3.55% p.a. Multi Reverse Convertible
Novartis Sandoz Group Basket, Roche, Swiss Re, Swisscom, Zurich Insurance
Valor
111790345
ISIN
CH1117903455
Currency
CHF
Bid (indicative)
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250'000.00
Ask (indicative)
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250'000.00
Price on
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Identifiers
111790345
CH1117903455
Yield Enhancement
Reverse Convertible
Autocallable Reverse Convertible
1220
Figures
0.93%
12.25%
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Annually
3.55% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
CHF 250'000.00
CHF 250'000.00
Unlisted
No
Life Cycle
4 Years
02 Jul 2021
09 Jul 2021
09 Jul 2021
02 Jul 2025
09 Jul 2025
Product Specific Features
73.50%
Performance
Market Price Initial Fixing Level Strike Level Distance to Strike
Novartis Sandoz Group Basket
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CHF 84.52 CHF 62.12 38.85%
Roche
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CHF 349.55 CHF 256.92 5.87%
Swiss Re
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CHF 83.96 CHF 61.71 58.59%
Swisscom
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CHF 527.60 CHF 387.79 29.43%
Zurich Insurance
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CHF 367.60 CHF 270.19 53.99%
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Coupons
Payment Date Amount
11 Jul 2022 3.55%
10 Jul 2023 3.55%
09 Jul 2024 3.55%
09 Jul 2025 3.55%
Early Redemption
Observation Date Trigger Level Redemption Amount
03 Jul 2023 85.00% 100.00%
02 Jul 2024 85.00% 100.00%
02 Jul 2025 85.00% 100.00%
Novartis Sandoz Group Basket
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Novartis Sandoz Group Basket
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CHF
CHF 84.52
16.0979
CHF 62.1222
38.8489%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 349.55
3.8923
CHF 256.9193
5.8731%
SIX Swiss Exchange AG
Swiss Re
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Swiss Re
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SREN SW
CHF
CHF 83.96
16.2048
CHF 61.7106
58.5904%
SIX Swiss Exchange AG
Swisscom
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Swisscom
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SCMN SW
CHF
CHF 527.60
2.5787
CHF 387.786
29.4293%
SIX Swiss Exchange AG
Zurich Insurance
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Zurich Insurance
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ZURN SW
CHF
CHF 367.60
3.7011
CHF 270.186
53.9874%
SIX Swiss Exchange AG