FinalTermsheetDowJonesIndustrialAverageKnock-Out.pdfVIP

Final Termsheet Dow Jones Industrial Average® Knock-Out Warrant Put Valor: Symbol: DJI2BP; ISIN: CH0331340791 SSPA Product Type: Knock-Out Warrants (2200) www.bnpparibasmarkets.ch | markets.ch@ | +41 (0) 58 212 6850 This product is not a collective investment scheme as per the Federal Act on Collective Investment Schemes (CISA) and thus is not subject to the supervision of the Swiss Financial Market Supervision Authority (FINMA). Therefore, investors in this product are not eligible for the specific investor protection under the Swiss Federal Act on Collective Investment Schemes and bear the credit risk of the Issuer and the Guarantor respectively. This document is not available in one of the official Swiss languages. A. Product Description A Knock-Out Warrant requires a low level of capital investment and therefore enables investors to participate with a leverage in the price performance of the Underlying. It can be used as speculative instrument or for hedging purposes. With a Knock-Out Warrant Put the Holder profits from falling prices of the Underlying. A Knock-Out Warrant does not have a fixed Redemption Date. If the Underlying reaches the Stop-Loss-Level, a Knock-Out Warrant expires immediately and the residual value is zero. Issuer BNP Paribas Arbitrage Issuance B.V., Herengracht 595, NL-1017 CE Amsterdam, The Netherlands (SP: A) (on an unsecured basis) Guarantor BNP Paribas SA, 16 Boulevard des Italiens, 75009 Paris, France (SP: A / Moodys: A1 / Fitch: A+) (on an unsecured basis) Calculation Agent BNP Paribas Arbitrage S.N.C., 160-162 Boulevard Macdonald, 75019 Paris, France Principal Security Agent BNP Paribas Securities Services, Paris, Succursale de Zurich, Selnaustrasse 16, P.O. Box, 8022