Lyfecycle: Matured |  Fair Value: Sign-in

CS Autocall NESN ROG NOVN - 02.12.2016


This is a 2 year product paying in Swiss Francs issued by Credit Suisse Group Ltd. It is Express Certificate Plus linked to the performance of Nestle SA, Roche Holding Ltd and Novartis Inc from 11/25/2014 to the last observation date 11/25/2016 and will be monitored at semiannual periods. The product will pay 1 additional 2.5% unconditional coupon(s) , paid prior to early redemption periods . The product will mature early if on any semiannual date, from period 2, the worst performing underlying is at or above 100% of its initial level (on the relevant date). In this case the product will repay the initial investment plus a coupon of 2.5% (on the relevant date when the autocall is triggered). Otherwise the product will pay a coupon of 2.5% if the underlying is at or above the 0% of its initial level. If the product runs to maturity an additional unconditional coupon of 2.5% will be paid. If the American protection barrier of 70% 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

Free Sign-in to view contract terms.

 More options and tools

  • Need more detailed information including backtesting, what-if analysis, greeks or the Fairmat independent quantitative report? Request an on-demand analytics.
  • Want to assess a custom product similar to this one? Clone this product and modify it.
  • Want to Find, Compare and Rank Similar Products?  Sign-in to access the  Products Ranking And Comparison Tools.

This product have been mapped on /Switzerland/2014 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.