CREDIT SUISSE NEW ISSUE: 10 American Call Warrants on Roche Holding Montag, 19. September 2016 - 12:08
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 |
ROGACS | 33 959 161 | CH 033 959 161 9 | Roche Holding AG | CHF 242.00 | CHF 220.00 | 50:1 | 15.06.2018 | Call | CHF 0.64 | 21.60% | |
ROGBCS | 33 959 162 | CH 033 959 162 7 | Roche Holding AG | CHF 242.00 | CHF 240.00 | 50:1 | 15.06.2018 | Call | CHF 0.42 | 20.70% | |
ROGCCS | 33 959 163 | CH 033 959 163 5 | Roche Holding AG | CHF 242.00 | CHF 260.00 | 50:1 | 15.06.2018 | Call | CHF 0.26 | 20.00% | |
ROGDCS | 33 959 164 | CH 033 959 164 3 | Roche Holding AG | CHF 242.00 | CHF 280.00 | 50:1 | 15.06.2018 | Call | CHF 0.16 | 19.50% | |
ROGECS | 33 959 165 | CH 033 959 165 0 | Roche Holding AG | CHF 242.00 | CHF 300.00 | 50:1 | 15.06.2018 | Call | CHF 0.09 | 19.00% | |
ROGFCS | 33 959 166 | CH 033 959 166 8 | Roche Holding AG | CHF 242.00 | CHF 220.00 | 50:1 | 21.12.2018 | Call | CHF 0.68 | 21.70% | |
ROGGCS | 33 959 167 | CH 033 959 167 6 | Roche Holding AG | CHF 242.00 | CHF 240.00 | 50:1 | 21.12.2018 | Call | CHF 0.47 | 20.75% | |
ROGHCS | 33 959 168 | CH 033 959 168 4 | Roche Holding AG | CHF 242.00 | CHF 260.00 | 50:1 | 21.12.2018 | Call | CHF 0.31 | 20.10% | |
ROGICS | 33 959 169 | CH 033 959 169 2 | Roche Holding AG | CHF 242.00 | CHF 280.00 | 50:1 | 21.12.2018 | Call | CHF 0.21 | 19.75% | |
ROGJCS | 33 959 170 | CH 033 959 170 0 | Roche Holding AG | CHF 242.00 | CHF 300.00 | 50:1 | 21.12.2018 | Call | CHF 0.13 | 19.50% |
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
