This is a 6 year autocall paying in Sterlings issued by Credit Suisse Group Ltd linked to the performance of FTSE 100 Index between 03/06/2015 and 03/08/2021. Although the latest maturity date is 03/08/2021, the product will be monitored at annual periods. The product will mature early if at any annual date, from period 2, the worst performing underlying is at or above 100% of its initial level (at the relevant date). In which case, the product will repay the initial investment plus a coupon of 18.5%, 27.75%, 37% and 46.25% (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 55.5% so long as the worst performing underlying is at or above 100%. If the European protection barrier of 60% 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
FTSE Kick Out Plan March 2015
Key Investment Document (KID)
The product has matured at 3/8/2017. Investing in this product at issue price would have resulted in a total return of 18.49%
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