BNP Paribas Easy S&P 500 II H EUR Cap

TheProduct isanindex-trackingpassivelymanagedsub-fund.TheProductseekstoreplicate(withamaximumtrackingerror*of1%) theperformanceof theS&P 500®NTRindex(Bloomberg:SPTR500NIndex)(theIndex)withtheobjectivetoprovideexposuretoUSequitiesissuedbycompaniesincludedintheindex,respecting the Index'sweightings (full replication), by investing inasampleof equities included inthe Index (optimisedreplication)orby investing inasubstitutebasket, composedof, interalia,sharesofcompanies,debtsecuritiesorcash(syntheticreplication). Wheninvestinginasampleofshares,theProduct’strackingerrormaybehigher. Further informationonthe Index, itscomposition, calculationandrules forperiodical reviewandrebalancingandonthegeneralmethodologycanbe foundon www.spglobal.com. Incomesaresystematicallyreinvested. Investorsareabletoredeemonadailybasis(onLuxembourgbankbusinessdays)asdescribedintheprospectus