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CS Autocall SMI SX5E SPX Index 0.75 - 09.04.2018

N° 10 of 124 Autocall Plus - Income Plan in Switzerland |  Probability of 79.86% to outperform Gov. Bond learn more

Summary

This is a 3 year product paying in Swiss Francs issued by Credit Suisse Group Ltd. It is Express Certificate Plus linked to the performance of EURO STOXX 50 Index, Swiss Market Index and S&P 500 Index from 3/31/2015 to the last observation date 4/3/2018 and will be monitored at quarterly periods.. The product will mature early if at any quarterly date, from period 4, the worst performing underlying is at or above 100% of its initial level (at the relevant date). In this case the product will repay the initial investment plus a coupon of 0.75% (at the relevant date when the autocall is triggered). Otherwise the product will pay a coupon of 0.75% if the underlying is at or above the 0% of its initial level. If the product runs to maturity an additional unconditional coupon of 0.75% will be paid. If the American 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)


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

Detailed comparison of this product performance with the market banchmark, a domestic bond with the same maturity of the product.


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 Early Redemption and Barriers

Find below the probability of early redemption on the next observation, the probability of losing the capital protection and the expected returns conditioned to these events.


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 Tail Risk

Here the expected return of the product conditional upon the occurence of extreme events whose probability of occurence is equal to 1% and 5%.


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This product have been mapped on /Switzerland/2015 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.