments from BNP Paribas and BNP Paribas entities and/or, in the case of Secured Securities, to acquire Collateral Assets. The ability of BNPP B.V. to meet its obligations under securities issued by it will depend on the receipt by it of payments under the relevant hedging agreements. Consequently, Holders of BNPP B.V. Securities will, subject to the provisions of the relevant Guarantee issued by BNP Paribas, be exposed to the ability of BNP Paribas and BNP Paribas entities to perform their obligations under such hedging agreements. | ||
D.3 | Key risks regarding the Securities | There are certain factors which are material for the purposes of assessing the market risks associated with Securities issued under the Programme, including that: -Securities (other than Secured Securities) are unsecured obligations, -Securities including leverage involve a higher level of risk and whenever there are losses on such Securities those losses may be higher than those of a similar security which is not leveraged, -the trading price of the Securities is affected by a number of factors including, but not limited to, the price of the relevant Underlying Reference(s), time to expiration or redemption and volatility and such factors mean that the trading price of the Securities may be below the Final Redemption Amount or Cash Settlement Amount or value of the Entitlement, -exposure to the Underlying Reference in many cases will be achieved by the relevant Issuer entering into hedging arrangements and, in respect of Securities linked to an |
Element | Title | |
Underlying Reference, potential investors are exposed to the performance of these hedging arrangements and events that may affect the hedging arrangements and consequently the occurrence of any of these events may affect the value of the Securities, -the occurrence of an additional disruption event or optional additional disruption event may lead to an adjustment to the Securities, cancellation (in the case of Warrants) or early redemption (in the case of Notes and Certificates) or may result in the amount payable on scheduled redemption being different from the amount expected to be paid at scheduled redemption and consequently the occurrence of an additional disruption event and/or optional additional disruption event may have an adverse effect on the value or liquidity of the Securities, -expenses and taxation may be payable in respect of the Securities, -the Securities may be cancelled (in the case of Warrants) or redeemed (in the case of Notes and Certificates) in the case of illegality or impracticability and such cancellation or redemption may result in an investor not realising a return on an investment in the Securities, -the meetings of Holders provisions permit defined majorities to bind all Holders, -any judicial decision or change to an administrative practice or change to English law or French law, as applicable, after the date of the Base Prospectus could materially adversely impact the value of any Securities affected by it, -a reduction in the rating, if any, accorded to outstanding debt securities of the Issuer or Guarantor (if applicable) by a credit rating agency could result in a reduction in the trading value of the Securities, -certain conflicts of interest may arise (see Element E.4 below), -the only means through which a Holder can realise value from the Security prior to its Exercise Date, Maturity Date or Redemption Date, as applicable, is to sell it at its then market price in an available secondary market and that there may be no secondary market for the Securities (which could mean that an investor has to exercise or wait until redemption of the Securities to realise a greater value than its trading value), -BNP Paribas Arbitrage S.N.C. is required to act as market-maker in respect of the Securities. BNP Paribas Arbitrage S.N.C. will endeavour to maintain a secondary market throughout the life of the Securities, subject to normal market conditions and will submit bid and offer prices to the market. The spread between bid and offer prices may change during the life of the Securities. However, during certain periods, it may be difficult, impractical or impossible for BNP Paribas Arbitrage S.N.C. to quote bid and offer prices, and during such periods, it may be difficult, impracticable or impossible to buy or sell these Securities. This may, for example, be due to adverse market conditions, volatile prices or large price fluctuations, a large marketplace being closed or restricted or experiencing technical problems such as an IT system failure or network disruption. In addition, there are specific risks in relation to Securities which are linked to an Underlying Reference (including Hybrid Securities) and an investment in such Securities will entail significant risks not associated with an investment in a conventional debt security. Risk factors in relation to Underlying Reference linked Securities include: exposure to one or more index, adjustment events and market disruption or failure to open of an exchange which may have an adverse effect on the value and liquidity of the Securities, and that the Issuer will not provide post-issuance information in relation to the Underlying Reference. In certain circumstances Holders may lose the entire value of their investment. | ||
D.6 | Risk warning | See Element D.3 above. |
Element | Title | |
In the event of the insolvency of the Issuer or if it is otherwise unable or unwilling to repay the Securities when repayment falls due, an investor may lose all or part of his investment in the Securities. If the Guarantor is unable or unwilling to meet its obligations under the Guarantee when due, an investor may lose all or part of his investment in the Securities. In addition, investors may lose all or part of their investment in the Securities as a result of the terms and conditions of the Securities. |
Section E - Offer
Element | Title | |
E.2b | Reasons for the offer and use of proceeds | The net proceeds from the issue of the Securities will become part of the general funds of the Issuer. Such proceeds may be used to maintain positions in options or futures contracts or other hedging instruments. |
E.3 | Terms and conditions of the offer | The issue price of the Securities is as set out in table Element C.20. |
E.4 | Interest of natural and legal persons involved in the issue/offer | Any Manager and its affiliates may also have engaged, and may in the future engage, in investment banking and/or commercial banking transactions with, and may perform other services for, the Issuer and the Guarantor and their affiliates in the ordinary course of business. Other than as mentioned above, so far as the Issuer is aware, no person involved in the issue of the Securities has an interest material to the offer, including conflicting interests. |
E.7 | Expenses charged to the investor by the Issuer | No expenses are being charged to an investor by the Issuer. |
NOTA DI SINTESI SPECIFICA PER LA SINGOLA EMISSIONE
Le note di sintesi sono composte dagli elementi informativi richiesti dalla normativa applicabile noti come "Elementi". Detti Elementi sono numerati nelle sottostanti Sezioni da A ad E (A.1 - E.7). La presente Nota di Sintesi contiene tutti gli Elementi che devono essere inclusi in una nota di sintesi per questo tipo di Titoli, di Emittente e di Garante. Dal momento che taluni Elementi potrebbero non essere richiesti per questa specifica Nota di Sintesi, potrebbero esserci delle mancanze e/o dei salti nella sequenza numerica degli Elementi. Anche se un Elemento potrebbe essere inserito nella Nota di Sintesi in base al tipo di Titoli, di Emittente e di Garante, è possibile che non vi siano informazioni pertinenti da fornire in relazione a detto Elemento. In tal caso, sarà inserita un breve descrizione dell'Elemento in questione unitamente alla specificazione "Non Applicabile".
