New Issue: Credit Suisse prices $808,000 accelerated return notes tied to Euro Stoxx 50

By Toni Weeks

San Luis Obispo, Calif., Jan. 28 – Credit Suisse AG, London Branch priced $808,000 of 0% accelerated return notes due Feb. 1, 2021 linked to the Euro Stoxx 50 index, according to a 424B2 filing with the Securities and Exchange Commission.

If the final index level is greater than or equal to the initial level, the payout at maturity will be par plus 165% of the index return.

Investors will receive par if the index falls by up to 40% and will be fully exposed to the index decline if it falls to or below the 60% knock-in level.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:	Credit Suisse AG, London Branch
Issue:	Accelerated Return Notes
Underlying index:	Euro Stoxx 50
Amount:	$808,000
Maturity:	Feb. 1, 2021
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 165% of any index gain; par if index falls by up to 40%; full exposure to losses if index falls by more than 40%
Initial index level:	3,382.55
Knock-in level:	2,029.53, 60% of initial level
Pricing date:	Jan. 23
Settlement date:	Jan. 30
Agent:	Credit Suisse Securities (USA) LLC
Fees:	3.8%
Cusip:	22547QXU5

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