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PRODUCT VALUATION REPORT

Credit Suisse Clean Energy Memory Income Autocall June 2021 GBP

Strike Date: 04/06/2021
Next Observation Date: 04/06/2025
Final Observation Date: 04/06/2027
Returns and Barriers: 
Investment Structure: Memory Income Autocall
Autocall opportunities: Quarterly
(First Observation at 24 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 1.40% Quarterly (5.60% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
ISIN: XS2331024070
Currency: GBP
Current Price: 15.57% (as at 25/04/2025 09:37 UK Time)
Coupons Paid to Date: 2.8000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
Invesco Wilderhill Clean Energy ETF86.3915.63-81.91%
Source: Bloomberg