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CS Barrier Reverse NKY SMI SPX SX5E Index 2.775 - 18.02.2020

N° 23 of 26 Autocall Plus - Income Plan in Switzerland |  Probability of 99.89% to outperform Gov. Bond learn more


This is a 4 year product paying in US Dollars issued by Credit Suisse Group Ltd. It is Digital Certificate linked to the performance of Nikkei 225 Index, Swiss Market Index, S&P 500 Index and EURO STOXX 50 Index from 02/11/2016 to the last observation date 02/12/2020 and will be monitored at semiannual periods. The product will pay 7 additional 2.775% unconditional coupon(s).At maturity an additional unconditional coupon of 2.775% will be paid. If the American protection barrier of 40% has not been breached, the nominal value will be paid, otherwise the product will repay the initial investment less any negative worst performing underlying measured over the term of the product

 Key Investment Document (KID)

Product Sheet

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 Basic Risk-Return

Forward Annualized and total return vs volatility and semideviation

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Risk-Return Map

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 Probabilistic Comparative Returns

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 Early Redemption and Barriers

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 Tail Risk

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This product have been mapped on /Switzerland/2016 and have been modelled using the template /Structured Products/Autocall Plus - Income Plan

Disclaimer: this product sheet has been created by Fairmat Srl and its partners using public available information, hence it represents our interpretation of the product. The information displayed in this page does not represent any recommendation to buy or sell the displayed product.