New Issue: Credit Suisse sells $470,000 leveraged market-linked notes on Euro Stoxx, EAFE ETF

By Taylor Fox

New York, Feb. 22 – Credit Suisse AG, London Branch priced $470,000 of 0% market-linked securities with leveraged upside participation and contingent downside due Feb. 2, 2026 linked to the Euro Stoxx 50 index and the iShares MSCI EAFE ETF, according to a 424B2 filing with the Securities and Exchange Commission.

The payout at maturity will be par plus 183.25% of any gain of the worst performing asset.

Investors will receive par if the worst performing asset falls by up to 30% and will be fully exposed to the decline of the worst performing asset if it falls by more than 30%.

Credit Suisse Securities (USA) LLC is the agent. Wells Fargo Securities, LLC is a dealer.

Issuer:	Credit Suisse AG, London Branch
Issue:	Market-linked securities with leveraged upside participation and contingent downside
Underlying assets:	Euro Stoxx 50 index and the iShares MSCI EAFE ETF
Amount:	$470,000
Maturity:	Feb. 2, 2026
Coupon:	0%
Price:	Par
Payout at maturity:	Par plus 183.25% of the return of the worst performing asset if both assets finish above initial levels; par if the worst performing asset falls by up to 30%; full exposure to losses of worst performing asset if it falls by more than 30%
Initial asset levels:	3,557.04 for Stoxx and $73.92 for MSCI ETF
Threshold levels:	2,489.928 for Stoxx and $51.744 for MSCI ETF, 70% of initial levels
Pricing date:	Jan. 28
Settlement date:	Feb. 2
Agent:	Credit Suisse Securities (USA) LLC
Dealer:	Wells Fargo Securities, LLC
Fees:	3.62%
Cusip:	22552X2P7

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