Sezione A - Introduzione e avvertenze
Elemento | Titolo | |
A.1 | Avvertenza che la nota di sintesi va letta come un'introduzione, e disposizione in merito ai ricorsi | ● La presente Nota di Sintesi dovrebbe essere letta quale introduzione del Prospetto di Base e delle Condizioni Definitive. Nella presente Nota di sintesi, salvo ove diversamente specificato e fatto salvo quanto previsto al primo paragrafo dell'Elemento D.3, "Prospetto di Base" indica il Prospetto di Base di BNPP B.V., BNPP, BP2F, BNPPF e BGL datato 9 giugno 2015 e successive modifiche. Nel primo paragrafo dell'Elemento D.3, "Prospetto di Base" indica il Prospetto di Base di BNPP B.V., BNPP, BP2F, BNPPF e BGL datato 9 giugno 2015. |
● Qualsiasi decisione di investire nei Titoli dovrebbe basarsi sull'esame del presente Prospetto di Base completo, inclusi ogni eventuale documento incorporato mediante riferimento e le Condizioni Definitive. | ||
● Qualora sia presentato un ricorso dinanzi all'autorità giudiziaria di uno Stato Membro dello Spazio Economico Europeo in merito alle informazioni contenute nel Prospetto di Base e nelle Condizioni Definitive, l'investitore ricorrente potrebbe essere tenuto, a norma del diritto nazionale dello Stato Membro in cui è presentato il ricorso, a sostenere le spese di traduzione del Prospetto di Base e delle Condizioni Definitive prima dell'inizio del procedimento legale. | ||
● Non sarà attribuita alcuna responsabilità civile all'Emittente o all'eventuale Garante in tale Stato Membro esclusivamente sulla base della presente nota di sintesi, inclusa ogni traduzione della stessa, a meno che essa sia fuorviante, imprecisa o incoerente se letta congiuntamente alle altre parti del presente Prospetto di Base e delle Condizioni Definitive o, a seguito dell'attuazione delle relative disposizioni della Direttiva 2010/73/UE nello Stato Membro del caso, non offra, se letta insieme alle altre parti del Prospetto di Base e delle Condizioni Definitive, le informazioni fondamentali (come definite nell'Articolo 2.1(s) della Direttiva Prospetti) per aiutare gli investitori al momento di valutare l'opportunità di investire in tali Titoli. | ||
A.2 | Consenso all'utilizzo del Prospetto di Base, periodo di validità e altre condizioni correlate | Non applicabile - I Titoli non sono offerti al pubblico attraverso una Offerta non-esente. |
Sezione B - Emittenti e Garanti
Elemento | Titolo | |
B.1 | Denominazione legale e | BNP Paribas Arbitrage Issuance B.V. ("BNPP B.V." o l'"Emittente"). |
Elemento | Titolo | |||
commerciale dell'Emittente | ||||
B.2 | Domicilio/ forma giuridica/ legislazione/ paese di costituzione | L'Emittente è stato costituito in Olanda nella forma di una società a responsabilità limitata ai sensi della legge olandese, con sede legale a Xxxxxxxxxxx 000, 0000 XX Xxxxxxxxx, Xxxxxx. | ||
B.4b | Informazioni sulle tendenze | BNPP B.V. dipende da BNPP. BNPP B.V. è una società interamente controllata da BNPP specialmente incaricata dell'emissione di titoli quali Notes, Warrants o Certificati o altre obbligazioni che vengono sviluppate, definite e vendute agli investitori da altre società del Gruppo BNPP (inclusa BNPP). I titoli sono coperti attraverso l'acquisto di strumenti di copertura da BNP Paribas ed entità di BNP Paribas, come descritto nell'Elemento D.2 di cui sotto. Di conseguenza, le Informazioni sulle tendenze descritte in relazione a BNPP si applicheranno anche a BNPP B.V. | ||
B.5 | Descrizione del Gruppo | BNPP B.V. è una controllata al 100% di BNP Paribas. BNP Paribas è la società holding di un gruppo di società e gestisce le operazioni finanziarie di tali controllate (congiuntamente, il "Gruppo BNPP"). | ||
B.9 | Previsione o stima degli utili | Il piano di sviluppo del Gruppo nel periodo 2014-2016 conferma il modello di business di banca universale. L'obiettivo del piano di sviluppo aziendale 2014-2016 consiste nel supportare i clienti in un contesto mutevole. Il Gruppo ha definito le cinque priorità strategiche seguenti per il 2016: ● valorizzare l'attenzione e i servizi al cliente ● semplicità: semplificare la nostra organizzazione e le nostre modalità operative ● efficienza: continuare ad accrescere l'efficienza operativa ● adeguare talune attività al contesto economico e normativo di riferimento ● implementare iniziative di sviluppo aziendale BNPP prosegue l'implementazione del suo piano di sviluppo 2014-2016 in un contesto di bassi tassi d'interesse e dovendo considerare l'introduzione di nuove imposte e nuove normative. | ||
B.10 | Riserve nella relazione dei revisori | Non applicabile, non vi sono riserve in alcuna relazione dei revisori sulle informazioni finanziarie relative agli esercizi passati incluse nel Prospetto di Base. | ||
B.12 | Informazioni finanziarie fondamentali selezionate relative agli esercizi passati: Dati Finanziari Annuali Comparativi - In EUR | |||
31/12/2014 | 31/12/2013 | |||
Ricavi | 432.263 | 397.608 | ||
Reddito netto, Quota del Gruppo | 29.043 | 26.749 | ||
Totale bilancio | 00.000.000.000 | 00.000.000.000 | ||
Patrimonio netto (Quota del Gruppo) | 445.206 | 416.163 | ||
Dati Finanziari Infrannuali Comparativi - In EUR | ||||
30/06/2015 | 30/06/2014 | |||
Ricavi | 158.063 | 218.961 | ||
Elemento | Titolo | |||
Reddito netto, Quota del Gruppo | 10.233 | 14.804 | ||
30/06/2015 | 31/12/2014 | |||
Totale bilancio | 00.000.000.000 | 00.000.000.000 | ||
Patrimonio netto (Quota del Gruppo) | 455.439 | 445.206 | ||
Dichiarazioni di cambiamenti significativi o negativi sostanziali Non si sono verificati cambiamenti significativi nella posizione finanziaria o di negoziazione del Gruppo BNPP dal 30 giugno 2015 (termine dell'ultimo periodo finanziario per il quale è stato pubblicato un bilancio semestrale). Non si sono verificati cambiamenti negativi sostanziali nei prospetti di BNPP o del Gruppo BNPP dal 31 dicembre 2014 (termine dell'ultimo periodo finanziario per il quale è stato pubblicato un bilancio). Non si sono verificati cambiamenti significativi nella posizione finanziaria o commerciale del BNPP B.V. dal 30 giugno 2015 e non si sono verificati cambiamenti negativi sostanziali nelle prospettive del BNPP B.V. dal 31 dicembre 2014. | ||||
B.13 | Eventi aventi un impatto sulla solvibilità dell'Emittente | Non applicabili, al 10 settembre 2015 e per quanto a conoscenza dell'Emittente, non si sono verificati eventi sostanzialmente rilevanti per la valutazione della solvibilità dell'Emittente dal 30 giugno 2015. | ||
B.14 | Dipendenza da altri soggetti del Gruppo | L'Emittente dipende da BNPP e da altri soggetti del Gruppo BNPP. Si veda anche l'Elemento B.5 che precede. BNPP B.V. dipende da BNPP. BNPP B.V. è una società interamente controllata da BNPP specialmente incaricata dell'emissione di titoli quali Notes, Warrants o Certificati o altre obbligazioni che vengono sviluppate, definite e vendute agli investitori da altre società del Gruppo BNPP (inclusa BNPP). I titoli sono coperti attraverso l'acquisto di strumenti di copertura da BNP Paribas ed entità di BNP Paribas, come descritto nell'Elemento D.2 di cui sotto. | ||
B.15 | Principali attività | L'attività principale dell'Emittente consiste nell'emettere e/o acquisire strumenti finanziari di qualsiasi natura e nello stipulare contratti correlati per conto di vari enti nell'ambito del Gruppo BNPP. | ||
B.16 | Azionisti di controllo | BNP Paribas detiene il 100% del capitale sociale di BNPP B.V. | ||
B.17 | Rating | Il rating del credito a lungo termine di BNPP B.V. è A+ con outlook negativo (Standard & Poor's Credit Market Services France SAS) e il rating del credito a breve termine di BNPP B.V. è A-1 (Standard & Poor's Credit Market Services France SAS). Xx Xxxxxx non è stato assegnato alcun giudizio di rating. Il rating di un titolo non costituisce una raccomandazione ad acquistare, vendere o detenere titoli, e può essere soggetto a sospensione, riduzione o ritiro in qualsiasi momento da parte dell'agenzia di rating che l'ha assegnato. | ||
B.18 | Descrizione della Garanzia | I Titoli emessi saranno garantiti incondizionatamente e irrevocabilmente da BNP Paribas ("BNPP" o il "Garante") ai sensi di un atto di garanzia di diritto inglese stipulato da BNPP in data 9 giugno 2015, o in prossimità di tale data (la "Garanzia"). Nell'eventualità di un salvataggio interno di BNPP B.V. ma non di BNPP, le obbligazioni e/o gli importi dovuti da BNPP ai sensi della garanzia saranno ridotti per riflettere tale eventuale riduzione o modifica derivante dall'applicazione di una misura di salvataggio interno di BNPP B.V. da parte di un organismo di vigilanza incaricato. Nell'eventualità di un salvataggio interno di BNPP ma non di BNPP B.V., le obbligazioni e/o gli importi dovuti da BNPP ai sensi della garanzia saranno ridotti per riflettere tale eventuale modifica o riduzione applicata ai titoli emessi da BNPP e | ||
