New Issue: Credit Suisse sells $1.82 million digital plus barrier notes on Dow, S&P, Russell

Chicago, May 26 – Credit Suisse AG, London Branch priced $1.82 million of 0% digital plus barrier notes due Oct. 31, 2025 linked to the lowest performing of the Dow Jones industrial average, the Russell 2000 index and the S&P 500 index, according to a 424B2 filing with the Securities and Exchange Commission.

If each index finishes above its initial level, the payout will be the greater of par plus 38% or the return of the worst performing index.

If the worst performer declines, but not more than 75% of its initial level, the payout will be par.

Otherwise, investors will be fully exposed to the losses of the worst performing index.

Credit Suisse Securities (USA) LLC is the agent.

Issuer:	Credit Suisse AG, London Branch
Issue:	Digital plus barrier notes
Underlying indexes:	Dow Jones industrial average, S&P 500 index, Russell 2000 index
Amount:	$1,818,000
Maturity:	Oct. 31, 2025
Coupon:	0%
Price:	Par
Payout at maturity:	If all indexes finish above initial level, greater of par plus 38% digital return and worst performing index return; par if worst performer declines, but not more than 25%; otherwise, full exposure to worst performer
Initial levels:	4605.38 for S&P, 35819.56 for Dow, 2297.191 for Russell
Knock-in levels:	3454.035 for S&P, 26864.67 for Dow, 1722.89325 for Russell; 75% of initial levels
Pricing date:	Oct. 29, 2021
Settlement date:	Nov. 2, 2021
Agent:	Credit Suisse Securities (USA) LLC
Fees:	1.6%
Cusip:	22552XYE7

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