7.40% p.a. Multi Barrier Reverse Convertible
ABB, Holcim, Roche, Swiss Re
Valor
128207512
SIX Symbol
NRJRCH
ISIN
CH1282075121
Expired
Identifiers
128207512
CH1282075121
NRJRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
7.40% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Listed
No
Life Cycle
2.5 Years
26 Jan 2024
02 Feb 2024
02 Feb 2024
12 Feb 2024
12 Feb 2024
05 Aug 2026
12 Feb 2025
Barrier
50.00%
Continuous barrier observation (american)
02 Feb 2024 - 05 Aug 2026
No
55.02%
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 37.77 CHF 18.89 60.07% CHF 37.77 20.15%
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CHF 65.54 CHF 32.77 64.92% CHF 65.54 29.84%
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CHF 234.10 CHF 117.05 55.02% CHF 234.10 10.03%
{{ underlyings['67108971'].currency }} {{ underlyings['67108971'].underlyingFeed.spot | number:2 }}
CHF 98.48 CHF 49.24 66.17% CHF 98.48 32.34%
Coupons
Payment Date Amount
14 May 2024 1.85%
12 Aug 2024 1.85%
12 Nov 2024 1.85%
12 Feb 2025 1.85%
12 May 2025 1.85%
12 Aug 2025 1.85%
12 Nov 2025 1.85%
12 Feb 2026 1.85%
12 May 2026 1.85%
12 Aug 2026 1.85%
Early Redemption
Observation Date Redemption Amount
05 Feb 2025 100.00%
05 May 2025 100.00%
05 Aug 2025 100.00%
05 Nov 2025 100.00%
05 Feb 2026 100.00%
05 May 2026 100.00%
ABB
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ABB
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ABBN SW
CHF
CHF 37.77
26.476
CHF 18.885
60.074%
CHF 37.77
20.148%
SIX Swiss Exchange AG
Holcim
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Holcim
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HOLN SW
CHF
CHF 65.54
15.2579
CHF 32.77
64.9219%
CHF 65.54
29.8437%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 234.10
4.2717
CHF 117.05
55.0154%
CHF 234.10
10.0307%
SIX Swiss Exchange AG
Swiss Re
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Swiss Re
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SREN SW
CHF
CHF 98.48
10.1543
CHF 49.24
66.1697%
CHF 98.48
32.3394%
SIX Swiss Exchange AG