Elemento | Titolo | |
derivante dall'applicazione di una misura di salvataggio interno di BNPP da parte di un organismo di vigilanza incaricato. Le obbligazioni ai sensi della garanzia costituiscono obbligazioni dirette, incondizionate, non garantite e non subordinate di BNPP e hanno e avranno pari priorità tra esse e almeno pari priorità rispetto a ogni altro indebitamento diretto, incondizionato, non garantito e non subordinato di BNPP (salvo per debiti privilegiati per legge). | ||
B.19 | Informazioni sui Garanti | |
B.19/ B.1 | Denominazione legale e commerciale del Garante | BNP Paribas. |
B.19/ B.2 | Domicilio/ forma giuridica / legislazione/ paese di costituzione | Il Garante è stato costituito nella forma di société anonyme("naamloze vennootschap") ai sensi della legge francese e ha ottenuto l'autorizzazione a operare quale banca. La sede legale al 00, xxxxxxxxx xxx Xxxxxxxx - 00000 Xxxxxx, Xxxxxxx. |
B.19/ B.4b | Informazioni sulle tendenze | Rischio macroeconomico I risultati di BNPP sono influenzati dal contesto macroeconomico e di mercato. Data la natura della sua attività, BNPP è particolarmente sensibile alle condizioni macroeconomiche e di mercato in Europa, che negli ultimi anni sono state difficili e caratterizzate da volatilità. Nel 2014, l'economia globale ha proseguito la sua lenta ripresa ma permangono incertezze, soprattutto in Europa, dove nel secondo semestre il risultato economico ha deluso le stime. Le previsioni economiche elaborate dal FMI e dall'OCSE1 per il 2015 confermano la prosecuzione di una modesta crescita nelle economie sviluppate, benché differenziata a seconda dei paesi; per esempio, si prevede una crescita più fragile per taluni paesi dell'eurozona (fra cui la Francia e l'Italia). Una stima analoga coinvolge anche i mercati emergenti (ovvero, una crescita moderata con aree di fragilità). I rischi gravanti sulla crescita macroeconomica a breve termine, evidenziati dal FMI, includono l'acuirsi delle tensioni geopolitiche e l'aumento della volatilità nei mercati finanziari; nel medio periodo si è invece sottolineata la fragilità della crescita economica o la stagnazione nei paesi sviluppati. La deflazione rimane una minaccia per l'eurozona, anche se il rischio si è ridimensionato grazie all'annuncio della BCE circa l'adozione di misure politiche non convenzionali. Legislazione e regolamenti applicabili alle istituzioni finanziarie BNPP è influenzata dalla legislazione e dai regolamenti applicabili alle istituzioni finanziarie, che hanno subito modifiche significative. Nuove misure che sono state proposte e adottate negli ultimi anni includono requisiti patrimoniali e di liquidità più severi (in particolare per i gruppi bancari internazionali di grandi dimensioni come il Gruppo BNPP), imposte sulle transazioni finanziarie, restrizioni e tasse sulla remunerazione dei dipendenti, limiti alle attività che le banche commerciali possono intraprendere, nonché isolamento a livello finanziario e persino divieto di alcune attività considerate come speculative all'interno delle controllate separate, restrizioni su alcuni tipi di prodotti finanziari, un aumento dei requisiti di trasparenza e di controllo interno, regole di condotta commerciale più severe, rendicontazione e autorizzazione di operazioni su derivati obbligatorie, requisiti di limitazione dei rischi relativi ai derivati fuori Borsa e la costituzione di nuovi e più solidi organi di regolamentazione. Le misure recentemente adottate o, in alcuni casi proposte e ancora in fase di discussione, che hanno o avranno probabilmente un'influenza su BNPP, |
1Si veda in particolare: Fondo Monetario Internazionale. Aggiornamento delle Prospettive economiche mondiali (WEO), gennaio 2015: Tendenze Principali; Fondo Monetario Internazionale. 2014; Fondo Monetario Internazionale. Prospettive Economiche Mondiali: realizzazioni, ombre, incertezze. Washington (ottobre 2014); OCSE - Avviare l'eurozona sulla strada della ripresa - X. Xxxx - 25 novembre 2014
Elemento | Titolo | |
comprendono in particolare l'Ordinanza francese del 27 giugno 2013 relativa agli istituti di credito e alle società di finanziamento ("Sociétés de financement"), entrata in vigore il 1° gennaio 2014, la legge francese in materia bancaria del 26 luglio 2013 sulla separazione e regolamentazione delle attività bancarie, nonché i relativi decreti e disposizioni applicativi e l'Ordinanza del 20 febbraio 2014 per il recepimento nella legge francese della normativa comunitaria sulle questioni finanziarie; la Direttiva e il Regolamento del Parlamento Europeo e del Consiglio sui requisiti prudenziali "CRD 4/CRR" del 26 giugno 2013 (e i relativi atti delegati ed esecutivi) di cui molte disposizioni sono già entrate in vigore il 1° gennaio 2014; le norme tecniche regolamentari e attuative collegate alla Direttiva e al Regolamento CRD 4/CRR pubblicato dall'Autorità Bancaria Europea; la designazione di BNPP quale istituzione finanziaria di importanza sistemica da parte del Consiglio per la Stabilità Finanziaria e le consultazioni per uno standard internazionale unico in materia di capacità totale di assorbimento delle perdite ("TLAC") per le banche globali di importanza sistemica; la consultazione pubblica per la riforma strutturale del settore bancario UE e la proposta di Regolamento del Parlamento Europeo e del Consiglio del 29 gennaio 2014 sulle misure strutturali da adottare per migliorare la solidità degli istituti di credito nell'UE; la proposta di un Regolamento del Parlamento Europeo e del Consiglio del 18 settembre 2013 sugli indici utilizzati come benchmark degli strumenti e contratti finanziari; il Regolamento del Parlamento Europeo e del Consiglio del 16 aprile 2014 in tema di abuso di mercato e la Direttiva del Parlamento Europeo e del Consiglio del 16 aprile 2014 sulle sanzioni penali per gli abusi di mercato; la Direttiva e il Regolamento del Parlamento Europeo e del Consiglio sui mercati degli strumenti finanziari del 15 maggio 2014; Il Meccanismo di Vigilanza Unica Europeo diretto dalla Banca Centrale Europea adottato nell'ottobre 2013 (Regolamento del Consiglio dell'ottobre 2013 che conferisce alla Banca Centrale Europea compiti specifici riguardanti politiche in tema di supervisione prudenziale degli istituti di credito e il Regolamento del Parlamento Europeo e del Consiglio del 22 ottobre 2013 che istituisce un'Autorità di Supervisione Europea in materia di affidamento di compiti specifici alla Banca Centrale Europea (e relativi atti delegati e attuativi)), oltre che l'Ordinanza francese del 6 novembre 2014 per adeguare la legge francese al meccanismo di vigilanza unico degli istituti di credito; la Direttiva del Parlamento europeo e del Consiglio del 16 aprile 2014 sui sistemi di garanzia dei depositi, che rafforza la tutela dei depositi dei cittadini in caso di fallimenti bancari (e i relativi atti delegati e attuativi); la Direttiva del Parlamento Europeo e del Consiglio del 15 maggio 2014 che delinea un quadro di riferimento per il risanamento e la risoluzione delle crisi degli istituti di credito e delle società d'investimento, che armonizza gli strumenti volti ad affrontare le potenziali crisi bancarie; il Meccanismo di Risoluzione Unico adottato dal Parlamento Europeo il 15 aprile 2014 (Regolamento del Parlamento Europeo e del Consiglio del 15 luglio 2014 che istituisce regole uniformi e una procedura uniforme per la risoluzione delle crisi degli istituti di credito e di talune società d'investimento nel quadro di un meccanismo di risoluzione unico e di un fondo di risoluzione unico, e i relativi atti delegati e attuativi), che prevede l'istituzione di un Consiglio di Risoluzione Unico quale autorità incaricata di applicare il Meccanismo di Risoluzione Unico e l'istituzione del Fondo di Risoluzione Unico; il Regolamento Delegato sul sistema transitorio di rateazione dei contributi per la copertura delle spese amministrative del Consiglio di Risoluzione Unico durante il periodo transitorio adottato dalla Commissione Europea l'8 ottobre 2014, il Regolamento attuativo del Consiglio del 19 dicembre 2014 riportante condizioni uniformi per il contributo ex-ante al Fondo di Risoluzione Unico; la norma finale della Federal Reserve statunitense che impone maggiori standard di prudenza sulle operazioni USA di grandi banche estere; la "Regola di Xxxxxxx" che impone alcune limitazioni agli investimenti in hedge fund e fondi di private equity nonché alle attività di proprietary trading delle banche statunitensi e non statunitensi che è stata adottata dalle autorità regolamentari USA nel dicembre 2013; infine, la regola USA sulla ritenzione del rischio di credito adottata il 22 ottobre 2014. Più in generale, le autorità di regolamentazione e legislative di qualsiasi paese possono, in qualsiasi momento, introdurre l'applicazione di nuove o differenti misure che potrebbero avere un impatto importante sul sistema finanziario in generale o su BNPP in particolare. | ||
