-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, NmBbU/uxOaaMHePk8WHMqa3yUVoK+ouAvddBcBQ7XOMDzObqTBbAdu2Fq73VnGNa PMTlm0v73JAYIOM0WYFSiQ== 0001104659-10-035393.txt : 20100624 0001104659-10-035393.hdr.sgml : 20100624 20100624162735 ACCESSION NUMBER: 0001104659-10-035393 CONFORMED SUBMISSION TYPE: FWP PUBLIC DOCUMENT COUNT: 1 FILED AS OF DATE: 20100624 DATE AS OF CHANGE: 20100624 SUBJECT COMPANY: COMPANY DATA: COMPANY CONFORMED NAME: CREDIT SUISSE AG CENTRAL INDEX KEY: 0001053092 STANDARD INDUSTRIAL CLASSIFICATION: SECURITY BROKERS, DEALERS & FLOTATION COMPANIES [6211] IRS NUMBER: 000000000 STATE OF INCORPORATION: V8 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: FWP SEC ACT: 1934 Act SEC FILE NUMBER: 333-158199-10 FILM NUMBER: 10915253 BUSINESS ADDRESS: STREET 1: PARADEPLATZ 8 CITY: ZURICH STATE: V8 ZIP: CH-8070 BUSINESS PHONE: 41 44 333 1111 MAIL ADDRESS: STREET 1: PARADEPLATZ 8 CITY: ZURICH STATE: V8 ZIP: CH-8070 FORMER COMPANY: FORMER CONFORMED NAME: CREDIT SUISSE / /FI DATE OF NAME CHANGE: 20050607 FORMER COMPANY: FORMER CONFORMED NAME: CREDIT SUISSE FIRST BOSTON / /FI DATE OF NAME CHANGE: 19980115 FILED BY: COMPANY DATA: COMPANY CONFORMED NAME: CREDIT SUISSE AG CENTRAL INDEX KEY: 0001053092 STANDARD INDUSTRIAL CLASSIFICATION: SECURITY BROKERS, DEALERS & FLOTATION COMPANIES [6211] IRS NUMBER: 000000000 STATE OF INCORPORATION: V8 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: FWP BUSINESS ADDRESS: STREET 1: PARADEPLATZ 8 CITY: ZURICH STATE: V8 ZIP: CH-8070 BUSINESS PHONE: 41 44 333 1111 MAIL ADDRESS: STREET 1: PARADEPLATZ 8 CITY: ZURICH STATE: V8 ZIP: CH-8070 FORMER COMPANY: FORMER CONFORMED NAME: CREDIT SUISSE / /FI DATE OF NAME CHANGE: 20050607 FORMER COMPANY: FORMER CONFORMED NAME: CREDIT SUISSE FIRST BOSTON / /FI DATE OF NAME CHANGE: 19980115 FWP 1 a10-13119_2fwp.htm FWP

 

Free Writing Prospectus

Filed Pursuant to Rule 433

Registration Statement No. 333-158199-10

June 24, 2010

CREDIT SUISSE AG

Capped Reverse Prepaid Put Warrants Expiring January 26, 2011

Linked to the S&P 500 Index (W5)

BAH 589

Issuer:

Credit Suisse AG, acting through its Nassau Branch

Underlying:

Underlying

Initial Level

Weighting

 

S&P 500 Index

1076.94

100%

Pricing Date:

June 24, 2010

Issue Date:

June 29, 2010

Observation Date†:

January 21, 2011

Expiration Date†:

January 26, 2011

Notional Amount:

USD 1,000 per warrant (16,200 warrants total)

Issue Price:

$83.08 per warrant (equal to 8.308% of the Notional Amount).

Maximum Payment:

$92.86 per warrant (equal to 9.286% of the Notional Amount).

Initial Level:

An intra-day level of the Underlying at approximately 11:15 am New York City time on the Pricing Date, as determined by the Calculation Agent in its sole discretion.

Upper Strike Level:

850

Lower Strike Level:

750

Final Level:

The official Special Opening Quotation of the Underlying (the “SOQ”) as published by the Chicago Board Options Exchange on the Observation Date under the ticker symbol “SET”.

Payment at Expiration:

On the Expiration Date, the warrants will be exercised automatically and you will be entitled to receive a cash payment equal to the Cash Settlement Value. Any payment at expiration is subject to our ability to pay our obligations as they become due.

Cash Settlement Value:

With respect to each warrant, the Cash Settlement Value at expiration will be equal to:

 

·         If the Final Level is greater than or equal to the Upper Strike Level, the Maximum Payment.

 

·         If the Final Level is less than the Upper Strike Level and greater than the Lower Strike Level, an amount calculated as follows:

 

Maximum Payment – (the Notional Amount of $1,000 × Underlying Strike Change)

 

·         If the Final Level is less than or equal to the Lower Strike Level, $0.

 

If the Final Level is less than the Upper Strike Level and greater than the Lower Strike Level, you will lose a portion of your investment in the warrants at expiration.  If the Final Level is less than or equal to the Lower Strike Level, the warrants will expire worthless and you will lose your entire investment in the warrants.

Underlying Strike Change:

Upper Strike Level – Final Level

Initial Level

Calculation Agent:

Credit Suisse International

Selling Commission:

0.00%

Form and Minimum Initial Purchase:

Registered warrants with an aggregate minimum initial investment of $100,000, resulting in a minimum initial purchase of 1204 warrants (after rounding) and increments of one warrant thereafter, each with a Notional Amount of $1,000.

Listing:

None

CUSIP:

22542D167

† Subject to postponement in the event of a market disruption event as described in the accompanying product supplement under “Description of the Warrants—Market disruption events.”

Credit Suisse has filed a registration statement (including an underlying supplement, product supplement, prospectus supplement and prospectus) with the Securities and Exchange Commission, or SEC, for the offering to which this communication relates. Before you invest, you should read this communication together with the Underlying Supplement dated September 14, 2009, Product Supplement No. W-I dated December 14, 2009, Prospectus Supplement dated December 14, 2009 and Prospectus dated March 25, 2009, to understand fully the terms of the securities and other considerations that are important in making a decision about investing in the securities. You should, in particular, review the “Risk Factors” section of the product supplement, which sets forth a number of risks related to the securities. You may get these documents for free by visiting EDGAR on the SEC Web site at www.sec.gov. Alternatively, Credit Suisse will arrange to send you the underlying supplement, product supplement, prospectus supplement and prospectus if you so request by calling toll free 1-800-221-1037.


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