8.80% p.a. Multi Barrier Reverse Convertible
Nestlé, Novartis, Roche, Swiss Life
Valor
128207507
SIX Symbol
NRERCH
ISIN
CH1282075071
Identifiers
128207507
CH1282075071
NRERCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
8.80% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Listed
No
Life Cycle
1.75 Years
26 Jan 2024
02 Feb 2024
02 Feb 2024
12 Feb 2024
12 Feb 2024
05 Nov 2025
12 Nov 2025
Barrier
69.00%
Continuous barrier observation (american)
02 Feb 2024 - 05 Nov 2025
No
5.67%
Product Specific Features
100.00%
Performance
Name Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
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CHF 98.57 CHF 68.01 5.67% CHF 98.57 -36.71%
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CHF 89.80 CHF 61.96 34.13% CHF 89.80 4.53%
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CHF 234.10 CHF 161.53 34.44% CHF 234.10 4.99%
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CHF 618.60 CHF 426.83 51.80% CHF 618.60 30.14%
Coupons
Payment Date Amount
14 May 2024 2.20%
12 Aug 2024 2.20%
12 Nov 2024 2.20%
12 Feb 2025 2.20%
12 May 2025 2.20%
12 Aug 2025 2.20%
12 Nov 2025 2.20%
Early Redemption
Observation Date Redemption Amount
05 Feb 2025 100.00%
05 May 2025 100.00%
05 Aug 2025 100.00%
Nestlé
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Nestlé
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NESN SW
CHF
CHF 98.57
10.1451
CHF 68.0133
5.6681%
CHF 98.57
-36.7129%
SIX Swiss Exchange AG
Novartis
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Novartis
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NOVN SW
CHF
CHF 89.80
11.1359
CHF 61.962
34.125%
CHF 89.80
4.529%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 234.10
4.2717
CHF 161.529
34.4444%
CHF 234.10
4.9919%
SIX Swiss Exchange AG
Swiss Life
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Swiss Life
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SLHN SW
CHF
CHF 618.60
1.6166
CHF 426.834
51.7974%
CHF 618.60
30.1412%
SIX Swiss Exchange AG