CREDIT SUISSE NEW ISSUE: 14 American Call Warrants on Swiss Re Dienstag, 06. September 2016 - 10:22
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 |
WASECS | 33 870 952 | CH 033 870 952 7 | Swiss Re AG | CHF 85.00 | CHF 85.00 | 20:1 | 15.09.2017 | Call | CHF 0.29 | 21.00% | |
WASFCS | 33 870 953 | CH 033 870 953 5 | Swiss Re AG | CHF 85.00 | CHF 90.00 | 15:1 | 15.09.2017 | Call | CHF 0.24 | 20.00% | |
WASGCS | 33 870 954 | CH 033 870 954 3 | Swiss Re AG | CHF 85.00 | CHF 95.00 | 15:1 | 15.09.2017 | Call | CHF 0.15 | 19.50% | |
WASHCS | 33 870 955 | CH 033 870 955 0 | Swiss Re AG | CHF 85.00 | CHF 85.00 | 20:1 | 15.12.2017 | Call | CHF 0.32 | 21.00% | |
WASICS | 33 870 956 | CH 033 870 956 8 | Swiss Re AG | CHF 85.00 | CHF 90.00 | 15:1 | 15.12.2017 | Call | CHF 0.29 | 20.50% | |
WASJCS | 33 870 957 | CH 033 870 957 6 | Swiss Re AG | CHF 85.00 | CHF 95.00 | 15:1 | 15.12.2017 | Call | CHF 0.19 | 20.00% | |
WASKCS | 33 870 958 | CH 033 870 958 4 | Swiss Re AG | CHF 85.00 | CHF 85.00 | 20:1 | 15.06.2018 | Call | CHF 0.35 | 21.50% | |
WASLCS | 33 870 959 | CH 033 870 959 2 | Swiss Re AG | CHF 85.00 | CHF 90.00 | 15:1 | 15.06.2018 | Call | CHF 0.33 | 21.00% | |
WASMCS | 33 870 960 | CH 033 870 960 0 | Swiss Re AG | CHF 85.00 | CHF 95.00 | 15:1 | 15.06.2018 | Call | CHF 0.23 | 20.50% | |
WASNCS | 33 870 961 | CH 033 870 961 8 | Swiss Re AG | CHF 85.00 | CHF 85.00 | 20:1 | 21.12.2018 | Call | CHF 0.35 | 21.50% | |
WASOCS | 33 870 962 | CH 033 870 962 6 | Swiss Re AG | CHF 85.00 | CHF 90.00 | 15:1 | 21.12.2018 | Call | CHF 0.33 | 21.00% | |
WASPCS | 33 870 963 | CH 033 870 963 4 | Swiss Re AG | CHF 85.00 | CHF 95.00 | 15:1 | 21.12.2018 | Call | CHF 0.23 | 20.50% | |
WASQCS | 33 870 964 | CH 033 870 964 2 | Swiss Re AG | CHF 85.00 | CHF 90.00 | 20:1 | 21.06.2019 | Call | CHF 0.30 | 21.00% | |
WASRCS | 33 870 965 | CH 033 870 965 9 | Swiss Re AG | CHF 85.00 | CHF 95.00 | 15:1 | 21.06.2019 | Call | CHF 0.30 | 20.50% |
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