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PRODUCT VALUATION REPORT

CS Diversified Markets Memory Income Autocall Jan 2023 USD

Strike Date: 31/01/2023
Next Observation Date: 30/04/2024
Final Observation Date: 31/01/2028
Returns and Barriers: 
Maximum Term: 5 years
Investment Structure: Memory Income Autocall
Autocall Opportunities: Quarterly
(First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD: 2.34% Quarterly (9.36% p.a.)
Income Trigger: 75% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
ISIN: XS2525910449
Currency: USD
Current Price: 100.51% (as at 18/04/2024 09:52 UK Time)
Coupons Paid to Date: 9.3600%
UnderlyingStrike
Level
Last COB
Level
Increase/
Decrease
Eurostoxx 504,163.454,914.1318.03%
FTSE 1007,771.707,847.990.98%
Nikkei 22527,327.1137,961.8038.92%
S&P 5004,076.605,022.2123.20%
Source: Bloomberg