This is a 1.5 year product paying in US Dollars 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 01/21/2016 to the last observation date 07/21/2017 and will be monitored at quarterly periods. The product will mature early if on any quarterly date, from period 1, the worst performing underlying is at or above 90% of its initial level (on the relevant date). In this case the product will repay the initial investment plus a coupon of 1.725% (on the relevant date when the autocall is triggered). Otherwise the product will pay a coupon of 1.725% if the underlying is at or above the 0% of its initial level.If the product runs to maturity an additional unconditional coupon of 1.725% 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
Lyfecycle: Early Matured | Fair Value: Sign-in
CS Autocall SMI SX5E SPX Index - 28.07.2017
Key Investment Document (KID)
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.
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.