New Issue: Credit Suisse prices $597,437 three-year call warrants linked to Euro Stoxx 50 index

By Toni Weeks

San Luis Obispo, Calif., Nov. 26 – Credit Suisse AG, Nassau Branch priced $597,437 of call warrants expiring Nov. 24, 2017 linked to the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

The warrants will have a notional amount of $1,000 each. The issue price is $102.90 per warrant, or 10.29% of the notional amount. The minimum purchase requirement is 10 warrants.

The warrants will be automatically exercised on the expiration date. If the index's final level is greater than the initial index level, the cash settlement amount will be the notional amount per warrant multiplied by the index return. If the index's final level is equal to or less than the initial index level, the cash settlement amount will be zero.

J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA are the agents.

Issuer:	Credit Suisse AG, Nassau Branch
Issue:	Call warrants
Underlying index:	Euro Stoxx 50
Warrants:	5,806
Notional amount:	$1,000 each, or $5,806,000 total
Price:	$102.90 each, or $597,437.40 total
Expiration date:	Nov. 24, 2017
Payout:	If index’s final level is greater than initial index level, notional amount multiplied by index return; if index’s final level is equal to or less than initial index level, zero
Initial index level:	3,194.22
Pricing date:	Nov. 21
Settlement date:	Nov. 26
Agents:	J.P. Morgan Securities LLC and JPMorgan Chase Bank, NA
Fees:	$6.50 per warrant
Cusip	22547T415

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