9.80% p.a. Multi Barrier Reverse Convertible
ABB, Kühne + Nagel, VAT Group
Valor
128207822
SIX Symbol
NWMRCH
ISIN
CH1282078224
Identifiers
128207822
CH1282078224
NWMRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
9.80% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
Listed
No
Life Cycle
1.5 Years
01 Mar 2024
08 Mar 2024
08 Mar 2024
15 Mar 2024
15 Mar 2024
08 Sep 2025
15 Sep 2025
Barrier
59.00%
Continuous barrier observation (american)
08 Mar 2024 - 08 Sep 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 40.99 CHF 24.18 CHF 40.99 22.89%
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CHF 244.70 CHF 144.37 CHF 244.70 -43.52%
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CHF 471.20 CHF 278.01 CHF 471.20 -62.93%
Coupons
Payment Date Amount
17 Jun 2024 2.45%
16 Sep 2024 2.45%
16 Dec 2024 2.45%
17 Mar 2025 2.45%
17 Jun 2025 2.45%
15 Sep 2025 2.45%
Early Redemption
Observation Date Redemption Amount
10 Mar 2025 100.00%
10 Jun 2025 100.00%
ABB
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ABB
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ABBN SW
CHF
CHF 40.99
24.3962
CHF 24.1841
CHF 40.99
22.8932%
SIX Swiss Exchange AG
Kühne + Nagel
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Kühne + Nagel
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KNIN SW
CHF
CHF 244.70
4.0866
CHF 144.373
CHF 244.70
-43.5191%
SIX Swiss Exchange AG
VAT Group
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VAT Group
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VACN SW
CHF
CHF 471.20
2.1222
CHF 278.008
CHF 471.20
-62.9322%
SIX Swiss Exchange AG
Yes (04 Apr 2025)