8.50% p.a. Multi Barrier Reverse Convertible
Lindt & Sprüngli, Swatch, Swisscom
Valor
128207256
SIX Symbol
NLMRCH
ISIN
CH1282072565
Expired
Identifiers
128207256
CH1282072565
NLMRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
8.50% p.a.
Cash Settlement
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Listed
No
Life Cycle
1.5 Years
08 Dec 2023
15 Dec 2023
15 Dec 2023
27 Dec 2023
27 Dec 2023
20 Jun 2025
27 Jun 2025
Barrier
65.00%
Continuous barrier observation (american)
15 Dec 2023 - 20 Jun 2025
Yes
Product Specific Features
100.00%
Performance
Name Market Price Initial Fixing Level Barrier Level Strike Level Distance to Strike
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CHF 10'910.00 CHF 7'091.50 CHF 10'910.00 17.44%
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CHF 234.90 CHF 152.69 CHF 234.90 -73.17%
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CHF 505.80 CHF 328.77 CHF 505.80 9.52%
Coupons
Payment Date Amount
27 Mar 2024 2.125%
27 Jun 2024 2.125%
27 Sep 2024 2.125%
31 Dec 2024 2.125%
27 Mar 2025 2.125%
27 Jun 2025 2.125%
Early Redemption
Observation Date Redemption Amount
20 Dec 2024 100.00%
20 Mar 2025 100.00%
Lindt & Spruengli
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Lindt & Spruengli
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LISP SW
CHF
CHF 10'910.00
CHF 7'091.50
CHF 10'910.00
17.4423%
SIX Swiss Exchange AG
Swatch
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Swatch
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UHR SW
CHF
CHF 234.90
CHF 152.685
CHF 234.90
-73.1662%
SIX Swiss Exchange AG
Yes (17 Sep 2024)
Swisscom
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Swisscom
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SCMN SW
CHF
CHF 505.80
CHF 328.77
CHF 505.80
9.517%
SIX Swiss Exchange AG