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Focus 4 Stock Turbo Autocall September 2014


This is a 6 year autocall paying in Sterlings issued by Credit Suisse Group Ltd linked to the performance of Anglo American PLC, BAE Systems PLC, Imperial Tobacco Group PLC and Standard Chartered PLC between 09/10/2014 and 09/10/2020. Although the latest maturity date is 09/10/2020, the product will be monitored at monthly periods. The product will mature early if at any monthly date, from period 12, the worst performing underlying is at or above 95%, 90%, 90%, 90%, ... ,65%, 65% and 65% of its initial level (at the relevant date). In which case, the product will repay the initial investment plus a coupon of 21%, 21.6%, 22.2%, 22.8%, ... ,54.6%, 55.2% and 55.8% (at the relevant date when the autocall is triggered). If the product runs to maturity, the product will repay the initial investment plus a coupon of 56.4% so long as the worst performing underlying is at or above 65%. If the European protection barrier of 50% 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)

Recorded Performance

The product has matured at 9/16/2020. Investing in this product at issue price would have resulted in a total return of -69.01%

Product Sheet

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This product have been mapped on /UK/2014 and have been modelled using the template /Structured Products/Autocall

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.