Pricing Sheet No. K313 (BAH 1992)
To the Underlying Supplement dated November 19, 2012,
Product Supplement No. AK-I dated March 23, 2012,
Prospectus Supplement dated March 23, 2012 and
Prospectus dated March 23, 2012
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Filed Pursuant to Rule 433
Registration Statement No. 333-180300-03
June 13, 2013
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![]() |
![]() $13,500,000
Buffered Accelerated Return Equity Securities due March 18, 2015
Linked to the Performance of the S&P 500® Index
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Issuer:
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Credit Suisse AG (“Credit Suisse”), acting through its Nassau Branch
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Underlying:
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The securities are linked to the performance of the S&P 500® Index. For more information on the Underlying, see “The Reference Indices—The S&P Indices—The S&P 500® Index” in the accompanying underlying supplement. The Underlying is identified in the table below, together with its Bloomberg ticker symbol and Initial Level:
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Underlying
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Ticker
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Initial Level
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S&P 500® Index
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SPX <Index>
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1636.36
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Trade Date:
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June 13, 2013
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Settlement Date:
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June 18, 2013
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Upside Participation Rate:
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150%
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Downside Participation Rate:
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The quotient of 100% and 85%
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Redemption Amount:
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At maturity, you will be entitled to receive a Redemption Amount in cash that will equal the principal amount of the securities you hold multiplied by the sum of 1 plus the Underlying Return, calculated as set forth below. Any payment on the securities is subject to our ability to pay our obligations as they become due.
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Underlying Return:
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•
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If the Final Level is equal to or greater than the Initial Level, the Underlying Return will be the lesser of (i) the Underlying Return Cap and (ii) an amount calculated as follows:
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||||
Upside Participation Rate x
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(
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Final Level – Initial Level
Initial Level
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)
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|||
•
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If the Final Level is less than the Initial Level by not more than the Buffer Amount, the Underlying Return will equal zero.
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|||||
•
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If the Final Level is less than the Initial Level by more than the Buffer Amount, the Underlying Return will be calculated as follows:
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|||||
Downside Participation Rate x
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[
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Final Level – Initial Level
Initial Level
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+ Buffer Amount
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]
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If the Final Level is less than the Initial Level by more than the Buffer Amount, the Underlying Return will be negative and you will receive less than the principal amount of your securities at maturity. You could lose your entire investment.
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Underlying Return Cap:
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17.25%
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Buffer Amount:
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15%
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Initial Level:
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As set forth in the table above.
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Final Level:
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The closing level of the Underlying on the Valuation Date.
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Valuation Date:†
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March 13, 2015
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Maturity Date:†
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March 18, 2015
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Calculation Agent:
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Credit Suisse International
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Form and Denomination:
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Registered medium-term notes in minimum denominations of $1,000 and integral multiples of $1,000 in excess thereof.
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Listing:
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The securities will not be listed on any securities exchange.
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CUSIP/ISIN:
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22547Q4M5/US22547Q4M50
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Offering Price:
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$1,000 per security (100%).
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Underwriting Discounts and Commissions
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$0.00 per $1,000 principal amount of securities.
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