EFTA01195452.pdf

From: "jeffrey E." <jeevacation@gmail.com> To: Richard Kahn <I Subject: Re: AAPL I SUNE Note [C] Date: Tue, 15 Sep 2015 20:06:43 +0000 Inline-Images: image002.jpg; image001.jpg no its a sgtructued note ask paul barret On Mon, Sep 14, 2015 at 3:38 PM, Richard Kahn <I > wrote: Was this note you were referring to or something similar to twtr trade. Speak with Morris or Barrett? Please advise. Thank you. Sent from my iPhone Begin forwarded message: From: Vahe Stepanian Date: August 20, 2015 at 3:30:35 PM EDT To: "jeffrey E." <jeevacation@gmail.com> Cc: Daniel Sabba >, Ariane Dwyer < >, Paul Morris , Stewart Oldfield k Richard Kahn <I Subject: AAPL / SUNE Note [C] Classification: Confidential Jeffrey — we indicatively priced up the below structured note today on the back of weakness in both AAPL and SUNE. Please let us know if this is of interest. Thank you, Vahe Sample transaction terms - 18mo Callable Field Note For discussion purposes only — pricing subject to change Issuer: BNP Paribas Maturity: 18 months (callable after 3 months) Underlying: Lesser of: Apple Inc (AAPL) SunEdison Inc. (SUNE) EFTA01195452 Callable: Quarterly if both are above initial level Contingent Coupon: 30.00% p.a. subject to coupon barrier Observed and paid quarterly Coupon Bather: 60% of initial strike observed quarterly Principal Bather: 60% of initial strike observed at maturity only Description: The investor receives 7.50% per quarter (30% p.a.) if all (2) underlying stocks are above the coupon bather on the quarterly observation date. The note is autocallable on each quarterly observation date if both of the underlying stocks are above initial level on quarterly observation date. If not redeemed early, at maturity, the principal is at risk if one or more of the underlying stocks has a final strike below their principal barrier, with the investor being exposed to the return of the worst performing underlying stock. Cash settlement at termination. SUNE Chart: ILL.,I t i I I nIIIII tI II1111IlIIIIIIIIIIIIIIIIIIIIIIIiIII i It.1 11 Ai il lilt I.I I I hiti tr.I IllIuealullllIIIIr1IIIIIIIutl it.1I I IldaIII IIIItltlrnlllllll VIII :Lit USIwn AAPL Chart: EFTA01195453  I■ r last Price 113.13 T nigh on 02/23/15 133.00 ••• Amato 117.3644 1. tow on 10/16/14 96.26 1 200M millVolume 56.9?*1 150M 100M 56 9:•9m hillIlkII *Used with the permission of Bloomberg Finance LP Vahe Stepanian Assistant Vice President I Key Client Partners Dent h BankSecurities Inc. Tel. Mobile Email This material has been prepared for discussion purposes only and is not intended to be an offer or solicitation. or the basis for any contract to purchase or set any security. or other instrument. or for Deutsche Sank to enter into or arrange any type of transaction as a consequence of any information contained herein. Structured products are not suitable for all investors. Terms quoted above are indicative only and subject to change. This offer:1g relies on a Regulation S exclusion from Section 5 registration requirements of the Seculties Act of 1933 and may not be offered to U.S. persons. Structured products are not suitable for all investors due to illiquidity. optionality, time to redemption. and payoff nature of the strategy. We or our affiliates or persons associated with us or such affiliates may: maintan a long or short position in securities referred to herein. or in related futures or options. pi:chase or sell. make a market in, or engage in any other transaction involving such securities. and earn brokerage or other compensation. Calculations of retums on the l-istruments may be linked to a referenced index or interest rate. In such cases. the investments may not be suitable for persons unfamiliar with such index or interest rates. or unwilling or unable to bear the risks associated with the transaction. Products denominated in a currency. other than the investor's home currency. MI be subject to changes in exchange rates. which may have an adverse effect on the value. price or income return of the products. These products may not be readily realizable :Ivestments and are not traded on any regulated market Additional risks to consider involve merest rates. currencies. credit. political. liquidity. time value. commodity and market risks. Please consider carefully before investing. Most structured products are only available to certain l-ivestors who qualify as 'Acaedded Investor as defined in the Regulation D under the Securities Act of 1933. as amended ('the Securities Act'), and/ or "Ouafified Purchasers" as defined 11 Section 2(aX51) of the Investment Company Act of 1940. as amended ('the Investment Company Act'). In addition, prospective investors must sign the Structured Products Account Agreement and Approval Form affirming investor status as well as other matters. EFTA01195454  This communication may contain confidential and/or privileged information. 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If you have received this communication in error, please notify us immediately by return e-mail or by e-mail to jeevacation@gmail.com and destroy this communication and all copies thereof, including all attachments. copyright -all rights reserved EFTA01195455