New Issue: Credit Suisse prices $1.09 million digital plus barrier notes tied to Euro Stoxx 50

By Marisa Wong

Madison, Wis., June 1 – Credit Suisse AG, London Branch priced $1.09 million of 0% digital plus barrier notes due May 30, 2019 linked to the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the index finishes at or above its initial level, the payout at maturity will be par plus the greater of the gain and a fixed payment percentage of 30%.

Investors will receive par if the index falls by up to 25%. If the index falls by more than 25%, investors will be fully exposed to the index decline.

Credit Suisse Securities (USA) LLC is the underwriter.

Issuer:	Credit Suisse AG, London Branch
Issue:	Digital plus barrier notes
Underlying index:	Euro Stoxx 50
Amount:	$1,086,000
Maturity:	May 30, 2019
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus greater of index gain and 30%; par if index falls by up to 25%; if index falls by more than 25%, full exposure to decline
Initial index level:	3,619.30
Knock-in level:	2,714.475, 75% of initial level
Pricing date:	May 26
Settlement date:	May 29
Underwriter:	Credit Suisse Securities (USA) LLC
Fees:	4.1%
Cusip:	22546VCE4

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