7.20% p.a. Multi Barrier Reverse Convertible
ABB, Bachem, Swiss Life
Valor
128207977
SIX Symbol
NZARCH
ISIN
CH1282079776
Identifiers
128207977
CH1282079776
NZARCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
7.20% 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
15 Mar 2024
22 Mar 2024
22 Mar 2024
02 Apr 2024
02 Apr 2024
25 Sep 2026
02 Oct 2026
Barrier
49.00%
Continuous barrier observation (american)
22 Mar 2024 - 25 Sep 2026
No
30.37%
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 42.81 CHF 20.98 56.44% CHF 42.81 11.11%
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CHF 83.20 CHF 40.77 30.37% CHF 83.20 -42.10%
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CHF 640.80 CHF 313.99 63.06% CHF 640.80 24.61%
Coupons
Payment Date Amount
02 Jul 2024 1.80%
02 Oct 2024 1.80%
07 Jan 2025 1.80%
01 Apr 2025 1.80%
02 Jul 2025 1.80%
02 Oct 2025 1.80%
07 Jan 2026 1.80%
01 Apr 2026 1.80%
02 Jul 2026 1.80%
02 Oct 2026 1.80%
Early Redemption
Observation Date Redemption Amount
25 Mar 2025 100.00%
25 Jun 2025 100.00%
25 Sep 2025 100.00%
29 Dec 2025 100.00%
25 Mar 2026 100.00%
25 Jun 2026 100.00%
ABB
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ABB
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ABBN SW
CHF
CHF 42.81
23.359
CHF 20.9769
56.4433%
CHF 42.81
11.1088%
SIX Swiss Exchange AG
Bachem
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Bachem
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BANB SW
CHF
CHF 83.20
12.0192
CHF 40.768
30.3706%
CHF 83.20
-42.1008%
SIX Swiss Exchange AG
Swiss Life
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Swiss Life
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SLHN SW
CHF
CHF 640.80
1.5605
CHF 313.992
63.0598%
CHF 640.80
24.6118%
SIX Swiss Exchange AG