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CL 706 FTSE Eurostoxx Defensive Autocall 11pc


This is a 6 year autocall paying in Sterlings issued by Credit Suisse Group Ltd linked to the performance of FTSE 100 Index and EURO STOXX 50 Index between 10/02/2014 and 10/02/2020. Although the latest maturity date is 10/02/2020, the product will be monitored at annual periods. The product will mature early if at any annual date, from period 1, the worst performing underlying is at or above 100%, 95%, 90%, 85% and 80% of its initial level (at the relevant date). In which case, the product will repay the initial investment plus a coupon of 11%, 22%, 33%, 44% and 55% (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 66% so long as the worst performing underlying is at or above 75%. If the European protection barrier of 65% 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 10/3/2016. Investing in this product at issue price would have resulted in a total return of 21.11%

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.