BNP Paribas Easy MSCI Europe Small Caps SRI S-Series PAB 5% Capped UCITS ETF - C - EUR Stock

The Fund seeks to replicate (with a maximum tracking error* of 1%) the performance of the MSCI Europe Small Caps SRI S-Series PAB 5% Capped (NTR) index (Bloomberg: MXEUSSNE index) (the Index) by investing in the shares issued by companies included in the Index, respecting the Index's weightings (full replication), or in a sample of securities included in the Index (optimised replication), or by investing in a substitute basket, composed of, inter alia, shares of companies, debt securities or cash (synthetic replication). When investing in a basket of securities called substitute basket the performance is swapped with the performance of the index, generating counterparty risk.