B.19/B.5 | Descrizione del Gruppo | BNPP è un leader europeo nei servizi bancari e finanziari e ha quattro mercati bancari retail nazionali in Europa: Belgio, Francia, Italia e Lussemburgo. È presente in 75 paesi e dispone di quasi 188.000 dipendenti, inclusi oltre 147.000 in Europa. BNPP è la controllante del Gruppo BNP Paribas (il "Gruppo BNPP") |
B.19/B.9 | Previsione o stima | Il piano di sviluppo del Gruppo nel periodo 2014-2016 conferma il modello di business |
Elemento | Titolo | |||
degli utili | di banca universale. L'obiettivo del piano di sviluppo aziendale 2014-2016 consiste nel supportare i clienti in un contesto mutevole. Il Gruppo ha definito le cinque priorità strategiche seguenti per il 2016: ● valorizzare l'attenzione e i servizi al cliente ● semplicità: semplificare la nostra organizzazione e le nostre modalità operative ● efficienza: continuare ad accrescere l'efficienza operativa ● adeguare talune attività al contesto economico e normativo di riferimento ● implementare iniziative di sviluppo aziendale BNPP prosegue l'implementazione del suo piano di sviluppo 2014-2016 in un contesto di bassi tassi d'interesse e dovendo considerare l'introduzione di nuove imposte e nuove normative. | |||
B.19/ B.10 | Riserve nella relazione dei revisori | Non applicabile, non vi sono riserve in alcuna relazione dei revisori sulle informazioni finanziarie relative agli esercizi passati incluse nel Prospetto di Base. | ||
B.19/ B.12 | Informazioni finanziarie fondamentali selezionate relative agli esercizi passati: Dati Finanziari Annuali Comparativi - In milioni di EUR | |||
31/12/2014 (certificati) | 31/12/201 * 3 (certificati) | |||
Ricavi | 39.168 | 37.286 | ||
Costo del rischio | (3.705) | (3.643) | ||
Reddito netto, quota del Gruppo | 157 | 4.818 | ||
* Riclassificato in base all'applicazione dei principi contabili IFRS10, IFRS11 e IAS32 rivisto | ||||
* 31/12/2014 | * 31/12/2013 | |||
Common Equity Tier 1 Ratio (Basilea 3 fully loaded, CRD4) | 10,30% | 10,30% | ||
31/12/2014 (certificati) | 31/12/201 * 3 (certificati) | |||
Totale bilancio consolidato | 2.077.759 | 1.810.522 | ||
Crediti verso clienti e finanziamenti consolidati nei confronti dei clienti | 657.403 | 612.455 | ||
Voci consolidate dovute ai clienti | 641.549 | 553.497 | ||
Patrimonio netto (quota del Gruppo) | 89.410 | 87.433 | ||
* Riclassificato in base all'applicazione dei principi contabili IFRS10, IFRS11 e IAS32 rivisto Dati finanziari infrannuali comparativi per il semestre chiuso il 30 giugno 2015 - in milioni di EUR | ||||
1S15 | * 1S14 | |||
Elemento | Titolo | |||
Ricavi | 22.144 | 19.480 | ||
Costo del rischio | (1.947) | (1.939) | ||
Reddito netto, quota del Gruppo | 4.203 | 2.815 | ||
30/06/2015 | * 31/12/2014 | |||
Common Equity Tier 1 Ratio (Basilea 3 fully loaded, CRD4) | 10,60% | 10,30% | ||
Totale bilancio consolidato | 2.138.509 | 2.077.758 | ||
Crediti verso clienti e finanziamenti consolidati nei confronti dei clienti | 697.405 | 657.403 | ||
Voci consolidate dovute ai clienti | 687.365 | 641.549 | ||
Patrimonio netto (quota del Gruppo) | 92.078 | 89.458 | ||
* Riclassificato in base all'interpretazione del principio contabile IFRIC 21. | ||||
Dichiarazioni di assenza di cambiamenti significativi o negativi sostanziali Non si sono verificati cambiamenti significativi nella posizione finanziaria o di negoziazione del Gruppo BNPP dal 30 giugno 2015 (termine dell'ultimo periodo finanziario per il quale è stato pubblicato un bilancio semestrale). Non si sono verificati cambiamenti negativi sostanziali nei prospetti di BNPP o del Gruppo BNPP dal 31 dicembre 2014 (termine dell'ultimo periodo finanziario per il quale è stato pubblicato un bilancio). | ||||
B.19/ B.13 | Eventi aventi un impatto sulla solvibilità del Garante | Al 6 agosto 2015 e per quanto a conoscenza del Garante, non si sono verificati eventi sostanzialmente rilevanti per la valutazione della solvibilità del Garante dal 30 giugno 2015. | ||
B.19/ B.14 | Dipendenza da altri soggetti del Gruppo | Salvo quanto previsto dal seguente paragrafo, BNPP non è dipendente da altri membri del Gruppo BNPP. Nell'aprile 2004, BNPP ha avviato l'esternalizzazione dei Servizi di Gestione delle Infrastrutture IT all'associazione in partecipazione "BNP Paribas Partners for Innovation" (BP²I), costituita con IBM France alla fine del 2003. BP²I fornisce Servizi di Gestione delle Infrastrutture IT a BNPP e diverse controllate di BNPP in Francia (incluse BNP Paribas Personal Finance, BP2S e BNP Paribas Cardif), Svizzera e Italia. A metà dicembre 2011, BNPP ha rinnovato il suo contratto con IBM France fino alla fine del 2017. Alla fine del 2012, le parti hanno stipulato un contratto per estendere progressivamente questo accordo a BNP Paribas Fortis a partire dal 2013. BP²I è sotto il controllo operativo di IBM France. BNP Paribas esercita una forte influenza su questa entità, di cui divide la proprietà in parti uguali (50/50) con IBM France. BNP Paribas ha messo a disposizione a BP²I metà del personale permanente di tale entità è composto, i suoi fabbricati e centri di elaborazione appartengono al Gruppo, e la governance in atto offre a BNP Paribas il diritto contrattuale di vigilare sull'entità e riportarla entro il perimetro del Gruppo se necessario. ISFS, una controllata detenuta al 100% da IBM, è responsabile della Gestione delle Infrastrutture IT per BNP Paribas Luxembourg. Le operazioni di elaborazione dati di BancWest sono esternalizzate a Fidelity Information Services. L'elaborazione dati di Cofinoga France è esternalizzata a SDDC, una controllata interamente di proprietà di IBM. | ||
Elemento | Titolo | |
Si veda anche l'Elemento B.5 che precede. | ||
B.19/ B.15 | Principali attività | BNP Paribas detiene posizioni importanti nei suoi due rami di attività principali: ● Attività e servizi bancari al dettaglio, che include: ● Mercati domestici, comprendente: ● French Retail Banking (FRB), ● BNL banca commerciale (BNL bc), l'attività bancaria retail italiana, ● Belgian Retail Banking (BRB), ● Attività di Altri Mercati Nazionali, tra cui Luxembourg Retail Banking (LRB); ● Servizi finanziari internazionali, comprendente: ● Europe-Mediterranean, ● BancWest, ● Personal Finance, ● Insurance, ● Wealth and Asset Management; ● Attività bancarie corporate e istituzionali (CIB), che include: ● Corporate Banking, ● Global Markets, ● Securities Services. |
B.19/ B.16 | Azionisti di controllo | Nessuno degli azionisti esistenti controlla, direttamente o indirettamente, BNPP. Gli azionisti principali sono Société Fédérale de Participations et d'Investissement ("SFPI"), una società per azioni di interesse pubblico che agisce per conto del Governo belga, che detiene il 10,3% del capitale sociale al 31 Dicembre 2013 e il Granducato di Lussemburgo, che detiene l'1,0% del capitale sociale al 31 Dicembre 2013. Per quanto a conoscenza di BNPP, nessun azionista diverso da SFPI detiene più del 5% del suo capitale o dei suoi diritti di voto. |
B.19/ B.17 | Rating | I rating del credito a lungo termine di BNPP sono A+ con outlook negativo (Standard & Poor's Credit Market Services France SAS), A1 con outlook stabile (Moody's Investors Service Ltd.) e A+ con outlook stabile (Fitch France S.A.S.) e i rating del credito a breve termine di BNPP sono A-1 (Standard & Poor's Credit Market Services France SAS), P-1 (Moody's Investors Service Ltd.) e F1 (Fitch France S.A.S). Il rating di un titolo non costituisce una raccomandazione ad acquistare, vendere o detenere titoli, e può essere soggetto a sospensione, riduzione o ritiro in qualsiasi momento da parte dell'agenzia di rating che l'ha assegnato. |
Sezione C - Titoli
Elemento | Titolo | |
C.1 | Tipo e classe di Titoli/ISIN | I Titoli sono certificates (i "Certificates") e sono emessi in Serie. |
Elemento | Titolo | |
Il Numero di Serie dei Titoli è come indicato in C.20. Il codice ISIN è come indicato in C.20. Il numero della Tranche è come indicato in C.20. Il Common Code è come indicato in C.20. Il Trading Code di Borsa Italiana è come indicato in C.20. I Titoli sono Titoli Regolati in Contanti. | ||
C.2 | Valuta | La valuta della presente Serie di Titoli è l'Euro (EURO). |
C.5 | Restrizioni alla libera trasferibilità | I Titoli saranno liberamente trasferibili, fatte salve le restrizioni all’offerta e alla vendita negli Stati Uniti, nello Spazio Economico Europeo, in Austria, in Belgio, nella Repubblica Ceca, in Danimarca, in Francia, in Finlandia, in Germania,in Ungheria, in Irlanda, in Portogallo, in Spagna, in Svezia, nella Repubblica italiana, in Polonia, nel Regno Unito, in Giappone e in Australia e ai sensi della Direttiva sui Prospetti e delle leggi di ogni giurisdizione in cui i relativi Titoli sono offerti o venduti. |
C.8 | Diritti connessi ai Titoli | I Titoli emessi ai sensi del Programma avranno termini e condizioni relativi, tra l'altro, a: Status I Titoli sono emessi su base non garantita. I Titoli emessi su base non garantita costituiscono obbligazioni dirette, incondizionate, non garantite e non subordinate dell'Emittente e hanno e avranno pari priorità tra esse e almeno pari priorità rispetto a ogni altro debito diretto, incondizionato, non garantito e non subordinato dell'Emittente (salvo per debiti privilegiati per legge). |
Tassazione Il Portatore deve pagare tutte le tasse, imposte e/o spese derivanti dall'esercizio e dal regolamento o rimborso dei Titoli W&C e/o dalla consegna o dalla cessione del Diritto Spettante. L'Emittente detrarrà dagli importi pagabili o dai beni consegnabili ai Portatori le tasse e spese non previamente detratte da importi pagati o da beni consegnati ai Portatori che l'Agente per il Calcolo determini essere attribuibili ai Titoli W&C. | ||
Divieto di costituzione di garanzie reali (negative pledge) I termini dei Titoli non conterranno alcuna clausola di divieto di costituzione di garanzie reali. | ||
Eventi di Inadempimento I termini dei Titoli non conterranno eventi di inadempimento. | ||
Assemblee I termini dei Titoli conterranno disposizioni per la convocazione di assemblee dei portatori di tali Titoli per valutare questioni aventi un impatto sui loro interessi in generale. Tali disposizioni consentono a maggioranze definite di vincolare tutti i portatori, inclusi i portatori che non abbiano partecipato e votato all'assemblea del caso e i titolari che abbiano votato in maniera contraria alla maggioranza. | ||
Legge applicabile I Titoli W&C, l'Accordo di Agenzia di diritto inglese (e sue successive modifiche e integrazioni), la Garanzia correlata in relazione ai Titoli W&C e ogni obbligazione non |
Elemento | Titolo | |
contrattuale derivante da o in relazione ai Titoli W&C, l'Accordo di Agenzia di diritto inglese (e sue successive modifiche e integrazioni) e la Garanzia in relazione ai Titoli W&C saranno disciplinati dalla legge inglese e dovranno essere interpretati alla stregua della stessa. | ||
C.9 | Interessi/Rimborso | Interessi I Titoli non maturano e non pagano interessi, né importi premio. Liquidazione A meno che sia già stato liquidato o annullato, ciascun Titolo sarà liquidato come indicato nell'Elemento C.18. I Certificates possono essere liquidati anticipatamente al verificarsi di un Evento di Turbativa Aggiuntivo, un Evento di Turbativa Aggiuntivo Opzionale, un Evento Straordinario, un Evento di Rettifica Potenziale o se l'adempimento delle obbligazioni dell'Emittente ai sensi dei Titoli diventa contraria alla legge o impossibile per motivi di forza maggiore o per legge. L'importo pagabile ai sensi dei Titoli in caso di liquidazione anticipata sarà pari al valore di mercato di ciascun Titolo. Rappresentante dei Portatori dei Titoli L'Emittente non ha nominato alcun Rappresentante dei Portatori dei Titoli. Si veda anche l'Elemento C.8 che precede per quanto riguarda i diritti connessi ai Titoli.. |
C.10 | Componente derivata per quanto riguarda il pagamento degli interessi | Non applicabile. |
C.11 | Ammissione alla negoziazione | Sarà presentata dall'Emittente (o per conto dello stesso) una richiesta di quotazione per i Titoli presso Borsa Italiana e per l'ammissione dei Titoli alla negoziazione sul mercato telematico "Securitised Derivatives Market" (gestito da Borsa Italiana S.p.A.) |
C.15 | Come il valore dell'investimento in titoli derivati è influenzato dal valore degli strumenti sottostanti | L'eventuale importo pagabile al momento del rimborso è calcolato con riferimento al Sottostante di Riferimento. Si veda l'Elemento C.9 che precede e l'Elemento C.18 che segue. |
C.16 | Scadenza dei titoli derivati | La Data di Esercizio dei Titoli è come indicato in C.20 e la Data di Liquidazione è come indicato in C.20 |
C.17 | Procedura di Regolamento | I Titoli sono regolati in contanti. L'Emittente non può modificare il regolamento. |
C.18 | Rendimento degli strumenti derivati | Si veda l'Elemento C.8 che precede per i diritti connessi ai Titoli. Regolamento I Certificates saranno esercitati automaticamente alla Data di esercizio. Al momento dell'esercizio automatico ogni Certificates dà diritto al Portatore di ricevere alla Data di Liquidazione un Importo di Liquidazione in Contanti pari al Payout Finale. Payout Finale ETS 2200/1 |
Elemento | Titolo | |
(i) Qualora nelle Condizioni Definitive applicabili si specifichi che i Titoli sono Titoli Call : . (ii) Qualora nelle Condizioni Definitive applicabili si specifichi che i Titoli sono Titoli Put : . Descrizione del Payout Il Payout sarà pari a (i) in caso di Titoli Call, l'eventuale eccesso tra il Prezzo di Regolamento alla Data di Valutazione e il Prezzo di Strike; o (ii) in caso di Titoli Put, l'eventuale eccesso tra il Prezzo di Strike e il Prezzo di Regolamento alla Data di Valutazione, in ciascun caso diviso per il prodotto tra il Tasso di Cambio e la Parità. "Data di Valutazione della Liquidazione" significa la data di Esercizio. "Prezzo di Strike" è come indicato in C.20. "Parità" è come indicato in C.20. "Prezzo Finale di Liquidazione" significa il Prezzo di Liquidazione alla Data di Valutazione. "Prezzo di Liquidazione" significa: - Rispetto ad un indice non italiano: il prezzo di chiusura ufficiale - Rispetto all'indice italiano gestito da Borsa Italiana: il prezzo di apertura ufficiale Tasso di Cambio Finale alla data di liquidazione finale è pari a 1 se la Index Currency rilevante è uguale alla Currency o altrimenti è pari al tasso pubblicato dalla Banca Centrale Europea (sito web: xxx.xxx.xxxxxx.xx, pagina ECB37) tra la Index Currency rilevante e la Currency come determinato dall'Agente di Calcolo con riferimento alle suddette fonti e alla suddetta data agendo in buona fede e in maniera commercialmente ragionevole. | ||
Liquidazione Anticipata Automatica Qualora a una Data di Valutazione della Liquidazione Anticipata Automatica si verifichi un Evento di Liquidazione Anticipata Automatica, i Titoli saranno liquidati anticipatamente all'Importo di Liquidazione Anticipata Automatica alla Data di Liquidazione Anticipata Automatica L'Importo di Liquidazione Anticipata Automatica sarà un importo pari a: Payout della Liquidazione Anticipata Automatica 2200/1: 0 (zero). "Evento di Liquidazione Anticipata Automatica" indica il verificarsi di un AER Knock-out. |
Elemento | Titolo | |
"AER Knock-out" indica il verificarsi di un Evento Knock-out. "Evento Knock-out" : Con riferimento ai Titoli Call : Il Livello è "minore o uguale al" Livello Knock-out Con riferimento ai Titoli Put : Il Livello è "maggiore o uguale al" Livello Knock-out. "Livello" indica il livello Ufficiale. "Livello Knock-out" come indicato all'Elemento C.20 che segue. Le previsioni di cui sopra sono soggette a rettifiche come previsto nelle condizioni dei Titoli al fine di tenere in considerazione eventi in relazione al Sottostante di Riferimento o ai Titoli. Questo può comportare modifiche da apportare ai Titoli o in alcuni casi alla liquidazione anticipata dei Titoli ad un importo di liquidazione anticipata (si veda l'Elemento C.9). | ||
