CBBC Residual Value and Settlement Price

Residual value
= (Underlying's settlement price - Strike levelStrike level - Underlying settlement price)/Entitlement ratio
=
= No Residual value
=
Settlement value
= (Underlying's settlement price - Strike levelStrike level - Underlying's settlement price)/Entitlement ratio
=
= No settlement value
=
Settlement value

Pursuant to the terms and conditions (“Product Conditions”) applicable to each series of the derivatives warrants. The Issuer has determined that a Market Disruption Event has occurred on 13 October 2021 (“Affected Valuation Date”) due to the issuance of the tropical cyclone warning signal number 8 by the Hong Kong Observatory which resulted in the Stock Exchange being closed for trading for the entire day on the Affected Valuation Date.

In accordance with the Product Conditions, with respect to each series of the CBBCs and the Affected Valuation Date. The Issuer has determined the closing price of the Shares on the basis of the Issuer’s good faith estimate (being the closing price of the Shares on 15 October 2021).

Such closing price is used to determine the Settlement Price in respect of each affected Share for calculating the Cash Settlement Amount. For CBBCs expired on 15 Oct, please refer to its respective documents in our (CBBCs document) section. For other issuers’ products, please contact them directly.

Recently called CBBCs

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(Y-M-D-T)
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Recently expired CBBCs

Maturity Date: to
CBBC
code
Bull/
Bear
Maturity Date
(Y-M-D)
CBBC
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Strike
level
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CS HSI Bulls Focus

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CS HSI Bears Focus

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CS HSI CBBCs Focus

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Highest Outstanding level: Detail
HSI Spot:
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CS HSI CBBCs Focus

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Highest Outstanding level:
HSI Spot::
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CS HSI
Bulls Focus
Call level Away from spot Gearing Entitlement
Last updated:

Disclaimer:
The above minimum residual value is calculated by using the formula as set out below and it is provided for informational purposes only. The actual residual value may not be the same as the above calculated value, the announcement by respective issuer through the Hong Kong Exchanges and Clearing Limited should be final. It should not be relied upon in any way by the recipient hereof or any third party. Credit Suisse is not responsible for any loss or damage arising out of any person's use of or reliance upon the information provided herein. Credit Suisse is the liquidity provider for Structured Products, and may be the only market participant.