INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 19/08/2021
ISIN XS2365548481
COUNTERPARTY Credit Suisse
TYPE Note
RETURN & BARRIERS
Investment Structure: Memory Income Autocall
Autocall opportunities: Semi-Annual (First Observation at 12 months)
Autocall Trigger: 100% of initial level
Memory Income Rate: USD = 4.20% Semi-Annually (8.40% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
19/05/2025