C.19 | Prezzo di riferimento finale del Sottostante | Il prezzo di riferimento finale del sottostante sarà determinato in conformità ai meccanismi di valutazione indicati nell'Elemento C.9 e nell'Elemento C.18 che precede. |
C.20 | Sottostante di Riferimento | Il Sottostante di Riferimento indicato nell'Elemento C.18 che precede. Informazioni sul Sottostante di Riferimento si possono ottenere dalle fonti indicate nella tabella che segue. |
Numero di Serie / Codice ISIN | No. di Titoli emessi | No. di Titoli | Codice Common | Trading Code di Borsa Italiana | Prezzo di Emisisone per Titolo | Call / Put | Prezzo di Strike | Livello Knock- out | Data di Esercizio | Data di Liquidazione | Parità | Multiplier* |
NL0011510417 | 5.000.000 | 5.000.000 | 130068375 | P10417 | EUR 0,59 | Call | EUR 16.500 | EUR 16.500 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510425 | 5.000.000 | 5.000.000 | 130068383 | P10425 | EUR 0,54 | Call | EUR 17.000 | EUR 17.000 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510433 | 5.000.000 | 5.000.000 | 130068391 | P10433 | EUR 0,49 | Call | EUR 17.500 | EUR 17.500 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510441 | 5.000.000 | 5.000.000 | 130068405 | P10441 | EUR 0,44 | Call | EUR 18.000 | EUR 18.000 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510458 | 5.000.000 | 5.000.000 | 130068413 | P10458 | EUR 0,39 | Call | EUR 18.500 | EUR 18.500 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510466 | 5.000.000 | 5.000.000 | 130068421 | P10466 | EUR 0,34 | Call | EUR 19.000 | EUR 19.000 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510474 | 5.000.000 | 5.000.000 | 130068430 | P10474 | EUR 0,29 | Call | EUR 19.500 | EUR 19.500 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510482 | 5.000.000 | 5.000.000 | 130068448 | P10482 | EUR 0,24 | Call | EUR 20.000 | EUR 20.000 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510490 | 5.000.000 | 5.000.000 | 130068456 | P10490 | EUR 0,19 | Call | EUR 20.500 | EUR 20.500 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510508 | 5.000.000 | 5.000.000 | 130068464 | P10508 | EUR 0,14 | Call | EUR 21.000 | EUR 21.000 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510516 | 5.000.000 | 5.000.000 | 130068472 | P10516 | EUR 0,09 | Call | EUR 21.500 | EUR 21.500 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510524 | 5.000.000 | 5.000.000 | 130068499 | P10524 | EUR 0,04 | Call | EUR 22.000 | EUR 22.000 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510532 | 5.000.000 | 5.000.000 | 130068502 | P10532 | EUR 0,01 | Call | EUR 22.500 | EUR 22.500 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510540 | 5.000.000 | 5.000.000 | 130068529 | P10540 | EUR 0,01 | Call | EUR 23.000 | EUR 23.000 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510557 | 5.000.000 | 5.000.000 | 130068537 | P10557 | EUR 0,01 | Call | EUR 23.500 | EUR 23.500 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510565 | 5.000.000 | 5.000.000 | 130068545 | P10565 | EUR 0,01 | Call | EUR 24.000 | EUR 24.000 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510573 | 5.000.000 | 5.000.000 | 130068553 | P10573 | EUR 0,01 | Call | EUR 24.500 | EUR 24.500 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510581 | 5.000.000 | 5.000.000 | 130068561 | P10581 | EUR 0,01 | Call | EUR 25.000 | EUR 25.000 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510599 | 5.000.000 | 5.000.000 | 130068570 | P10599 | EUR 0,01 | Call | EUR 25.000 | EUR 25.000 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510607 | 5.000.000 | 5.000.000 | 130068588 | P10607 | EUR 0,01 | Call | EUR 25.500 | EUR 25.500 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510615 | 5.000.000 | 5.000.000 | 130068596 | P10615 | EUR 0,01 | Call | EUR 26.000 | EUR 26.000 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510623 | 5.000.000 | 5.000.000 | 130068600 | P10623 | EUR 0,01 | Call | EUR 26.500 | EUR 26.500 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510631 | 5.000.000 | 5.000.000 | 130068618 | P10631 | EUR 0,01 | Call | EUR 27.000 | EUR 27.000 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510649 | 5.000.000 | 5.000.000 | 130068626 | P10649 | EUR 0,01 | Put | EUR 17.500 | EUR 17.500 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510656 | 5.000.000 | 5.000.000 | 130068634 | P10656 | EUR 0,01 | Put | EUR 18.000 | EUR 18.000 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510664 | 5.000.000 | 5.000.000 | 130068642 | P10664 | EUR 0,01 | Put | EUR 18.500 | EUR 18.500 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510672 | 5.000.000 | 5.000.000 | 130068669 | P10672 | EUR 0,01 | Put | EUR 19.000 | EUR 19.000 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510680 | 5.000.000 | 5.000.000 | 130068677 | P10680 | EUR 0,01 | Put | EUR 19.500 | EUR 19.500 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510698 | 5.000.000 | 5.000.000 | 130068685 | P10698 | EUR 0,01 | Put | EUR 20.000 | EUR 20.000 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510706 | 5.000.000 | 5.000.000 | 130068693 | P10706 | EUR 0,01 | Put | EUR 20.500 | EUR 20.500 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
Numero di Serie / Codice ISIN | No. di Titoli emessi | No. di Titoli | Codice Common | Trading Code di Borsa Italiana | Prezzo di Emisisone per Titolo | Call / Put | Prezzo di Strike | Livello Knock- out | Data di Esercizio | Data di Liquidazione | Parità | Multiplier* |
NL0011510714 | 5.000.000 | 5.000.000 | 130068707 | P10714 | EUR 0,01 | Put | EUR 21.000 | EUR 21.000 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510722 | 5.000.000 | 5.000.000 | 130068715 | P10722 | EUR 0,01 | Put | EUR 21.500 | EUR 21.500 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510730 | 5.000.000 | 5.000.000 | 130068723 | P10730 | EUR 0,01 | Put | EUR 22.000 | EUR 22.000 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510748 | 5.000.000 | 5.000.000 | 130068731 | P10748 | EUR 0,01 | Put | EUR 22.500 | EUR 22.500 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510755 | 5.000.000 | 5.000.000 | 130068740 | P10755 | EUR 0,06 | Put | EUR 23.000 | EUR 23.000 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510763 | 5.000.000 | 5.000.000 | 130068758 | P10763 | EUR 0,11 | Put | EUR 23.500 | EUR 23.500 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510771 | 5.000.000 | 5.000.000 | 130068766 | P10771 | EUR 0,16 | Put | EUR 24.000 | EUR 24.000 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510789 | 5.000.000 | 5.000.000 | 130068774 | P10789 | EUR 0,21 | Put | EUR 24.500 | EUR 24.500 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510797 | 5.000.000 | 5.000.000 | 130068782 | P10797 | EUR 0,26 | Put | EUR 25.000 | EUR 25.000 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510805 | 5.000.000 | 5.000.000 | 130068804 | P10805 | EUR 0,26 | Put | EUR 25.000 | EUR 25.000 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510813 | 5.000.000 | 5.000.000 | 130068812 | P10813 | EUR 0,31 | Put | EUR 25.500 | EUR 25.500 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510821 | 5.000.000 | 5.000.000 | 130068839 | P10821 | EUR 0,36 | Put | EUR 26.000 | EUR 26.000 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510839 | 5.000.000 | 5.000.000 | 130068847 | P10839 | EUR 0,41 | Put | EUR 26.500 | EUR 26.500 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510847 | 5.000.000 | 5.000.000 | 130068855 | P10847 | EUR 0,46 | Put | EUR 27.000 | EUR 27.000 | 18 Marzo 2016 | 25 Marzo 2016 | 10.000 | 0,0001 |
