INVESTMENT DESCRIPTION
CURRENCY USD
STRIKE DATE 24/09/2021
ISIN XS2372515390
COUNTERPARTY Credit Suisse
TYPE Note
RETURN & 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: USD = 4.05% Semi-Annually (8.10% p.a.)
Income Trigger: 80% of initial level
Capital Risk: Not capital protected
Capital Protection Barrier: 60% Final level (European style)
MATURITY DATE
24/09/2025