XS1280086247

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CS 844 EuroStoxx 50 Autocall 8.25pc

Summary

This is a 6 year autocall paying in Sterlings issued by Credit Suisse Group Ltd linked to the performance of EURO STOXX 50 Index between 20/10/2015 and 19/10/2021. Although the latest maturity date is 19/10/2021, 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 8,25%, 16,5%, 24,75%, 33% and 41,25% (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 49,5% 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

 Key Investment Document (KID)


Recorded Performance

The product has matured at 10/19/2017. Investing in this product at issue price would have resulted in a total return of 16.48%

Product Sheet

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This product have been mapped on /UK/2015 and have been modelled using the template /Structured Products/Autocall



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