EasyEquities Blog

BNP ZAR Capital Protected Note Explained by CIO of EasyAssetManagement Shaun Krom.

Written by Shaun Krom | Oct 11, 2023 1:25:00 PM

We recently added the BNP Paribas ZAR Capital Protected Note Structured Product on the platform. We let our Chief Investment Officer (CIO) of EasyAssetManagement Retail, Shaun Krom do his analysis and explain why this could be worth considering for your investment portfolio. Below are his thoughts:

Economics

At the end of 6 years this note pays out 275% of the return of the S&P 500 in ZAR over the period with quarterly averaging (more below).

Where the return is negative, this note will guarantee 100% of your capital the end of the period*.

The value of the S&P 500 is recorded at the end of each quarter. The pay-out at the end of year six is then based on the average of all these values and the initial S&P 500 value paid out in ZAR.

What sort of investor might consider this note, and why

This note is suitable for an investor with a low to moderate risk investor appetite who wants to guarantee their capital while still maintaining exposure to a diversified portfolio of the world’s leading companies. This is suitable for an investor who can invest for a longer time frame.

This structure could appeal to a wide range of investors from conservative investors who want a capital guarantee to more balanced risk seeking investors who would like to have a leveraged participation to the equity markets.

This note may thus allow conservative investors to invest more in equities than they might otherwise as they know that 100% of their capital is guaranteed. On the other hand, the 275% leverage may appeal to a more balanced risk investor.

For example, an investor who wants 100% of their capital guaranteed might invest in a money market account or lock up their funds in a six-year fixed income product. The rate you can earn on money market right now is about 8% per year. The money market rate could clearly go up or down over the next six years which matches the duration of the note. If, on the other hand, you wanted to lock that rate in you could get about 9.2%p.a on a six year guaranteed fixed income investment. On average, the S&P 500 would have to appreciate 2.91% (8%/275%) per year or 3.35% per year for this note to achieve the same as the current money market rate of 8%pa or the 9.2%p.a six year rate respectively.

An investor who expects a more volatile investment going forward may be attracted to this note. An investor expecting heightened volatility going forward might anticipate higher returns from equities in the future but with a corresponding higher probability of facing a loss. (In a high risk environment may have a 50% chance of a 20% with a 50% chance of a 10% loss while a low risk environment has a 50% chance of a 10% return with a 50% chance of a -5% loss which equates to an expected 5% and 2.5% return respectively). An investor with an expectation of a higher volatility environment may invest less in equities then they would otherwise, even though on average they would expect a higher return, due to the potential drawdown. This note would then appeal in such an environment.

This is a six-year investment and although there will be daily liquidity available for investors to sell at any time they wish, the economics are structured for an investor who can remain invested for the entire term of the note. As such it is suitable for long term investors who do not expect to liquidate their investment before that.

Summary

  • 275% upside to the S&P 500 averaged over 6 years
  • Averaging reduces the risk of a dramatic market fall towards the end of the term. See the graph below. By taking an average rather than an end of period value you would have outperformed.
  • 100% of capital guaranteed after 6 years
  • While averaging smooths the return and thus protects you from an event near the end of the term it can also reduce the pay-out. This is particularly the case in a constantly rising market. A smoother return does however allow for a greater leverage ratio, so an investor is partially protected in this case
  • The guarantee does depend on BNP Paribus not defaulting
  • This note is for investors who expect to be in the market for 6 years. Selling out of the Note early may result in a capital loss (the capital guarantee only applies at maturity)

To get more info/ buy this note Click here: