This is a 6 year autocall paying in Sterlings issued by Credit Suisse Group Ltd linked to the performance of FTSE 100 Index, S&P 500 Index and EURO STOXX 50 Index between 6/22/2015 and 6/22/2021. Although the latest maturity date is 6/22/2021, 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 11.12%, 22.24%, 33.36%, 44.48% and 55.6% (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 66.72% 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
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6Yr GBP Autocall on WO UKX SPX SX5E
Key Investment Document (KID)
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