NL0011510854 | 30.000 | 30.000 | 130068863 | P10854 | EUR 21,64 | Call | EUR 8.000 | EUR 8.000 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011510862 | 30.000 | 30.000 | 130068871 | P10862 | EUR 17,64 | Call | EUR 8.400 | EUR 8.400 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011510870 | 30.000 | 30.000 | 130068880 | P10870 | EUR 13,64 | Call | EUR 8.800 | EUR 8.800 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011510888 | 30.000 | 30.000 | 130068898 | P10888 | EUR 9,64 | Call | EUR 9.200 | EUR 9.200 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011510896 | 30.000 | 30.000 | 130068901 | P10896 | EUR 5,64 | Call | EUR 9.600 | EUR 9.600 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011510904 | 30.000 | 30.000 | 130068910 | P10904 | EUR 1,64 | Call | EUR 10.000 | EUR 10.000 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011510912 | 30.000 | 30.000 | 130068928 | P10912 | EUR 0,01 | Call | EUR 10.400 | EUR 10.400 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011510920 | 30.000 | 30.000 | 130068936 | P10920 | EUR 0,01 | Call | EUR 10.800 | EUR 10.800 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011510938 | 30.000 | 30.000 | 130068944 | P10938 | EUR 0,01 | Call | EUR 11.200 | EUR 11.200 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011510946 | 30.000 | 30.000 | 130068952 | P10946 | EUR 0,01 | Call | EUR 11.600 | EUR 11.600 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011510953 | 30.000 | 30.000 | 130068979 | P10953 | EUR 0,01 | Call | EUR 12.000 | EUR 12.000 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011510961 | 30.000 | 30.000 | 130068987 | P10961 | EUR 0,01 | Call | EUR 12.400 | EUR 12.400 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011510979 | 30.000 | 30.000 | 130068995 | P10979 | EUR 0,01 | Put | EUR 8.000 | EUR 8.000 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011510987 | 30.000 | 30.000 | 130069002 | P10987 | EUR 0,01 | Put | EUR 8.400 | EUR 8.400 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011510995 | 30.000 | 30.000 | 130069029 | P10995 | EUR 0,01 | Put | EUR 8.800 | EUR 8.800 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011511001 | 30.000 | 30.000 | 130069037 | P11001 | EUR 0,01 | Put | EUR 9.200 | EUR 9.200 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
Numero di Serie / Codice ISIN | No. di Titoli emessi | No. di Titoli | Codice Common | Trading Code di Borsa Italiana | Prezzo di Emisisone per Titolo | Call / Put | Prezzo di Strike | Livello Knock- out | Data di Esercizio | Data di Liquidazione | Parità | Multiplier* |
NL0011511019 | 30.000 | 30.000 | 130069045 | P11019 | EUR 0,01 | Put | EUR 9.600 | EUR 9.600 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011511027 | 30.000 | 30.000 | 130069053 | P11027 | EUR 0,01 | Put | EUR 10.000 | EUR 10.000 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011511035 | 30.000 | 30.000 | 130069061 | P11035 | EUR 2,36 | Put | EUR 10.400 | EUR 10.400 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011511043 | 30.000 | 30.000 | 130069070 | P11043 | EUR 6,36 | Put | EUR 10.800 | EUR 10.800 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011511050 | 30.000 | 30.000 | 130069088 | P11050 | EUR 10,36 | Put | EUR 11.200 | EUR 11.200 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011511068 | 30.000 | 30.000 | 130069096 | P11068 | EUR 14,36 | Put | EUR 11.600 | EUR 11.600 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011511076 | 30.000 | 30.000 | 130069100 | P11076 | EUR 18,36 | Put | EUR 12.000 | EUR 12.000 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011511084 | 30.000 | 30.000 | 130069118 | P11084 | EUR 22,36 | Put | EUR 12.400 | EUR 12.400 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011511092 | 30.000 | 30.000 | 130069126 | P11092 | EUR 30,02 | Call | EUR 2.700 | EUR 2.700 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011511100 | 30.000 | 30.000 | 130069134 | P11100 | EUR 29,72 | Call | EUR 3.000 | EUR 3.000 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011511118 | 30.000 | 30.000 | 130069142 | P11118 | EUR 29,42 | Call | EUR 3.300 | EUR 3.300 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011511126 | 30.000 | 30.000 | 130069169 | P11126 | EUR 29,12 | Call | EUR 3.700 | EUR 3.700 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011511134 | 30.000 | 30.000 | 130069177 | P11134 | EUR 28,82 | Call | EUR 4.000 | EUR 4.000 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011511142 | 30.000 | 30.000 | 130069185 | P11142 | EUR 28,52 | Call | EUR 4.300 | EUR 4.300 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011511159 | 30.000 | 30.000 | 130069193 | P11159 | EUR 0,01 | Put | EUR2.700 | EUR2.700 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011511167 | 30.000 | 30.000 | 130069207 | P11167 | EUR 0,01 | Put | EUR 3.000 | EUR 3.000 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011511175 | 30.000 | 30.000 | 130069215 | P11175 | EUR 0,01 | Put | EUR3.300 | EUR3.300 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011511183 | 30.000 | 30.000 | 130069223 | P11183 | EUR 0,01 | Put | EUR 3.700 | EUR 3.700 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011511191 | 30.000 | 30.000 | 130069231 | P11191 | EUR 0,01 | Put | EUR 4.000 | EUR 4.000 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011511209 | 30.000 | 30.000 | 130069240 | P11209 | EUR 0,01 | Put | EUR 4.300 | EUR 4.300 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011511217 | 30.000 | 30.000 | 130069258 | P11217 | EUR 4,90 | Call | USD 1.600 | USD 1.600 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011511225 | 30.000 | 30.000 | 130069266 | P11225 | EUR 2,63 | Call | USD 1.800 | USD 1.800 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011511233 | 30.000 | 30.000 | 130069274 | P11233 | EUR 0,37 | Call | USD 2.000 | USD 2.000 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011511241 | 30.000 | 30.000 | 130069282 | P11241 | EUR 0,01 | Call | USD 2.200 | USD 2.200 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011511258 | 30.000 | 30.000 | 130069304 | P11258 | EUR 0,01 | Call | USD 2.400 | USD 2.400 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011511266 | 30.000 | 30.000 | 130069312 | P11266 | EUR 0,01 | Call | USD 2.600 | USD 2.600 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011511274 | 30.000 | 30.000 | 130069339 | P11274 | EUR 0,01 | Put | USD 1.600 | USD 1.600 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011511282 | 30.000 | 30.000 | 130069347 | P11282 | EUR 0,01 | Put | USD 1.800 | USD 1.800 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011511290 | 30.000 | 30.000 | 130069355 | P11290 | EUR 0,01 | Put | USD 2.000 | USD 2.000 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011511308 | 30.000 | 30.000 | 130069363 | P11308 | EUR 1,89 | Put | USD 2.200 | USD 2.200 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
Numero di Serie / Codice ISIN | No. di Titoli emessi | No. di Titoli | Codice Common | Trading Code di Borsa Italiana | Prezzo di Emisisone per Titolo | Call / Put | Prezzo di Strike | Livello Knock- out | Data di Esercizio | Data di Liquidazione | Parità | Multiplier* |
NL0011511316 | 30.000 | 30.000 | 130069371 | P11316 | EUR 4,15 | Put | USD 2.400 | USD 2.400 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011511324 | 30.000 | 30.000 | 130069380 | P11324 | EUR 6,41 | Put | USD 2.600 | USD 2.600 | 16 Marzo 2016 | 23 Marzo 2016 | 100 | 0,01 |
NL0011511332 | 30.000 | 30.000 | 130069398 | P11332 | EUR 2,69 | Call | JPY 14.500 | JPY 14.500 | 16 Marzo 2016 | 23 Marzo 2016 | 10 | 0,10 |
NL0011511340 | 30.000 | 30.000 | 130069401 | P11340 | EUR 2,32 | Call | JPY 15.000 | JPY 15.000 | 16 Marzo 2016 | 23 Marzo 2016 | 10 | 0,10 |
NL0011511357 | 30.000 | 30.000 | 130069410 | P11357 | EUR 1,95 | Call | JPY 15.500 | JPY 15.500 | 16 Marzo 2016 | 23 Marzo 2016 | 10 | 0,10 |
NL0011511365 | 30.000 | 30.000 | 130069428 | P11365 | EUR 1,58 | Call | JPY 16.000 | JPY 16.000 | 16 Marzo 2016 | 23 Marzo 2016 | 10 | 0,10 |
NL0011511373 | 30.000 | 30.000 | 130069436 | P11373 | EUR 1,21 | Call | JPY 16.500 | JPY 16.500 | 16 Marzo 2016 | 23 Marzo 2016 | 10 | 0,10 |
NL0011511381 | 30.000 | 30.000 | 130069444 | P11381 | EUR 0,84 | Call | JPY 17.000 | JPY 17.000 | 16 Marzo 2016 | 23 Marzo 2016 | 10 | 0,10 |
NL0011511399 | 30.000 | 30.000 | 130069452 | P11399 | EUR 0,47 | Call | JPY 17.500 | JPY 17.500 | 16 Marzo 2016 | 23 Marzo 2016 | 10 | 0,10 |
NL0011511407 | 30.000 | 30.000 | 130069479 | P11407 | EUR 0,10 | Call | JPY 18.000 | JPY 18.000 | 16 Marzo 2016 | 23 Marzo 2016 | 10 | 0,10 |
NL0011511415 | 30.000 | 30.000 | 130069487 | P11415 | EUR 0,01 | Call | JPY 18.500 | JPY 18.500 | 16 Marzo 2016 | 23 Marzo 2016 | 10 | 0,10 |
NL0011511423 | 30.000 | 30.000 | 130069495 | P11423 | EUR 0,01 | Call | JPY 19.500 | JPY 19.500 | 16 Marzo 2016 | 23 Marzo 2016 | 10 | 0,10 |
NL0011511431 | 30.000 | 30.000 | 130069509 | P11431 | EUR 0,01 | Call | JPY 20.000 | JPY 20.000 | 16 Marzo 2016 | 23 Marzo 2016 | 10 | 0,10 |
NL0011511449 | 30.000 | 30.000 | 130069517 | P11449 | EUR 0,01 | Call | JPY 20.500 | JPY 20.500 | 16 Marzo 2016 | 23 Marzo 2016 | 10 | 0,10 |
NL0011511456 | 30.000 | 30.000 | 130069525 | P11456 | EUR 0,01 | Call | JPY 21.000 | JPY 21.000 | 16 Marzo 2016 | 23 Marzo 2016 | 10 | 0,10 |
NL0011511464 | 30.000 | 30.000 | 130069533 | P11464 | EUR 0,01 | Call | JPY 21.500 | JPY 21.500 | 16 Marzo 2016 | 23 Marzo 2016 | 10 | 0,10 |
