5.50% p.a. Multi Barrier Reverse Convertible
Nestlé, Novartis, Roche, Zurich Insurance
Valor
128208202
SIX Symbol
ODXRCH
ISIN
CH1282082028
Currency
CHF
Bid (indicative)
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250'000.00
Ask (indicative)
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250'000.00
Price on
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Identifiers
128208202
CH1282082028
ODXRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
3.29%
1.33%
Parameters
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
5.50% p.a.
Cash Settlement or Delivery of Underlying
Dirty (accrued interest included)
100%
CHF 1'000.00
CHF
CHF 250'000.00
CHF 250'000.00
Listed
No
Life Cycle
2.5 Years
19 Apr 2024
26 Apr 2024
26 Apr 2024
03 May 2024
03 May 2024
27 Oct 2026
03 Nov 2026
Barrier
55.00%
Continuous barrier observation (american)
26 Apr 2024 - 27 Oct 2026
No
47.16%
Product Specific Features
100.00%
Performance
Market Price Initial Fixing Level Barrier Level Distance to Barrier Strike Level Distance to Strike
Nestlé
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CHF 92.70 CHF 50.99 47.23% CHF 92.70 4.06%
Novartis
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CHF 89.50 CHF 49.23 47.16% CHF 89.50 3.93%
Roche
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CHF 221.00 CHF 121.55 48.73% CHF 221.00 6.79%
Zurich Insurance
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CHF 439.90 CHF 241.95 48.72% CHF 439.90 6.76%
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Coupons
Payment Date Amount
06 Aug 2024 1.375%
04 Nov 2024 1.375%
03 Feb 2025 1.375%
06 May 2025 1.375%
05 Aug 2025 1.375%
03 Nov 2025 1.375%
03 Feb 2026 1.375%
05 May 2026 1.375%
03 Aug 2026 1.375%
03 Nov 2026 1.375%
Early Redemption
Observation Date Redemption Amount
28 Apr 2025 100.00%
28 Jul 2025 100.00%
27 Oct 2025 100.00%
27 Jan 2026 100.00%
27 Apr 2026 100.00%
27 Jul 2026 100.00%
Nestlé
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Nestlé
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NESN SW
CHF
CHF 92.70
10.7875
CHF 50.985
47.2314%
CHF 92.70
4.0571%
SIX Swiss Exchange AG
Novartis
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Novartis
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NOVN SW
CHF
CHF 89.50
11.1732
CHF 49.225
47.1608%
CHF 89.50
3.9287%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 221.00
4.5249
CHF 121.55
48.7347%
CHF 221.00
6.7904%
SIX Swiss Exchange AG
Zurich Insurance
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Zurich Insurance
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ZURN SW
CHF
CHF 439.90
2.2732
CHF 241.945
48.7187%
CHF 439.90
6.7613%
SIX Swiss Exchange AG