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 11/5/2015 and 11/5/2021. Although the latest maturity date is 11/5/2021, 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 24%, 32%, 40%, 48% and 56% (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 24% so long as the worst performing underlying is at or above 75%. 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
6Y GBP Consolation Autocall on FTSE SX5E
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.