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PRODUCT VALUATION REPORT

Credit Suisse Clean Energy Memory Income Autocall August 2021 GBP

Strike Date: 19/08/2021
Next Observation Date: 19/08/2026
Final Observation Date: 19/08/2027
Returns and Barriers: 
Investment Structure: Memory Income Autocall
Autocall opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 3.20% Semi-Annually (6.40% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
ISIN: XS2365549372
Currency: GBP
Current Price: 49.69% (as at 21/07/2026 10:12 UK Time)
Coupons Paid to Date: 0.0000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
Invesco Wilderhill Clean Energy ETF73.5033.21-54.82%
Source: Bloomberg