BNP PARIBAS EASY Alpha Enhanced Europe I Plus EUR Capitalisation

TheProduct isactivelymanaged.ThebenchmarkMSCIEuropeisusedforperformancecomparison.TheProduct isnotbenchmarkconstrainedanditsperformance maydeviatesignificantlyfromthatofthebenchmark. TheProductseekstoincreasethevalueof itsassetsoverthemediumtermbyinvestingatleast90%of itsassetsinequitiesbycompaniesthathavetheirregistered officesorconductthemajorityoftheirbusinessactivitiesinEurope. TheProduct’sportfoliowillbebuiltbasedonasystematicapproach,combiningseveral factorcriteriasuchas,butnotlimitedto, (i)cashflowgeneration(quality), (ii)relativevaluationcomparedtopeers(value),(iii)mediumtermperformancetrend(momentum)and(iv)lowpricevariation(“low-volatility”). TheProduct’sportfolioisconstructedtoselectsecuritiestoconsistentlyachieveespeciallythefollowingtargets:- aportfolio'sESGscorehigherthanthatoftheinvestmentuniverse TheESGintegrationapproachinvolvesespeciallytheevaluationofthethreebelownon-financialcriteriaattheleveloftheissuersinwhichtheStrategyinvests:- Environmental:suchasenergyefficiency,reductionofemissionsofgreenhousegases,treatmentofwaste;- Social:suchasrespectofhumanrightsandworkers’rights,humanresourcesmanagement(workers’healthandsafety,diversity);- Governance:suchasBoardofDirectorsindependence,managers’remuneration,respectofminorityshareholdersrights. ESGscoresenabletoassistintheESGevaluationofsecurities’issuers. Theextra-financial analysis coverage isat least 90%of theassetsof theProduct (excludingancillary liquidassets) and isbasedon theBNPPARIBASASSET MANAGEMENTproprietaryextra-financialframeworkasfurtherdescribedintheprospectus. Furthermore, theProductappliessectorialandcontroversialexclusions,andespeciallydoesnotselectcompaniesthatdonotcomplywiththeBNPPARIBASASSET MANAGEMENTResponsibleBusinessConduct (“RBC”) Policybasedon1) norms-basedscreens, suchas theUNNationsGlobal Compact principlesandOECD GuidelinesforMultinationalEnterprises,and2)BNPParibasAssetManagementsectorpolicies.Corederivativesinstrumentsmaybeusedforhedgingpurposesand/ orefficientportfoliomanagementaslongastheconditionssetoutintheprospectusaremet. MSCI’swebsite(www.msci.com)containsmoredetailedinformationabouttheMSCI indexes. TotalCostsasdefinedbelowarepreferentialforthelaunchoftheProductandwillbeapplicableforaperiodof12monthsfromthedateofthelaunch.Performance Scenarioshavebeencalculatedtakingintoaccountthesepreferentialcosts. Incomesaresystematicallyreinvested. Investorsareabletoredeemonadailybasis(onLuxembourgbankbusinessdays)asdescribedintheprospectus.