BNP AM

The bank for a changing world

The fund has a dynamic put-writing strategy that seeks to provide income and capital growth with a risk-reduction approach on the Euro Stoxx 50 index.

Investment Theme

Liquid Alternatives

Asset class

Equity

Style

Income

Fund Objective:

The THEAM Quant – Europe Target Premium fund seeks to provide income and capital growth by implementing a dynamic option strategy on the Euro Stoxx 50 Index which aims at generating income in bullish and moderately bearish markets, with a risk-reduction approach.

Key points:

  • Regular income generation – potential income of 7% per year; aim to generate recurring leveraged income in bullish, moderately bearish and volatile markets.
  • Simple methodology – systematic put-write in UCITS wrapper: daily sale of fixed strike short-maturities options with a risk-reduction mechanism.
  • Proven track-record – popular strategy answering multiple clients’ needs; it is an alternative to income-like products, yield diversification and equity-replacement.

Performance data and latest documents

Investments in the aforementioned strategies are subject to market fluctuation and risks inherent in investing in securities. The value of investments and the revenue they generate can increase or decrease and it is possible that investors will not recover their initial investment. Source: BNP Paribas Asset Management Holding, registered with the Paris Registry of Commerce and Companies under number 682 001 904 as a Limited Company with share capital of 23 041 936 euros. Registered office: 1 Boulevard Haussmann, 75009 Paris. Postal address: TSA 47000/75318 PARIS CEDEX 09