9.40% p.a. Multi Barrier Reverse Convertible
ABB, Swatch, Zurich Insurance
Valor
128207638
SIX Symbol
NSFRCH
ISIN
CH1282076384
Currency
CHF
Bid (indicative)
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250'000.00
Price on
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Identifiers
128207638
CH1282076384
NSFRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
-23.06%
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
9.40% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
CHF 250'000.00
Listed
No
Life Cycle
1.5 Years
02 Feb 2024
09 Feb 2024
09 Feb 2024
19 Feb 2024
19 Feb 2024
12 Aug 2025
19 Aug 2025
Barrier
65.00%
Continuous barrier observation (american)
09 Feb 2024 - 12 Aug 2025
Yes
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Strike Level Distance to Strike
ABB
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CHF 38.14 CHF 24.79 CHF 38.14 20.36%
Swatch
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CHF 207.50 CHF 134.88 CHF 207.50 -60.85%
Zurich Insurance
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CHF 429.90 CHF 279.44 CHF 429.90 22.57%
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Coupons
Payment Date Amount
21 May 2024 2.35%
19 Aug 2024 2.35%
19 Nov 2024 2.35%
19 Feb 2025 2.35%
19 May 2025 2.35%
19 Aug 2025 2.35%
Early Redemption
Observation Date Redemption Amount
12 Feb 2025 100.00%
12 May 2025 100.00%
ABB
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ABB
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ABBN SW
CHF
CHF 38.14
26.2192
CHF 24.791
CHF 38.14
20.3592%
SIX Swiss Exchange AG
Swatch
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Swatch
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UHR SW
CHF
CHF 207.50
4.8193
CHF 134.875
CHF 207.50
-60.8527%
SIX Swiss Exchange AG
Yes (04 Apr 2025)
Zurich Insurance
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Zurich Insurance
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ZURN SW
CHF
CHF 429.90
2.3261
CHF 279.435
CHF 429.90
22.5684%
SIX Swiss Exchange AG