Kickouts and correlation

Kickouts and correlation

dna-double-helix-blue-green-metallic-illustration

Credit Suisse launched a two-year autocallable product linked to the performance of two US indexes, which was reviewed In Structured Products in November 2011. The product has an opportunity for kickout in September so we will consider the possibility of an early maturity.

The product offered a fixed return of 19.35% if, on the first anniversary of the strike date, both indexes are at or above their initial level. If the product does not kickout out, it will continue until the September 2013 mat

To continue reading...

You need to sign in to use this feature. If you don’t have a Risk.net account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: