CREDIT SUISSE NEW ISSUE: 10 European Put Warrants on SMI Dienstag, 22. Dezember 2015 - 11:10
Dear Investor
Please find hereafter the details for these new issues:
Ticker | Valor | ISIN | Underlying | Spot | Strike | Ratio | Maturity | Type | Issue price | Impl. Vola | PDF File |
SMIKCS | 30 890 767 | CH 030 890 767 1 | Swiss Market Index (SMI)® | 8'632.20 | 7'500.00 | 500:1 | 16.12.2016 | Put | CHF 0.68 | 21.50% | |
SMILCS | 30 890 768 | CH 030 890 768 9 | Swiss Market Index (SMI)® | 8'632.20 | 8'000.00 | 500:1 | 16.12.2016 | Put | CHF 1.00 | 19.90% | |
SMIMCS | 30 890 769 | CH 030 890 769 7 | Swiss Market Index (SMI)® | 8'632.20 | 8'100.00 | 500:1 | 16.12.2016 | Put | CHF 1.07 | 19.70% | |
SMINCS | 30 890 770 | CH 030 890 770 5 | Swiss Market Index (SMI)® | 8'632.20 | 8'200.00 | 500:1 | 16.12.2016 | Put | CHF 1.15 | 19.41% | |
SMIOCS | 30 890 771 | CH 030 890 771 3 | Swiss Market Index (SMI)® | 8'632.20 | 8'400.00 | 500:1 | 16.12.2016 | Put | CHF 1.33 | 18.84% | |
SMIPCS | 30 890 772 | CH 030 890 772 1 | Swiss Market Index (SMI)® | 8'632.20 | 8'500.00 | 500:1 | 16.12.2016 | Put | CHF 1.42 | 18.57% | |
SMIQCS | 30 890 773 | CH 030 890 773 9 | Swiss Market Index (SMI)® | 8'632.20 | 8'600.00 | 500:1 | 16.12.2016 | Put | CHF 1.53 | 18.31% | |
SMIRCS | 30 890 774 | CH 030 890 774 7 | Swiss Market Index (SMI)® | 8'632.20 | 8'700.00 | 500:1 | 16.12.2016 | Put | CHF 1.64 | 18.05% | |
SMISCS | 30 890 775 | CH 030 890 775 4 | Swiss Market Index (SMI)® | 8'632.20 | 8'800.00 | 500:1 | 16.12.2016 | Put | CHF 1.75 | 17.80% | |
SMITCS | 30 890 776 | CH 030 890 776 2 | Swiss Market Index (SMI)® | 8'632.20 | 9'000.00 | 500:1 | 16.12.2016 | Put | CHF 1.99 | 17.32% |
Please visit our website http://www.credit-suisse.com/derivatives to see the complete list of our products.
The warrants will be placed directly in the secondary market. Please call 044/335 76 00.
Kind regards
CREDIT SUISSE AG
Investment Banking
Equity Derivatives & Structured Products
Uetlibergstrasse 231
8070 Zürich, Switzerland
Tel: +41 44 - 335 76 00
Fax: +41 44 - 333 78 08
www.credit-suisse.com