NL0011511472 | 30.000 | 30.000 | 130069541 | P11472 | EUR 0,01 | Put | JPY 14.500 | JPY 14.500 | 16 Marzo 2016 | 23 Marzo 2016 | 10 | 0,10 |
NL0011511480 | 30.000 | 30.000 | 130069550 | P11480 | EUR 0,01 | Put | JPY 15.000 | JPY 15.000 | 16 Marzo 2016 | 23 Marzo 2016 | 10 | 0,10 |
NL0011511498 | 30.000 | 30.000 | 130069568 | P11498 | EUR 0,01 | Put | JPY 15.500 | JPY 15.500 | 16 Marzo 2016 | 23 Marzo 2016 | 10 | 0,10 |
NL0011511506 | 30.000 | 30.000 | 130069576 | P11506 | EUR 0,01 | Put | JPY 16.000 | JPY 16.000 | 16 Marzo 2016 | 23 Marzo 2016 | 10 | 0,10 |
NL0011511514 | 30.000 | 30.000 | 130069584 | P11514 | EUR 0,01 | Put | JPY 16.500 | JPY 16.500 | 16 Marzo 2016 | 23 Marzo 2016 | 10 | 0,10 |
NL0011511522 | 30.000 | 30.000 | 130069592 | P11522 | EUR 0,01 | Put | JPY 17.000 | JPY 17.000 | 16 Marzo 2016 | 23 Marzo 2016 | 10 | 0,10 |
NL0011511530 | 30.000 | 30.000 | 130069606 | P11530 | EUR 0,01 | Put | JPY 17.500 | JPY 17.500 | 16 Marzo 2016 | 23 Marzo 2016 | 10 | 0,10 |
NL0011511548 | 30.000 | 30.000 | 130069614 | P11548 | EUR 0,01 | Put | JPY 18.000 | JPY 18.000 | 16 Marzo 2016 | 23 Marzo 2016 | 10 | 0,10 |
NL0011511555 | 30.000 | 30.000 | 130069622 | P11555 | EUR 0,27 | Put | JPY 18.500 | JPY 18.500 | 16 Marzo 2016 | 23 Marzo 2016 | 10 | 0,10 |
NL0011511563 | 30.000 | 30.000 | 130069649 | P11563 | EUR 1,01 | Put | JPY 19.500 | JPY 19.500 | 16 Marzo 2016 | 23 Marzo 2016 | 10 | 0,10 |
NL0011511571 | 30.000 | 30.000 | 130069657 | P11571 | EUR 1,38 | Put | JPY 20.000 | JPY 20.000 | 16 Marzo 2016 | 23 Marzo 2016 | 10 | 0,10 |
NL0011511589 | 30.000 | 30.000 | 130069665 | P11589 | EUR 1,75 | Put | JPY 20.500 | JPY 20.500 | 16 Marzo 2016 | 23 Marzo 2016 | 10 | 0,10 |
NL0011511597 | 30.000 | 30.000 | 130069673 | P11597 | EUR 2,12 | Put | JPY 21.000 | JPY 21.000 | 16 Marzo 2016 | 23 Marzo 2016 | 10 | 0,10 |
NL0011511605 | 30.000 | 30.000 | 130069681 | P11605 | EUR 2,49 | Put | JPY 21.500 | JPY 21.500 | 16 Marzo 2016 | 23 Marzo 2016 | 10 | 0,10 |
* Per azioni italiane, il Multiplo è uguale a 1/Parità
Series Number / ISIN Code | Index | Index Currency | ISIN of Index | Reuters Code of Index / Reuters Screen Page | Index Sponsor | Index Sponsor Website | Exchange | Exchange Website | Exchange Rate |
NL0011510417 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510425 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510433 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510441 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510458 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510466 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510474 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510482 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510490 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510508 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510516 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510524 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510532 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510540 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510557 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510565 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510573 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 |
Series Number / ISIN Code | Index | Index Currency | ISIN of Index | Reuters Code of Index / Reuters Screen Page | Index Sponsor | Index Sponsor Website | Exchange | Exchange Website | Exchange Rate |
NL0011510581 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510599 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510607 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510615 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510623 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510631 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510649 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510656 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510664 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510672 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510680 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510698 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510706 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510714 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510722 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510730 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510748 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510755 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 |
Series Number / ISIN Code | Index | Index Currency | ISIN of Index | Reuters Code of Index / Reuters Screen Page | Index Sponsor | Index Sponsor Website | Exchange | Exchange Website | Exchange Rate |
NL0011510763 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510771 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510789 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510797 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510805 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510813 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510821 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510839 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510847 | FTSE MIB | EUR | IT0003465736 | .FTMIB | FTSE International Limited | Borsa Italiana (MTA) | 1 | ||
NL0011510854 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011510862 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011510870 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011510888 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011510896 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011510904 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011510912 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / | 1 |
Series Number / ISIN Code | Index | Index Currency | ISIN of Index | Reuters Code of Index / Reuters Screen Page | Index Sponsor | Index Sponsor Website | Exchange | Exchange Website | Exchange Rate |
XETRA | |||||||||
NL0011510920 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011510938 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011510946 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011510953 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011510961 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011510979 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011510987 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011510995 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011511001 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011511019 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011511027 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011511035 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011511043 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / | 1 |
Series Number / ISIN Code | Index | Index Currency | ISIN of Index | Reuters Code of Index / Reuters Screen Page | Index Sponsor | Index Sponsor Website | Exchange | Exchange Website | Exchange Rate |
XETRA | |||||||||
NL0011511050 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011511068 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011511076 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011511084 | DAX ® | EUR | DE0008469008 | .GDAXI | Deutsche Boerse AG | Frankfurt Stock Exchange / XETRA | 1 | ||
NL0011511092 | EURO STOXX 50® | EUR | EU0009658145 | .STOXX50E | Stoxx Limited | As set out in Annex 2 for a Composite Index/ Multi-Exchange Index | / | 1 | |
NL0011511100 | EURO STOXX 50® | EUR | EU0009658145 | .STOXX50E | Stoxx Limited | As set out in Annex 2 for a Composite Index/ Multi-Exchange Index | / | 1 | |
NL0011511118 | EURO STOXX 50® | EUR | EU0009658145 | .STOXX50E | Stoxx Limited | As set out in Annex 2 for a Composite Index/ Multi-Exchange Index | / | 1 | |
NL0011511126 | EURO STOXX 50® | EUR | EU0009658145 | .STOXX50E | Stoxx Limited | As set out in Annex 2 for a Composite Index/ Multi-Exchange Index | / | 1 | |
NL0011511134 | EURO STOXX 50® | EUR | EU0009658145 | .STOXX50E | Stoxx Limited | As set out in Annex 2 for a Composite Index/ Multi-Exchange Index | / | 1 | |
NL0011511142 | EURO STOXX 50® | EUR | EU0009658145 | .STOXX50E | Stoxx Limited | As set out in Annex 2 for a | / | 1 |
Series Number / ISIN Code | Index | Index Currency | ISIN of Index | Reuters Code of Index / Reuters Screen Page | Index Sponsor | Index Sponsor Website | Exchange | Exchange Website | Exchange Rate |