7.70% p.a. Multi Barrier Reverse Convertible
Nestlé, Roche, UBS
Valor
128211079
SIX Symbol
NCFRCH
ISIN
CH1282110795
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
128211079
CH1282110795
NCFRCH
Yield Enhancement
Barrier Reverse Convertible
Callable Multi Barrier Reverse Convertible
1230
Figures
0.62%
12.04%
Parameters
Raiffeisen Switzerland B.V., Amsterdam, The Netherlands
Raiffeisen Switzerland Cooperative, St. Gallen, Switzerland
Quarterly
7.70% 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 Years
29 Sep 2023
06 Oct 2023
06 Oct 2023
13 Oct 2023
13 Oct 2023
06 Oct 2025
13 Oct 2025
Barrier
55.00%
Continuous barrier observation (american)
06 Oct 2023 - 06 Oct 2025
No
36.96%
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 100.30 CHF 55.17 36.96% CHF 100.30 -14.62%
Roche
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CHF 248.10 CHF 136.46 47.56% CHF 248.10 4.65%
UBS
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CHF 22.30 CHF 12.27 53.31% CHF 22.30 15.11%
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Coupons
Payment Date Amount
15 Jan 2024 1.925%
15 Apr 2024 1.925%
15 Jul 2024 1.925%
14 Oct 2024 1.925%
13 Jan 2025 1.925%
14 Apr 2025 1.925%
14 Jul 2025 1.925%
13 Oct 2025 1.925%
Early Redemption
Observation Date Redemption Amount
07 Oct 2024 100.00%
06 Jan 2025 100.00%
07 Apr 2025 100.00%
07 Jul 2025 100.00%
Nestlé
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Nestlé
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NESN SW
CHF
CHF 100.30
9.9701
CHF 55.165
36.9615%
CHF 100.30
-14.6155%
SIX Swiss Exchange AG
Roche
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Roche
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ROG SW
CHF
CHF 248.10
4.0306
CHF 136.455
47.5576%
CHF 248.10
4.6503%
SIX Swiss Exchange AG
UBS
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UBS
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UBSG SW
CHF
CHF 22.30
44.843
CHF 12.265
53.3118%
CHF 22.30
15.1123%
SIX Swiss Exchange AG