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PRODUCT VALUATION REPORT

Credit Suisse Clean Energy Memory Income Autocall Sep 2021 GBP

Strike Date: 24/09/2021
Next Observation Date: 24/09/2026
Final Observation Date: 24/09/2027
Returns and Barriers: 
Maximum Term: 6 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: GBP = 3.30% Semi-Annually (6.60% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
ISIN: XS2372508262
Currency: GBP
Current Price: 44.48% (as at 10/04/2026 10:32 UK Time)
Coupons Paid to Date: 3.3000%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
Invesco Wilderhill Clean Energy ETF78.5732.58-58.53%
Source: Bloomberg