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, EURO STOXX 50 Index and Nikkei 225 Index between 12/10/2015 and 12/9/2021. Although the latest maturity date is 12/9/2021, 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% of its initial level (at the relevant date). In which case, the product will repay the initial investment plus a coupon of 19%, 38%, 57%, 76% and 95% (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 114% so long as the worst performing underlying is at or above 100%. 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
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CS 861 Global Autocall 19pct EIS
Key Investment Document (KID)
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