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Software Income Note w/ Memory

BNP ParibasIncome NoteMemory Note3Y

Traded Jul 2026 · Matures Jul 2029

Timeline

  1. Trade Date
  2. Latest Price
  3. Today
  4. Maturity Date

Performance

Indicative Value (IV) Trend

Last updated on Sep 16, 2026

Overview

Software Income Note w/ Memory - Earn 25% p.a. in the form of 2.08% monthly payments

Underliers

PLTR logo

Palantir Technologies

PLTR

Initial Price134.85

Develops AI-powered data analytics and decision platforms for governments, defense organizations, and commercial enterprises.

Market Cap

$310bn

3-Yr CAGR

95%

3-Yr Max DD

-41%

SNOW logo

Snowflake Inc

SNOW

Initial Price274.34

Provides a cloud-native data platform that enables organizations to store, manage, share, and analyze data across multiple cloud environments.

Market Cap

$90bn

3-Yr CAGR

15%

3-Yr Max DD

-50%

CAGR: Compound Annual Growth Rate · DD: Maximum Drawdown

Additional Information

  • 25% p.a. income or 2.08% paid monthly, with a memory feature that allows missed coupons to accrue and be paid later if conditions are met.

  • Auto-callable on monthly observations after one year, where the note may redeem early with full principal and due coupons.

  • At maturity, principal is returned if the worst-performing underlier is not down more than 40%

  • Coupons are subject to 40% barrier as well.

Offering Documents

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